D'Antoni, Jeremy M; Detre, Joshua Deam - In: Agricultural Finance Review 74 (2014), pp. 522-538
Purpose –The purpose of this paper is to determine how an index of agribusiness stocks performs relative to the S&P 500 particularly in times of recession. Design/methodology/approach - Using value-weighted indexes of agribusiness stocks, large cap US stocks, and copula estimation, the paper...