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Start Over Author "Holt, Matthew T." Journal applied economics
2 results on '"Holt, Matthew T."'

1. Market efficiency in agricultural futures markets

Author

McKenzie, Andrew M. and Holt, Matthew T.

Subjects
Commodity futures -- Analysis, Agricultural industry -- Analysis, Futures market -- Analysis, Business, Business, general, Economics
Abstract

Market efficiency and unbiasedness are tested in four agricultural commodity futures markets--live cattle, hogs, corn, and soybean meal--using cointegration and error correction models with GQARCH-in-mean processes. Results indicate each market [...]

Published
2002

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