Econometric analysis of cointegration and causality between markets prices toward futures contracts: Evidence from the live cattle market in Brazil

The objective of this study is to investigate evidence of cointegration and causality between the market price of the live cattle in Brazil and the prices of the respective derivatives traded on BM&FBOVESPA – São Paulo, Brazil. The Johansen test was used to analyze evidence of cointegration betw...

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Autores principales: Janaina Gabrielle Moreira Campos da Cunha Amarante, Tatiana Marceda Bach, Wesley Vieira da Silva, Daniela Matiollo, Alceu Souza, Claudimar Pereira da Veiga
Formato: article
Lenguaje:EN
Publicado: Taylor & Francis Group 2018
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Acceso en línea:https://doaj.org/article/063aeb0499124859baf9119ad4d9110f
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