Daniel Tsvetanov

Search results

• 2023

  Which factor model? A systematic return covariation perspective

  Ahmed, S., Bu, Z., Symeonidis, L. & Tsvetanov, D., Sep 2023, In: Journal of International Money and Finance. 136, 102865.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  1 Citation (Scopus)

  5 Downloads (Pure)
• 2019

  Best of the best: A comparison of factor models

  Ahmed, S., Bu, Z. & Tsvetanov, D., Aug 2019, In: Journal of Financial and Quantitative Analysis. 54, 4, p. 1713-1758 46 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  23 Citations (Scopus)

  47 Downloads (Pure)
• 2016

  Bubbling over! The behaviour of oil futures along the yield curve

  Tsvetanov, D., Coakley, J. & Kellard, N., 1 Sep 2016, In: Journal of Empirical Finance. 38, Part B, p. 516-533 18 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  25 Citations (Scopus)

  25 Downloads (Pure)

• Is news related to GDP growth a risk factor for commodity futures returns?

  Tsvetanov, D., Coakley, J. & Kellard, N., 2016, In: Quantitative Finance. 16, 12, p. 1887-1899 13 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
  5 Citations (Scopus)

  38 Downloads (Pure)

• The predictive performance of commodity futures risk factors

  Ahmed, S. & Tsvetanov, D., 1 Oct 2016, In: Journal of Banking & Finance. 71, p. 20-36 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
  14 Citations (Scopus)

  22 Downloads (Pure)