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1

Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa

Theodore M. Barnhill Jr., Panagiotis Papapanagiotou, Liliana Schumacher

Journal:

Financial Markets, Institutions & Instruments

Year:

2002

Language:

english

File:

PDF, 900 KB

english, 2002

2

Optimal exercise of the switching option in treasury bond arbitrages

Theodore M. Barnhill, William E. Seale

Journal:

Journal of Futures Markets

Year:

1988

Language:

english

File:

PDF, 892 KB

english, 1988

3

Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign and Inter-Bank Risks

Theodore M. Barnhill, Jr, Marcos Rietti Souto

Journal:

Financial Markets, Institutions & Instruments

Year:

2009

Language:

english

File:

PDF, 218 KB

english, 2009

4

Modeling correlated market and credit risk in fixed income portfolios

Theodore M. Barnhill Jr, William F. Maxwell

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 164 KB

english, 2002

5

The Delivery Option on Forward Contracts: A Comment

Theodore M. Barnhill

Journal:

Journal of Financial and Quantitative Analysis

Year:

1988

Language:

english

File:

PDF, 637 KB

english, 1988

6

Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices

Theodore M. Barnhill

Journal:

Journal of Financial and Quantitative Analysis

Year:

1990

Language:

english

File:

PDF, 1.98 MB

english, 1990

7

Malignant melanoma risk factors by anatomic site: A case-control study and polychotomous logistic regression analysis

Ya-Ting Chen, Robert Dubrow, Theodore R. Holford, Tongzhang Zheng, Raymond L. Barnhill, Marianne Berwick

Journal:

International Journal of Cancer

Year:

1996

Language:

english

File:

PDF, 889 KB

english, 1996

8

Silver price volatility: A perspective on the july 1979-april 1980 period

Theodore M. Barnhill, James A. Powell

Journal:

Journal of Futures Markets

Year:

1981

Language:

english

File:

PDF, 1.46 MB

english, 1981

9

Application of statistical mechanics methodology to term-structure bond-pricing models

Lester Ingber, Michael F. Wehner, George M. Jabbour, Theodore M. Barnhill

Journal:

Mathematical and Computer Modelling

Year:

1991

Language:

english

File:

PDF, 1.73 MB

english, 1991

10

Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis

Theodore M. Barnhill Jr., Frederick L. Joutz, William F. Maxwell

Journal:

Journal of Empirical Finance

Year:

2000

Language:

english

File:

PDF, 208 KB

english, 2000

11

THE SURVIVAL ZONE FOR A BOND WITH BOTH CALL AND PUT OPTIONS EMBEDDED

Martzoukos, Spiros H., Barnhill, Theodore M.

Journal:

Journal of Financial Research

Year:

1998

Language:

english

File:

PDF, 1.03 MB

english, 1998

12

Preemptive Strategies for the Assessment and Management of Financial System Risk Levels: An Application to Japan with Implications for Emerging Economies

Barnhill, Theodore M., Papapanagiotou, Panagiotis, Souto, Marcos Rietti

Journal:

Review of Pacific Basin Financial Markets and Policies

Year:

2004

Language:

english

File:

PDF, 372 KB

english, 2004

13

Contingent Claims Analysis Applied in Credit Risk Modeling

Anderson, Anne M, Maxwell, William, Barnhill, Theodore M

Journal:

The Journal of Fixed Income

Year:

2002

Language:

english

File:

PDF, 268 KB

english, 2002

14

MATURITY AND REFUNDING EFFECTS ON TREASURY-BOND FUTURES PRICE VARIANCE

Barnhill, Theodore M., Jordan, James V., Seale, William E.

Journal:

Journal of Financial Research

Year:

1987

Language:

english

File:

PDF, 636 KB

english, 1987