Items for Tsvetanov, Daniel

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Article

Tsvetanov, Daniel, 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. ISSN 1469-7688

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. ISSN 0378-4266

Tsvetanov, Daniel, Coakley, Jerry and Kellard, Neil (2015) Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance, 38b. pp. 516-533. ISSN 0927-5398

This list was generated on Tue Nov 21 00:49:02 2017 GMT.