The Macroeconomic Determinants of Volatility in Precious Metals Markets



Georgiev, G., 2001, Benefits of commodity investment, Journal of Alternative
Investments
, 61- 68.

Gorton, G. and K. G. Rouwenhorst, 2006, Facts and fantasies about commodity futures,
Financial Analysts Journal 62, 47- 68.

Kearney, C., 2000, The determination and transmission of stock market volatility, Global
Finance Journal
11, 31- 52.

Koutolas, G. and L. Kryzanowski, 1996, Macrofactor conditional volatilities, conditional
risk premia and stock return behavior,
Financial Review 31, 169- 195.

Nijman, T. E. and L. A. P. Swinkels, Strategic and tactical allocation to commodities in
retirement savings schemes,
centER Discussion Paper No. 20.

Pesaran, M. Hashem and Allan Timmermann, 1995, Predictability of Stock Returns:
Robustness and Economic Significance, Journal of Finance, September, 50(4): 1201-28.

Racine, J. 2001. On the Nonlinear Predictability of Stock Returns Using Financial and
Economic Variables, Journal of Business & Economic Statistics, 19(3): 380-382.

Ross, Stephen A., 1989, Information and Volatility: The No-Arbitrage Martingale
Approach to Timing and Resolution Irrelevancy, Journal of Finance, March 44(1): 1-17.

Sadorsky, P., 2003, Macroeconomic determinants of technology stock volatility, Review
of Financial Economics
12, 191- 205.

Strongin, S. and M. Petsch, 1995, Commodity Investing: Long-Run Returns and the
Function of Passive Capital, Derivatives Quarterly, Fall: 56-64.

Vrugt, E. B., R. Baner, R. Molenaar and T. Steemkamp, 2004, Dynamic commodity
timing strategies,
Working Paper, ABP Investments and Vrije Universiteit, Amsterdam,
The Netherlands.

Wahab, M. R. Cohn and M. Lashgari, 1994, Arbitrage opportunities in metal futures
markets,
Journal of Futures Markets 8, 1999- 209.

17



More intriguing information

1. Connectionism, Analogicity and Mental Content
2. Opciones de política económica en el Perú 2011-2015
3. A dynamic approach to the tendency of industries to cluster
4. THE MEXICAN HOG INDUSTRY: MOVING BEYOND 2003
5. Visual Perception of Humanoid Movement
6. The name is absent
7. Effort and Performance in Public-Policy Contests
8. Global Excess Liquidity and House Prices - A VAR Analysis for OECD Countries
9. CREDIT SCORING, LOAN PRICING, AND FARM BUSINESS PERFORMANCE
10. How does an infant acquire the ability of joint attention?: A Constructive Approach