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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Roache, Shaun
Tác giả khác: Rossi, Marco
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2009.
Loạt:IMF Working Papers; Working Paper ; No. 2009/140
Truy cập trực tuyến:Full text available on IMF