Is news related to GDP growth a risk factor for commodity futures returns?
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil
- 期刊名称Quantitative Finance
- 作者Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小446.61KB
- 发表时间2016-09-14
- DOI10.1080/14697688.2016.1211797
- 页码1-13