A tale of two coffees? Analysing interaction and futures market efficiency

"Purpose: The purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting future coffee spot prices. Design/methodology/approach: Futures market efficiency is associated with the existence of a long-run equil...

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Detalles Bibliográficos
Autores Principales: Holmes M.J., Otero, Jesus
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Emerald Group Publishing Ltd. 2020
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23346
https://doi.org/10.1108/SEF-09-2019-0356