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1
Factors affecting the yields on noninvestment grade bond indices : a cointegration analysis
Barnhill, Theodore M.
;
Joutz, Frederick L.
;
Maxwell, …
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 57-86
Persistent link: https://www.econbiz.de/10001511699
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2
Contingent claims analysis applied in credit risk modeling
Anderson, Anne M.
;
Maxwell, William F.
;
Barnhill, …
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 24-31
Persistent link: https://www.econbiz.de/10001763885
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3
Quality option profits, switching option profits, and variation margin costs : an evaluation of their size and impact on treasury bond futures prices
Barnhill, Theodore M.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10001082513
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4
The delivery option on forward contracts: a comment
Barnhill, Theodore M.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 343-349
Persistent link: https://www.econbiz.de/10001056066
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5
An application of Monte Carlo simulation modeling to commercial bank interest rate management
Barnhill, Theodore M.
- In:
Review of research in futures markets : publ. three …
4
(
1985
)
3
,
pp. 282-305
Persistent link: https://www.econbiz.de/10001012118
Saved in:
6
Maturity and refunding effects on treasury bond futures price variance
Barnhill, Theodore M.
- In:
The journal of financial research
10
(
1987
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10001042706
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7
Silver price volatility : a perspective on the July 1979 - April 1980 period
Barnhill, Theodore M.
- In:
The journal of futures markets
1
(
1981
)
4
,
pp. 619-647
Persistent link: https://www.econbiz.de/10001081052
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8
Measuring integrated market and credit risks in bank portfolios : an application to a set of hypothetical banks operating in South Africa
Barnhill, Theodore M.
;
Papapanagiotou, Panagiotis
; …
-
2000
Persistent link: https://www.econbiz.de/10001562999
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9
Assessing fiscal sustainability under uncertainty
Barnhill, Theodore M.
;
Kopits, György
-
2003
Persistent link: https://www.econbiz.de/10001760536
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10
Latin American credit ratings, the New Basel Capital Accord and portfolio risk
Barnhill, Theodore M.
;
Handorf, William Charles
- In:
Economia aplicada : EA
6
(
2002
)
3
,
pp. 445-462
Persistent link: https://www.econbiz.de/10001715806
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