Do macroeconomics news releases affect gold and silver prices

By R. David, Mukesh K. Chaudhry, T. Koch. 2000

179 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e30bcd32b55e2d78dfe625eda0ba62a496696f28

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In Economics and Econometrics

Citations in the corpus

Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (2012, background): “The first category has been concerned with the responses of precious metal prices to changes in international institutional and macroeconomic factors (Kaufmann and Winters, 1989; Rockerbie, 1999; Christie–David et al., 2000; Heemskerk, 2001; Ciner, 2001; and Bat-ten et al. 2010 ).”
A power GARCH examination of the gold market (2007, background): “Christie-David et al. (2000) examined the effects of monthly macroeconomic news releases on gold and silver future markets over the period 1992–1995 using intra-day data.”
Persistence of precious metal prices: A fractional integration approach with structural breaks (2014, background): “…valuable diversification opportunities to investors and serving as a monetary medium when the market is uncertain, as well as having a wide range of manufacturing and industrial applications (e.g., Arouri et al., 2012; Batten et al., 2010; Christie-David et al., 2000; Ciner, 2001; Heemskerk, 2001).”
Gold and oil futures markets: Are markets efficient? (2010, unknown): “In related work, Christie-David et al. (2000) analyse the impact of macroeconomic news releases on gold and silver prices and find that gold responds strongly to the release of the CPI, and volatility spillover in the metals market is examined by Xu and Fung (2005).1 Finally, information efficiency ”
Impact of macroeconomic news on metal futures (2012, background): “Our study differs from both Christie-David et al. (2000) and Cai et al. (2001) in several regards.”
World gold prices and stock returns in China: Insights for hedging and diversification strategies (2015, unknown): “A number of studies have questioned the responses of precious metal prices to changes in international institutional and macroeconomic factors (e.g., Kaufman and Winters, 1989; Christie–David et al., 2000; Heemskerk, 2001; Ciner, 2001; Batten et al., 2010).”
Gold prices, cost of carry, and expected inflation (2010, background): “06) positive relationship Jaffe (1989) September 1971 to June 1987 Month T bills Mixed Gold price movements are not predictive of future changes in CPI Moore (1990) 1970 through 1988 Month N/A Yes Gold prices are predicted by a leading indicator of inflation Garner (1995) 1973 through 1994 Month N/A”