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.
|Date of creation:||2013|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.saea.org/|
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999.
"The Band Pass Filter,"
NBER Working Papers
7257, National Bureau of Economic Research, Inc.
- Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012. "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(03), August.
When requesting a correction, please mention this item's handle: RePEc:ags:saea13:143041. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search)
If references are entirely missing, you can add them using this form.