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Items where Author is "Tsvetanov, Daniel"

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Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil (2016) Is news related to GDP growth a risk factor for commodity futures returns? Quantitative Finance, 16 (12). pp. 1887-1899. DOI https://doi.org/10.1080/14697688.2016.1211797

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. DOI https://doi.org/10.1016/j.jbankfin.2016.06.011

This list was generated on Wed Feb 1 07:00:33 2023 GMT.