Hedging federal farm credit bonds

J. C. O'neil, Jay Akridge and W. D. Dobson
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J. C. O'neil: Southeast Regional Hedge Desk with the Peavy Company in Henderson, Kentucky, Postal: Southeast Regional Hedge Desk with the Peavy Company in Henderson, Kentucky
W. D. Dobson: , Department of Agricultural Economics, University of Wisconsin-Madison, Postal: , Department of Agricultural Economics, University of Wisconsin-Madison

Agribusiness, 1991, vol. 7, issue 6, 563-576

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.

Date: 1991
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Persistent link: https://EconPapers.repec.org/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

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