Effects Monetary Policy on Base Metals Return, M.Sc. Thesis Sharif University of Technology ; Barakchian, Mahdi (Supervisor)
Abstract
The commodity market as a noteworthy section of the capital market plays a prominent role in the economy of a nation. Base metals, which are widely utilized as industrial raw materials, account for a part of the costs imposed on a nation’s economy. Hence the price levels and volatility of such metals have been under close observation by the capital markets and in the process of monetary policy. In this research we investigate the impacts of the monetary policy of the Federal Reserve on the return of base metals based on daily data and also on the stock return of the corporates which are associated with these metals by using intraday data. This poster employs Federal Funds Futures Contracts...
Cataloging briefEffects Monetary Policy on Base Metals Return, M.Sc. Thesis Sharif University of Technology ; Barakchian, Mahdi (Supervisor)
Abstract
The commodity market as a noteworthy section of the capital market plays a prominent role in the economy of a nation. Base metals, which are widely utilized as industrial raw materials, account for a part of the costs imposed on a nation’s economy. Hence the price levels and volatility of such metals have been under close observation by the capital markets and in the process of monetary policy. In this research we investigate the impacts of the monetary policy of the Federal Reserve on the return of base metals based on daily data and also on the stock return of the corporates which are associated with these metals by using intraday data. This poster employs Federal Funds Futures Contracts...
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