| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089695 | Journal of Banking & Finance | 2012 | 15 Pages |
Abstract
⺠Macro announcements have large impacts on metal futures. ⺠Unexpected economic improvements negatively impact gold and silver prices. ⺠Realized volatility and volume are positively influenced by economic news. ⺠Several news announcements exert an asymmetric impact on market activity variables.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
John Elder, Hong Miao, Sanjay Ramchander,