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» Resultado: 2 registros
| Registro 1 de 2 | |
| Autor: | Lachman, Jeremías - Jack, Pablo |
| Título: | Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between Buenos Aires and Chicago using monthly and daily data |
| Fuente: | Estudios Económicos. v.34, n.69. Universidad Nacional del Sur. Departamento de Economía |
| Páginas: | pp. 3-23 |
| Año: | jul.-dic. 2017 |
| Resumen: | This paper aims to study and compare the effi ciency in futures markets for soybean crop between Buenos Aires (MATBA) and Chicago (CME-CBOT) for the years 1994 through 2015. There are numerous studies that analyze this phenomenon independently, but few of them have done a comparative analysis between markets. Therefore, the main objective of this research - in addition to individually analyzing the efficiency in futures market in each country - is to be able to detect the existence of a relationship between the two markets. In this article we show that, in addition for market efficiency in all cases, market effi ciency in MatBa was derived from the effi ciency in CME-CBOT. This means that relevant information is transmitted from the Chicago market to the one in Buenos Aires. By using a cointegration approach based on Johansen (1995) we estimated the models with monthly and daily data. |
| Palabras clave: | MERCADOS | FINANZAS LOCALES | AGRICULTURA | CULTIVOS | ANALISIS COMPARATIVO | MEDIO AMBIENTE | |
| Solicitar por: | HEMEROTECA E + datos de Fuente |
| Registro 2 de 2 | |
| Autor: | Landrein, Maximiliano M. - Larosa, Alejandro - Novelli, Matías |
| Título: | Lecturas sobre comercialización de granos 2 |
| Ciudad y Editorial: | Rosario : Bolsa de Comercio de Rosario |
| ISBN: | 950-99201-3-4 |
| Páginas: | 139 p. |
| Año: | 1999 |
| Palabras clave: | GRANOS | COMERCIALIZACION | COMERCIALIZACION DE GRANOS | SPREADS | CBOT | SISTEMAS DE CLEARING | |
| Solicitar por: | ESTADISTICAS AR/BOLSA DE COMERCIO DE ROSARIO/L |
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