It is funny you mention that and I definitely agree about it not being studied enough ( especially given how much players are being watched today you would think there is enough data ). My first real encounter with inflation was in an MMO. It was fascinating how quickly player-base did what people in RL did ( moved to assets other than currency ).
Even outside of MMOs you had things like Stones of Jordan - often the "currency" would be something compact that had some value inherently, but became much more valuable as the money.
And you want something that doesn't hit game limits, and doesn't get messed with by the developers much (both of which do NOT apply to "WoW gold" for example).