The Effects Of Food Safety Issues On Diversifiable And Nondiversifiable Agribusiness Risk
This effects of food safety issues on food and agribusiness firm financial risk and return are quantitatively examined using a Bayesian switching model. A capital asset pricing model is estimated to examine the pre- and post-issue on the firm. In addition, the diffusion process on other firms in the industry is also analyzed.
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2000 Conference, April 17-18 2000, Chicago, Illinois
18925, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
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