Thank you all for your responses.
Good question Walter. Tha answer is: both!
Imported QuickTime sources look wrong in Premiere, when compared with the same files played (with the same monitor / conditions) in Vegas Pro 9 or 12 (that seemed OK).
I`ve made 2 export (render) tests from the same timeline (just GH2`s AVCHD files), one to DNXHD (709) and the other to MJPEGA.
When watched through the same (non-professional) monitor, both rendered files were very diferent from the original: DNXHD file was brighter (as more gamma) and MJPEGA darker (as less gamma – no RGB levels to choose).
Now I just tested the DNXHD render using Tom`s sugestion and he is right. Using RGB levels, the DNXHD export showed (by eye) the same image as the original files.
But it seems wrong that we can`t trust in a future result of a export using a so renowned (and expensive) sotware.
It brings a insecure feeling to the process.