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	Provedor de dados AgEcon (2) Autor Jensen, Farrell E. (1) Nganje, William E. (1) Perry, Christoffer K. (1) Stoltman, Gwen (1) Palavra-chave Agricultural Finance (2) Default risk (2) ARCH model (1) Crop Production/Industries (1) Farm Credit System bonds (1) Financial risk (1) Liquidity risk (1) Price variability (1) Stochastic simulation of net return (1) Total risk (1) Yield spreads (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2007 (1) 2000 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última PRICE VARIABILITY AND FINANCIAL RISK FOR SUGAR BEET GROWERS AgEcon Nganje, William E.; Stoltman, Gwen. This paper develops a portfolio framework to characterize and analyze the impact of price risk faced by sugar beet growers in the Red River Valley and derives implications for capital markets. Other sources of risk incorporated in the analysis are yields and production cost. Results from stochastic simulation analysis reveal that sugar beet growers incur significant price and financial risk. The hypothesis that the loan rate for sugar truncates the distribution of net returns and protects growers against declining beets prices was not validated. Tipo: Conference Paper or Presentation Palavras-chave: Financial risk; Total risk; Price variability; Stochastic simulation of net return; Default risk; Agricultural Finance; Crop Production/Industries. Ano: 2000 URL: http://purl.umn.edu/36493 An Analysis of Default and Liquidity Risk in Farm Credit System Bonds AgEcon Jensen, Farrell E.; Perry, Christoffer K.. 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 to maturity of Farm Credit System bonds and U.S. Treasury bonds. Matching five-year maturities for both types of bonds were used. Out data contain evidence of both default and liquidity risk in the spread between the two securities. Elasticity estimates show that the yield spreads are more responsive to default risk than liquidity risk. These sources of risk likely increase the rates agricultural borrowers must pay for loans from the Farm Credit System. Tipo: Journal Article Palavras-chave: ARCH model; Default risk; Farm Credit System bonds; Liquidity risk; Yield spreads; Agricultural Finance. Ano: 2007 URL: http://purl.umn.edu/8600 Registros recuperados: 2 Primeira ... 1 ... Última

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