Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework

This article considers the impact of major scheduled US macroeconomic announcements on the COMEX gold futures market in a high-frequency setting. A VAR-GARCH framework identifies the significant relationship between the release of macroeconomic news and measures of market activity. There is a well-d...

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Bibliographic Details
Main Authors: Smales, Lee, O'Grady, B., Yang, Y.
Format: Journal Article
Published: Routledge 2015
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/28039
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author Smales, Lee
O'Grady, B.
Yang, Y.
author_facet Smales, Lee
O'Grady, B.
Yang, Y.
author_sort Smales, Lee
building Curtin Institutional Repository
collection Online Access
description This article considers the impact of major scheduled US macroeconomic announcements on the COMEX gold futures market in a high-frequency setting. A VAR-GARCH framework identifies the significant relationship between the release of macroeconomic news and measures of market activity. There is a well-defined link between (higher) volatility, (higher) trading costs and (lower) transaction volume.
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format Journal Article
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institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T08:08:28Z
publishDate 2015
publisher Routledge
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spelling curtin-20.500.11937-280392017-09-13T15:55:52Z Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework Smales, Lee O'Grady, B. Yang, Y. VAR-GARCH gold futures COMEX macroeconomic announcements high-frequency This article considers the impact of major scheduled US macroeconomic announcements on the COMEX gold futures market in a high-frequency setting. A VAR-GARCH framework identifies the significant relationship between the release of macroeconomic news and measures of market activity. There is a well-defined link between (higher) volatility, (higher) trading costs and (lower) transaction volume. 2015 Journal Article http://hdl.handle.net/20.500.11937/28039 10.1080/13504851.2014.972538 Routledge fulltext
spellingShingle VAR-GARCH
gold futures
COMEX
macroeconomic announcements
high-frequency
Smales, Lee
O'Grady, B.
Yang, Y.
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
title Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
title_full Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
title_fullStr Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
title_full_unstemmed Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
title_short Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
title_sort examining the impact of macroeconomic announcements on gold futures in a var-garch framework
topic VAR-GARCH
gold futures
COMEX
macroeconomic announcements
high-frequency
url http://hdl.handle.net/20.500.11937/28039