What moves the gold market?

Keyphrases

• Announcement Effect 33%
• Arching Effect 33%
• COMEX 33%
• Consumer Price Index 33%
• Futures Contracts 33%
• Gold Futures 33%
• Gold Market 100%
• Gross Domestic Product 33%
• High-frequency Returns 33%
• Intraday Pattern 100%
• Intraday Returns 33%
• Long Memory Volatility 33%
• Mercantile Exchange 33%
• New York 33%
• Optimal Hedge Ratio 33%
• Personal Income 33%
• Return Volatility 66%
• US Macroeconomic News 33%

Economics, Econometrics and Finance

• Announcement Effect 50%
• Consumer Price Index 50%
• Macroeconomics 50%
• Pricing 50%
• Returns Volatility 100%
• Volatility 50%