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Is news related to GDP growth a risk factor for commodity futures returns? (2016)

First Author: Tsvetanov D

Attributed to: Smart Data Analytics for Business and Local Government funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2016.1211797

Publication URI: http://dx.doi.org/10.1080/14697688.2016.1211797

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 12