The Effects of Economic News on Commodity Prices : Is Gold Just Another Commodity? /

The paper uses an event study methodology to investigate which and how macroeconomic announcements affect commodity prices. Results show that gold is unique among commodities, with prices reacting to specific scheduled announcements in the United States and the Euro area (such as indicators of activ...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Roache, Shaun
מחברים אחרים: Rossi, Marco
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2009.
סדרה:IMF Working Papers; Working Paper ; No. 2009/140
גישה מקוונת:Full text available on IMF