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Hedging federal farm credit bonds

Author

Listed:
  • J. C. O'neil

    (Southeast Regional Hedge Desk with the Peavy Company in Henderson, Kentucky)

  • J. T. Akridge

    (Center for Agricultural Business, Department of Agricultural Economics, Purdue University)

  • W. D. Dobson

    (, Department of Agricultural Economics, University of Wisconsin-Madison)

Abstract

Three strategies for hedging Federal Farm Credit Bonds were evaluated using data for March 1985 through March 1989. The barbell strategy presently used by the Farm Credit Bank's Funding Corporation and a price sensitivity strategy performed equally well for meeting the mean and variance standards employed in the study. The preferred hedging strategies identified could be used to advantage by the Farm Credit System for expanding use of fixed interest rate loans.

Suggested Citation

  • J. C. O'neil & J. T. Akridge & W. D. Dobson, 1991. "Hedging federal farm credit bonds," Agribusiness, John Wiley & Sons, Ltd., vol. 7(6), pages 563-576.
    • Handle: RePEc:wly:agribz:v:7:y:1991:i:6:p:563-576
    DOI: 10.1002/1520-6297(199111)7:6<563::AID-AGR2720070606>3.0.CO;2-2
    as

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    References listed on IDEAS

    as
    1. Severn, Alan K., 1985. "Anticipatory Hedging With Treasury Bills: The Case Of A Bank For Cooperatives," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(2), pages 1-10, December.
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