Browsing Produção Intelectual em Bases Externas by Subject "Mercado futuro - Brasil"

Now showing items 1-2 of 2

    • The efficiency of the future market for Brazilian live cattle 

      Oliveira Neto, Odilon José de; Garcia, Fábio Gallo
      2013
      Purpose - This paper investigates the efficiency of the futures market for Brazilian live cattle to predict prices in the spot market of Argentinian steers. The lack of derivatives related to the beef market in the futures ...

    • The high frequency impact of macroeconomic announcements in the Brazilian futures markets 

      Santos, Francisco Luna; Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.
      2016-11-01
      The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 ...