Ibrahim Jamali

American University of Beirut

Beirut, 0236

Lebanon

SCHOLARLY PAPERS

2

DOWNLOADS

130

CITATIONS

5

Scholarly Papers (2)

1.

Monetary Policy Surprises, Positions of Traders, and Changes in Commodity Futures Prices

FRB Atlanta Working Paper 2013-12
Number of pages: 39 Posted: 22 Mar 2015
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Downloads 77 (308,340)
Citation 2

Abstract:

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commodity prices, monetary policy shocks, futures data, convenience yields, positions of traders, speculators, hedgers

2.

The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks

FRB Atlanta Working Paper No. 2014-14
Number of pages: 33 Posted: 04 Apr 2015
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Downloads 53 (373,795)
Citation 3

Abstract:

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stock market volatility, federal funds futures, monetary policy, variance risk premium, vector autoregression, bivariate GARCH, leverage effect, volatility feedback effect