Similar Search Results - EconBiz

How do black swan events go global? : evidence from US reserves effects on TOCOM gold futures prices

Wang, Yang; Cao, Xinbang; Sui, Xiuping; Zhao, Wenxi - In: Finance research letters 31 (2019), pp. 225-231

Persistent link: https://www.econbiz.de/10012421559

Monetary policy surprises, positions of traders, and changes in commodity futures prices

Gospodinov, Nikolaj; Jamali, Ibrahim - 2013

Using futures data for the period 1990 - 2008, this paper finds evidence that expansionary monetary policy surprises tend to increase crude and heating oil prices, and contractionary monetary policy shocks increase gold and platinum prices. Our analysis uncovers substantial heterogeneity in the...

Persistent link: https://www.econbiz.de/10010201348

Implied risk-neutral probability density functions from option prices : theory and application

Bahra, Bhupinder - 1997

Persistent link: https://www.econbiz.de/10000654569

Market-based measures of monetary policy expectations

Gürkaynak, Refet S. (contributor); Sack, Brian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003416330

Market-based measures of monetary policy expectations

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 201-212

Persistent link: https://www.econbiz.de/10003463638

Essays of monetary policy, growth, and twin crises

Gürkaynak, Refet S. - 2004

Persistent link: https://www.econbiz.de/10003551063

Identifying VARS based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131

Persistent link: https://www.econbiz.de/10002222223

Market-based measures of monetary policy expectations

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2002

Persistent link: https://www.econbiz.de/10001706701

Identifying VARs based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - 2002

Persistent link: https://www.econbiz.de/10001657391

Financial derivatives and monetary policy transmission

Fender, Ingo - 2000

Persistent link: https://www.econbiz.de/10001490964

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