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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2009.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 050 | 4 | |a HG289 |b .R633 2009 | |
| 049 | |a UAMI | ||
| 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) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Working Papers | |
| 588 | 0 | |a Print version record. | |
| 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. | ||
| 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 | 6 | |a Or. | |
| 650 | 6 | |a Macroéconomie. | |
| 650 | 6 | |a Taux de change. | |
| 650 | 7 | |a teocuitlatl. |2 aat | |
| 650 | 7 | |a gold (metal) |2 aat | |
| 650 | 7 | |a Money |2 fast | |
| 650 | 7 | |a Foreign exchange rates |2 fast | |
| 650 | 7 | |a Gold |2 fast | |
| 650 | 7 | |a Macroeconomics |2 fast | |
| 655 | 7 | |a Tables |2 fast | |
| 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 | ||
| 776 | 0 | 8 | |i Print version: |a Roache, Shaun K. |t Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity? |d Washington : International Monetary Fund, ©2009 |z 9781451872873 |
| 830 | 0 | |a IMF Working Papers. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608355 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1608355 | ||
| 938 | |a YBP Library Services |b YANK |n 11617928 | ||
| 994 | |a 92 |b IZTAP | ||