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An Empirical Investigation Of The Effect Of Risk In Agriculture On The Interest Rate On Farm Credit Systems Bonds

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  • Moss, Charles B.
  • Shonkwiler, J. S.

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  • Moss, Charles B. & Shonkwiler, J. S., 1989. "An Empirical Investigation Of The Effect Of Risk In Agriculture On The Interest Rate On Farm Credit Systems Bonds," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270484, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea89:270484
    DOI: 10.22004/ag.econ.270484
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    References listed on IDEAS

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    1. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    2. Roll, Richard & Ross, Stephen A, 1980. "An Empirical Investigation of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 35(5), pages 1073-1103, December.
    3. Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
    4. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
    5. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    Cited by:

    1. Weldon, Richard N. & Srinarni, Endah & Moss, Charles B. & VanSickle, John J., 1994. "Financial Appraisal of the Banks for Cooperatives," Journal of Agricultural Cooperation, National Council of Farmer Cooperatives, vol. 9, pages 1-14.

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