An Analysis of Default and Liquidity Risk in Farm Credit System Bonds
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....
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Western Agricultural Economics Association
2007-04-01
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| coleção: | Journal of Agricultural and Resource Economics |
| Assuntos: | |
| Acesso em linha: | https://ageconsearch.umn.edu/record/8600 |
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