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~subject:"prêmio ao risco"
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prêmio ao risco
mercados futuros
3
Agribusiness
2
futures markets
2
Agricultural and Food Policy
1
Arbitragem
1
Açúcar
1
Cointegração
1
Demand and Price Analysis
1
Eficiência
1
Law of One Price.
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Lei do Preço Único
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Marketing
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Mercados Futuros
1
Mercados futuros
1
Risk and Uncertainty
1
boi gordo
1
causalidade
1
causality
1
co-integração
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cointegration
1
cointegração
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commodities agrícolas
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comportamento dos preços
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eficiência de mercado
1
excesso de confiança
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futures markets.
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live cattle
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lower partial moments
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momentos parciais inferiores
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optimal hedge ratio
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overconfidence
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price behavior
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probabilidade subjetiva
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Lima, Ricardo Chaves
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Melo, Andre De Souza
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Moraes, Andre Steffens
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Sociedade Brasileira de Economia e Sociologia Rural - SOBER
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44th Congress, July 23-27, 2006, Fortaleza, Ceará, Brazil
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ANÁLISE DA EFICIÊNCIA DOS
MERCADOS
FUTUROS
DE COMMODITIES AGRÍCOLAS BRASILEIRAS UTILIZANDO CO-INTEGRAÇÃO
Melo, Andre De Souza
;
Lima, Ricardo Chaves
;
Moraes, …
-
Sociedade Brasileira de Economia e Sociologia Rural - SOBER
-
2006
Este trabalho testa a presença de eficiência nos
mercados
futuros
de boi gordo, açúcar cristal, milho e café negociados …
Persistent link: https://www.econbiz.de/10011068062
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