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

dc.creatorShen, Xuan
dc.creatorHartarska, Valentina M.
dc.date2017-04-01T18:24:54Z
dc.date.accessioned2026-07-09T06:48:23Z
dc.descriptionBased 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.
dc.identifierdoi:10.22004/ag.econ.143092
dc.identifierhttps://ageconsearch.umn.edu/record/143092/files/Draft_SAEA%202013_SS%20vh_SS.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/143092
dc.identifier.urihttp://hdl.handle.net/123456789/581013
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/143092
dc.titleRisk Management in Agricultural Banks: An Application of Endogenous Switching Model
dc.typeText

Archivos