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