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Measuring integrated market and credit risks in bank portfolios : an application to a set of hypothetical banks operating in South Africa
Barnhill, Theodore M.
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Papapanagiotou, Panagiotis
; …
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2000
Persistent link: https://www.econbiz.de/10001562999
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Assessing fiscal sustainability under uncertainty
Barnhill, Theodore M.
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Kopits, György
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2003
Persistent link: https://www.econbiz.de/10001760536
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Stochastic volatilities and correlations, extreme values and modeling the macroeconomic environment, under which Brazilian banks operate
Barnhill, Theodore M.
;
Souto, Marcos
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2007
Persistent link: https://www.econbiz.de/10003629457
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