Investing in Agribusiness Stocks: What Lies Ahead!
Hanabuchi, Tatsuya
2013

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Abstract

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.

Details

Title Investing in Agribusiness Stocks: What Lies Ahead!
Author(s) Hanabuchi, Tatsuya
Subject(s)
Issue Date 2013
Publication Type Conference Paper/ Presentation
DOI and Other Identifiers 10.22004/ag.econ.143041
Record Identifier https://ageconsearch.umn.edu/record/143041
PURL Identifier http://purl.umn.edu/143041
Language English
Total Pages 1
JEL Codes G10
Q13
Record Appears in Southern Agricultural Economics Association (SAEA) > 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida

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