Browsing Charles H. Dyson School of Applied Economics and Management by Author "Wang, Yiwo"

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The Effects Of Government Sponsored Enterprise (Gse) Status On The Pricing Of Bonds Issued By The Federal Farm Credit Banks Funding Corporation (Ffcb)

Wang, Yiwo (2011-08-31)

This thesis develops a framework to price the implicit government guarantee embedded in the bonds issued by the Farm Credit System. It shows that the value of the implicit government guarantee for a specific bond is dependent ...