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Valuing Option Provisions for Export Credit Guarantees

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  • Dahl, Bruce L.
  • Wilson, William W.
  • Gustafson, Cole R.

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  • Dahl, Bruce L. & Wilson, William W. & Gustafson, Cole R., 1995. "Valuing Option Provisions for Export Credit Guarantees," Agricultural Economics Reports 23269, North Dakota State University, Department of Agribusiness and Applied Economics.
    • Handle: RePEc:ags:nddaer:23269
    DOI: 10.22004/ag.econ.23269
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    References listed on IDEAS

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    1. Orlin Grabbe, J., 1983. "The pricing of call and put options on foreign exchange," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 239-253, December.
    2. Pennacchi, George G., 1987. "Alternative forms of deposit insurance : Pricing and bank incentive issues," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 291-312, June.
    3. Skully, David W, 1992. "Price Discrimination and State Trading: The Case of U.S. Wheat," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 19(3), pages 313-329.
    4. Sosin, Howard B, 1980. "On the Valuation of Federal Loan Guarantees to Corporations," Journal of Finance, American Finance Association, vol. 35(5), pages 1209-1221, December.
    5. Garman, Mark B. & Kohlhagen, Steven W., 1983. "Foreign currency option values," Journal of International Money and Finance, Elsevier, vol. 2(3), pages 231-237, December.
    6. Orlin J. Grabbe, "undated". "The Pricing of Call and Put Options on Foreign Exchange," Rodney L. White Center for Financial Research Working Papers 06-83, Wharton School Rodney L. White Center for Financial Research.
    7. Jones, E. Philip & Mason, Scott P., 1980. "Valuation of loan guarantees," Journal of Banking & Finance, Elsevier, vol. 4(1), pages 89-107, March.
    8. Baxter, Timothy M. & Smith, Mark E., 1987. "Exchange Rate Risk, Dollar Appreciation, And U.S. Export Credit Programs," Staff Reports 277944, United States Department of Agriculture, Economic Research Service.
    9. Dahl, Bruce L. & Johnson, D. Demcey & Wilson, William W. & Gustafson, Cole R., 1995. "Credit Guarantee Programs in International Grain Markets: Background and Issues," Agricultural Economics Reports 23331, North Dakota State University, Department of Agribusiness and Applied Economics.
    10. Landes, Rip & Ash, Mark, 1993. "Pakistan: Determinants of Wheat Import Demand," Staff Reports 278699, United States Department of Agriculture, Economic Research Service.
    11. Ronn, Ehud I & Verma, Avinash K, 1986. "Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model," Journal of Finance, American Finance Association, vol. 41(4), pages 871-895, September.
    12. Orlin J. Grabbe, "undated". "The Pricing of Call and Put Options on Foreign Exchange," Rodney L. White Center for Financial Research Working Papers 6-83, Wharton School Rodney L. White Center for Financial Research.
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    Cited by:

    1. Diersen, Matthew A. & Wilson, William W. & Dahl, Bruce L. & Satyanarayana, Vidyashankara, 1997. "Additionality Of Credit Guarantees For U.S. Wheat Exports; Summary," Agricultural Economics Reports 23240, North Dakota State University, Department of Agribusiness and Applied Economics.
    2. Young, Linda M. & Abbott, Philip C. & Leetmaa, Susan E., 2001. "Export Competition: Issues And Options In The Agricultural Negotiations," Commissioned Papers 14624, International Agricultural Trade Research Consortium.
    3. Diersen, Matthew A. & Wilson, William W. & Dahl, Bruce L. & Satyanarayana, Vidyashankara, 1997. "Additionality Of Credit Guarantees For U.S. Wheat Exports," Agricultural Economics Reports 23425, North Dakota State University, Department of Agribusiness and Applied Economics.
    4. Thompson, Wyatt, 2007. "Inconsistent Objectives of Agricultural Export Credit Disciplines," Estey Centre Journal of International Law and Trade Policy, Estey Centre for Law and Economics in International Trade, vol. 8(1), pages 1-13.

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