Investing in Agribusiness Stocks: What Lies Ahead!

The relative price of various combinations of a stock index to a commodity-related index is filtered using a Christiano-Fitzgerald (CF) filter. We find that the market is still bull for commodity-related stocks as of June 2012. The business cycles obtained from the CF filters and the NBER do not coincide.


Issue Date:
2013
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/143041
Total Pages:
1
JEL Codes:
G10; Q13




 Record created 2017-04-01, last modified 2018-01-02

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