Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between Buenos Aires and Chicago using monthly and daily data

This paper aims to study and compare the efficiency 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...

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Bibliographic Details
Main Authors: Jeremías Lachman, Pablo Jack
Format: Article
Language:English
Published: Editorial de la Universidad Nacional del Sur (Ediuns) 2017-12-01
Series:Estudios Económicos
Subjects:
Online Access:https://revistas.uns.edu.ar/ee/article/view/706