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dc.contributor.author Bobowski, Carrie L. en_US
dc.date.accessioned 2007-07-12T19:44:15Z
dc.date.available 2007-07-12T19:44:15Z
dc.date.issued 2001-10-01T00:00:00Z en_US
dc.identifier.uri http://hdl.handle.net/1993/2745
dc.description.abstract In recent years, Canadian and US pork industries have undergone significant restructuring and substantial consolidation. The objectives of this study are to determine whether the risk-return relationship for Schneider, Maple Leaf, Smithfield and IBP, which are four large pork processing companies in North America, varies over the period January 1990 to November 2000. In addition, this study will determine which factors affect the risk-return relationship for these companies and measure associated changes to systematic and nonsystematic risk. These objectives are met using a single index model with a fundamental beta and time-varying parameters. Economic and/or market factors hypothesized to affect the risk-return relationship include the hog-feed grain price ratio, the real value of pork exports, exchange rates, the implementation of the Uruguay Round Agreement on Agriculture (URAA), removal of Manitoba Pork Marketing single-desk selling status, the Maple Leaf and Smithfield bidding war for Schneider and subsequent Schneider merger with Smithfield, the Maple Leaf merger with a subsidary of McCain, the announcement of the Maple Leaf pork processing facility in Brandon and the Maple Leaf merger with Landmark Feeds. (Abstract shortened by UMI.) en_US
dc.format.extent 5931313 bytes
dc.format.extent 184 bytes
dc.format.mimetype application/pdf
dc.format.mimetype text/plain
dc.language en en_US
dc.language.iso en_US
dc.rights info:eu-repo/semantics/openAccess
dc.title An examination of the risk-return relationship for pork processing companies in Canada and the United States en_US
dc.type info:eu-repo/semantics/masterThesis
dc.degree.discipline Agribusiness & Agricultural Economics en_US
dc.degree.level Master of Science (M.Sc.) en_US


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