Cash settlement impact on fed cattle futures contract basis risk in Brazil

Cash settlement impact on fed cattle futures contract basis risk in Brazil

This paper examines the impact of cash settlement on the Commodities & Futures Exchange (Bolsa de Mercadorias & Futuros, BM&F) fed cattle futures contract basis risk, in nine regions in Brazil. The analysis was conducted only during the contract maturity months, and the random component...

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Bibliographic Details
Main Authors: Thereza Christina Pippa Rochelle, Joaquim Bento de Souza Ferreira Filho
Format: Article
Language:English
Published: Fundação Getúlio Vargas 2000-06-01
Series:Revista Brasileira de Economia
Subjects:
futures contracts
basis risk
cash settlement
cattle
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402000000200001

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http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402000000200001

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