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...

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Bibliographic Details
Main Authors: Augusto Weslley de Araújo, Tarcísio da Costa Lobato, Viviani Silva Lírio
Format: Article
Published: Universidade Federal de Santa Catarina 2020-04-01
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