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AgEcon Search 80 records found 1 - 10nextlast  jump to record: Search took 0.02 seconds. 
This study tests for the existence of default and liquidity risk premiums in Farm Credit System bonds. ARCH models are used with over eight years of daily data on yields [...]
2007-04 | Journal Article |
The distributional behavior of futures price spreads is examined for four commodities: corn, live cattle, gold and T-bonds. Remarkably different results are found over co [...]
2000-04 | Journal Article |
The commodity-linked bond offers a potential means for producers of primary goods both to raise capital and to hedge against output price risk. Commodity bonds are disti [...]
1988 | Thesis/ Dissertation |
This paper has the purpose of testing the expectations hypothesis of the term structure for two corporate bond yields. A new test is developed based on an ARIMA data gene [...]
2010-04 | Journal Article |
With the elimination of foreign exchange risk among the E.M.U.-member countries, the yield of, say, French benchmark government bonds (henceforth, the yield) should be eq [...]
2002 | Working or Discussion Paper |
Recently, financial institutions have developed improved internal risk rating systems and emphasized the probability of default and loss given default. Also they have bee [...]
2006 | Conference Paper/ Presentation |
Hedge ratio estimation studies avoid estimating hedge ratios for imminently maturing futures contracts because of the maturity effect whereby futures price volatility inc [...]
2003 | Conference Paper/ Presentation |
We use the spreads of emerging market bonds traded in secondary markets to study investors’ perception of country risk. Speci...cally, we ask whether investors apply th [...]
2002-06 | Working or Discussion Paper |
Through analysis, it is believed that major reasons for default risks in operation of small amount credit include low management level and vacancy of normative system, va [...]
2011-12 | Journal Article |
This paper investigates the optimal design of weather bonds for reinsurance purposes. The motivation for this task comes from an empirical study showing that German farme [...]
2008 | Conference Paper/ Presentation |