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Análise de bolhas especulativas no mercado futuro brasileiro de commodities agropecuárias
(Universidade Federal de São Carlos, 2018-08-30)
We used agricultural commodities futures prices to identify speculative bubbles in the Brazilian
derivatives markets between 2008 and 2017. We applied the Generalized Supremum Augmented
Dickey-Fuller (GSADF) test to ...