Study of efficiency and information transmission for agricultural futures markets : a comparative analysis between Buenos Aires and Chicago using monthly and daily data
Jeremías Lachman, Pablo Jack
Alternative title: | Estudio de la eficiencia y la transmisión de información para mercados de futuros agrícolas : un análisis comparativo entre Buenos Aires y Chicago utilizando datos mensuales y diarios |
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Year of publication: |
julio-diciembre 2017
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Authors: | Lachman, Jeremías ; Jack, Pablo |
Published in: |
Estudios económicos. - [Bahía Blanca] : Editorial de la Universidad Nacional del Sur, ISSN 0425-368X, ZDB-ID 865426-8. - Vol. 34.2017, 69, p. 3-23
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Subject: | Efficient Market Hypothesis | Vector Error Correction Model | Agricultural Finance | Kointegration | Cointegration | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation |
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