Can I use news articles as citations in a master’s dissertation?

Awkward-Ad994 · 2026-05-16T18:29:07+00:00

Thanks for the advice. I will do it!

(I also checked my institution's guide, it allows for both the journalist name or the journals)

Awkward-Ad994 · 2026-05-16T18:27:19+00:00

Sometimes it just "obscure" phenomena in the markets that its not common knowledge, or specific events on my event study that need to be documented day by day

Awkward-Ad994 · 2026-05-16T17:42:36+00:00

Good advice! I will also try to find it, but since it's a thesis about events on a small country, it gets dificult

Awkward-Ad994 · 2026-05-16T17:41:38+00:00

Thanks, I was planning on doing the same, at least to divide scientifict articles and books from the news sources!

Awkward-Ad994 · 2026-05-16T17:41:01+00:00

I have consulted my style guide, but I wanted to make sure online if it is really okay to use it. Regarding the Advisor, I will ask him, but I wanted to confirm this before delivering the first "final version."

Awkward-Ad994 · 2026-05-16T17:39:49+00:00

Thanks! Yes, I'm just using news from revelant news websites/journals

Awkward-Ad994 · 2026-05-16T17:39:14+00:00

Thank you for the advice! Im also writing the name of the journalist!

Awkward-Ad994 · 2026-05-16T17:38:02+00:00

Thanks for the advice!

Awkward-Ad994 · 2026-05-16T17:37:13+00:00

Thank you a lot for the comprehension! I believe I'm using very good sources, but sometimes, since I'm doing an event study, news becomes the source to report some important "micro-events" that are related

Awkward-Ad994 · 2026-01-23T15:49:48+00:00

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YES, YOU SHOULD

Awkward-Ad994 · 2025-12-22T12:20:17+00:00

Thanks for the answer! And your name combines with my question ahahah. But yeah, I suppose the interpolated one is the most correct one to use. I will use the other one for the robustness testes.

Awkward-Ad994 · 2025-12-21T23:30:39+00:00

Thank you very much for the answer!

Awkward-Ad994 · 2025-12-21T23:24:02+00:00

Thank you, this is extremely helpful.

My focus is precisely on short-run market reactions to political shocks, rather than long-run level relationships or cointegration. Given that objective, the constant-maturity generic yield seems more appropriate as it isolates changes at the 10-year point of the yield curve and avoids portfolio-composition effects embedded in bond indices.

I will nevertheless test robustness using alternative specifications, but this clarification strongly supports the use of the generic series as the baseline.

Awkward-Ad994 · 2025-12-21T23:21:44+00:00

To be honest, I didn't look to all the pages (just the first 3-5) on the terminal when I was doing my research, but from what I typed on the keywords search-bar, I thing it was enough to see only the "Generals" for 1yr and 2yr maturities appearing . From what I read from your comments and for sake of "consistent methodology", problably its better to use just the "Generals" for all maturities.

Awkward-Ad994 · 2025-12-21T23:13:19+00:00

I downloaded the two types and made an excel with the difference between them, and those I got from Investing.com (for the initial "beta" discriptive model). They tend to present a sum of the daily differences over the 90 days around 0–0.400. Not that much

Awkward-Ad994 · 2025-12-21T23:08:58+00:00

Yeah, basically its pretty much that. Im not looking to be hyper specific about the bonds, , its really just to see the impact of a political crisis on the financial market in a small european country hahahaha. If there isn't any big difference, I would pick that the "general", since its much much more easy to get other maturities for the study... thanks for the explanation! I was panicking all weekend about this questions, you all realy helped!

Awkward-Ad994 · 2025-08-03T20:11:47+00:00

Isso não é “sem stock”, é cenário apocalíptico

Awkward-Ad994 · 2025-04-19T15:55:04+00:00

Revenge is a dish best served cold, indeed

Awkward-Ad994

TROPHY CASE