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Risk Management in Agricultural Banks: An Application of Endogenous Switching Model

Xuan Shen and Valentina M. Hartarska

No 143092, 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida from Southern Agricultural Economics Association

Abstract: Based on the results from endogenous switching regression, this paper shows that derivatives activities partially mitigate the negative effects of credit risks and interest risks during and after 2008 crisis and improve agricultural banks’ profitability. In particular, without the use of derivatives, user banks would have had 12% lower profitability.

Keywords: Agricultural Finance; Risk and Uncertainty (search for similar items in EconPapers)
Date: 2013
New Economics Papers: this item is included in nep-agr, nep-ban and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:ags:saea13:143092

DOI: 10.22004/ag.econ.143092

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