The Effects of Economic News on Commodity Prices.
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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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington :
International Monetary Fund,
2009
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| Series: | IMF Working Papers.
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
MARC
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| 100 | 1 | |a Roache, Shaun K. | |
| 245 | 1 | 4 | |a The Effects of Economic News on Commodity Prices. |
| 260 | |a Washington : |b International Monetary Fund, |c 2009. | ||
| 300 | |a 1 online resource (30 pages) | ||
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| 505 | 0 | |a Table of contents; I. Introduction; II. Methodology; A. Literature Review; B. Data; C. Estimation Strategy; III. Results; A. Scheduled Macroeconomic Announcements; B. "Good News", "Bad News", and Volatility; IV. Conclusion; References; Appendix. | |
| 520 | |a 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 activity or interest rate decisions) in a manner consistent with gold's traditional role as a safe-haven and store of value. Other commodity prices, where such news is significant, exhibit pro-cyclical sensitivities and these have risen somewhat as commodities have become increasingly financialized. Thes. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Gold. | |
| 650 | 0 | |a Macroeconomics. | |
| 650 | 0 | |a Foreign exchange rates. | |
| 650 | 0 | |a Money |v Tables. | |
| 650 | 7 | |a teocuitlatl. |2 aat | |
| 650 | 7 | |a gold (metal) |2 aat | |
| 700 | 1 | |a Rossi, Marco. | |
| 758 | |i has work: |a The effects of economic news on commodity prices (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFW6VWvjthYTjC7k4GrHFq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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| 830 | 0 | |a IMF Working Papers. | |
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