Review paper

The informational content of unconventional monetary policy on precious metal markets

Volume: 37, Issue: 1, Pages: 16 - 36
Published: Mar 31, 2017
Abstract
This paper investigates the informational content of unconventional monetary policies and its effect on commodity markets, adopting a nonlinear approach for modeling volatility. The main question addressed is how the Bank of England, Bank of Japan, and European Central Bank's (ECB's) announcements concerning monetary easing affect two major commodities: gold and silver. Our empirical evidence based on daily and high‐frequency data suggests that...
Paper Details
Title
The informational content of unconventional monetary policy on precious metal markets
Published Date
Mar 31, 2017
Volume
37
Issue
1
Pages
16 - 36
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