Items where Author is "Tsvetanov, Daniel"

Ahmed, Shamim, Bu, Ziwen, Symeonidis, Lazaros and Tsvetanov, Daniel (2023) Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136. ISSN 0261-5606

Ahmed, Shamim, Bu, Ziwen and Tsvetanov, Daniel (2019) Best of the best: A comparison of factor models. Journal of Financial and Quantitative Analysis, 54 (4). pp. 1713-1758. ISSN 0022-1090

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 (2016) Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance, 38 (Part B). pp. 516-533. ISSN 0927-5398

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