MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS

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dc.creatorMcKenzie, Andrew M.
dc.creatorHolt, Matthew T.
dc.date2017-04-01T13:49:12Z
dc.date.accessioned2026-07-09T03:33:26Z
dc.descriptionThis paper tests for both long run and short run market efficiency and unbiasedness in five agricultural futures markets. The possible existence of constant and time varying risk premia are taken into account using cointegration procedures and error correction models within a GARCH framework.
dc.identifierdoi:10.22004/ag.econ.20933
dc.identifierhttps://ageconsearch.umn.edu/record/20933/files/spmcke01.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/20933
dc.identifier.urihttp://hdl.handle.net/123456789/535063
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/20933
dc.titleMARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS
dc.typeText

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