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...

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書目詳細資料
主要作者: Roache, Shaun
其他作者: Rossi, Marco
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2009.
叢編:IMF Working Papers; Working Paper ; No. 2009/140
在線閱讀:Full text available on IMF