Impact of macroeconomic news on metal futures

By J. Elder, Hong Miao, Sanjay Ramchander. 2012

175 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/7a848b6cdbca19c78283349b026f9d60b005955a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Dimitrios Gounopoulos
2. S. Agyei-Ampomah
3. Khelifa Mazouz

Citations in the corpus

• The impact of macroeconomic news on Bitcoin returns (2020, unknown): “Elder et al. [2012] use intraday data from 2002 to 2008 to examine the impact of US macroeconomic news announcements on the return, volatility, and volume of gold, silver and copper futures.”
• Does gold offer a better protection against losses in sovereign debt bonds than other metals (2014, methodology): “…between gold and other precious metals in times of economic distress is consistent with the widely held view that investors treat gold and other precious metals as a similar investment class (see, e.g. Erb and Harvey, 2006; Daskalaki and Skiadopoulos, 2011; Elder et al., 2012; among others).”