Statistical-Econometric Methods and Models Used in the Analysis of the Capital Market under the Risk of Inflation

ANGHELACHE CONSTANTIN, ANGHEL MADALINA-GABRIELA, IACOB STEFAN VIRGIL
2020 ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH  
In this article, the authors focused on presenting a model for analyzing the accumulation of assets and portfolio decisions taken under the risk of inflation, starting from the fact that the capital market is also influenced by the effect of price changes. It is analyzed the possibility of expressing the model of accumulation of assets and portfolio decisions taken under the risk of inflation, taking into account the notions regarding the long-term structure and the real yields, aspects
more » ... g the time structure of the nominal yields, as well as the dynamic expression model of this date. of inflation. It should be borne in mind that the dynamic estimation of inflation helps to establish the dynamics of the stock returns in the optimal final use of some factors that we consider to have an effect on the portfolio market. Also, we can find that some conclusions are analyzed and drawn regarding the considerations in the allocation of assets in correlation with the inflation horizon. In this regard, the perspective of the dynamic evolution of inflation must be taken into account in order to determine this major influence factor under the risk empire on the prices on the capital market.
doi:10.24818/18423264/54.2.20.03 fatcat:uu7kuvtqyjcidn433gi6monqvm