The efficiency of the future market of coffee in Brazil: an approach through quantile regression
The present paper intends to verify the brazilian future market’s efficiency for the arabica coffee, according to the contracts negotiated in B3 between 2007 and 2017. For this, the method of ordinary least squares and quantile regression was applied. The results indicated that the series are statio...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade Federal de Santa Catarina
2020-04-01
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| Series: | Geosul |
| Subjects: | |
| Online Access: | https://periodicos.ufsc.br/index.php/geosul/article/view/66070 |