@article{Wilson:20591,
      recid = {20591},
      author = {Wilson, Christine A. and Featherstone, Allen M. and  Kastens, Terry L.},
      title = {THRESHOLD EFFECTS IN FOOD AND AGRIBUSINESS STOCK PRICE  MARKETS},
      address = {2001},
      number = {374-2016-19562},
      series = {Selected Paper},
      pages = {24},
      year = {2001},
      abstract = {This study investigates the dynamics of agribusiness stock  returns and the market return for 22 firms in a  switching-regression framework.  Threshold levels and  regression slopes are estimated and tested.  Results  indicate how parameters differ for alternative regimes, at  what levels dynamic adjustments take place, and the  adjustment time involved.},
      url = {http://ageconsearch.umn.edu/record/20591},
      doi = {https://doi.org/10.22004/ag.econ.20591},
}