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Investing in Agribusiness Stocks: What Lies Ahead!


  • Hanabuchi, Tatsuya


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.

Suggested Citation

  • Hanabuchi, Tatsuya, 2013. "Investing in Agribusiness Stocks: What Lies Ahead!," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143041, Southern Agricultural Economics Association.
  • Handle: RePEc:ags:saea13:143041

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    References listed on IDEAS

    1. 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.
    2. Lawrence J. Christiano & Terry J. Fitzgerald, 2003. "The Band Pass Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
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    Agricultural Finance; G10; Q13;

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness

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