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Theodore M. Barnhill · Study
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Author
Theodore M. Barnhill
7 works
· latest 2006
· 1 institutions
cluster: provisional
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7
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7
Citations
370
Works here
7
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Most cited in this library
Modeling correlated market and credit risk in fixed income portfolios
2002 · 87 citations
Assessing Fiscal Sustainability Under Uncertainty
2003 · 77 citations
Application of statistical mechanics methodology to term-structure bond-pricing models
1991 · 60 citations
Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis
2000 · 47 citations
Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa
2002 · 39 citations
Works
7 shown
An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks
RePEc: Research Papers in Economics
·
2006
·
3 authors
·
preprint
31
citations
Assessing Fiscal Sustainability Under Uncertainty
The Journal of Risk
·
2003
·
2 authors
·
Open access
77
citations
Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa
Financial Markets Institutions and Instruments
·
2002
·
3 authors
39
citations
Modeling correlated market and credit risk in fixed income portfolios
Journal of Banking & Finance
·
2002
·
2 authors
87
citations
Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis
Journal of Empirical Finance
·
2000
·
3 authors
47
citations
High yield bonds : market structure, portfolio management, and credit risk modeling
·
1999
·
3 authors
29
citations
Application of statistical mechanics methodology to term-structure bond-pricing models
Mathematical and Computer Modelling
·
1991
·
4 authors
·
Open access
60
citations