Details about Kwamie O. Dunbar, Sr.

Access statistics for papers by Kwamie O. Dunbar, Sr..

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: pdu135

Working Papers

2012

1. Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures
   Working Papers, Sacred Heart University, John F. Welch College of Business

2010

2. Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads
   Working Papers, Sacred Heart University, John F. Welch College of Business
   Also in Working papers, University of Connecticut, Department of Economics (2010)
   See also Journal Article Effectively hedging the interest rate risk of wide floating-rate coupon spreads, Journal of Risk Management in Financial Institutions, Henry Stewart Publications (2011) (2011)

2009

3. Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space
   Working papers, University of Connecticut, Department of Economics
4. Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis
   Working papers, University of Connecticut, Department of Economics View citations (1)
5. The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach
   Working papers, University of Connecticut, Department of Economics View citations (1)

2008

6. The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox
   Working papers, University of Connecticut, Department of Economics

2007

7. Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect
   Working papers, University of Connecticut, Department of Economics View citations (1)
8. US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk
   Working papers, University of Connecticut, Department of Economics
   See also Journal Article US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk, Quantitative Finance, Taylor & Francis Journals (2008) View citations (9) (2008)

Journal Articles

2025

1. Do energy transition investment flows aid climate commitments?
   Energy Economics, 2025, 142, (C)

2024

2. Examining the impact of a central bank digital currency on the access to banking
   International Review of Financial Analysis, 2024, 93, (C) View citations (1)
3. Unveiling the Nexus: Carbon finance and climate technology advancements
   International Review of Financial Analysis, 2024, 96, (PA)

2023

4. CBDC uncertainty: Financial market implications
   International Review of Financial Analysis, 2023, 87, (C) View citations (9)
5. Predictability of crypto returns: The impact of trading behavior
   Journal of Behavioral and Experimental Finance, 2023, 39, (C) View citations (5)
6. Predicting inflation expectations: A habit-based explanation under hedging
   International Review of Financial Analysis, 2023, 89, (C) View citations (1)
7. Role of hedging on crypto returns predictability: A new habit-based explanation
   Finance Research Letters, 2023, 55, (PB)
8. What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis
   Finance Research Letters, 2023, 57, (C) View citations (2)

2022

9. Cryptocurrency returns under empirical asset pricing
   International Review of Financial Analysis, 2022, 82, (C) View citations (5)
10. Hedging the extreme risk of cryptocurrency
    The North American Journal of Economics and Finance, 2022, 63, (C) View citations (6)
11. Impact of the COVID-19 event on U.S. banks’ financial soundness
    Research in International Business and Finance, 2022, 59, (C)

2021

12. Pricing the hedging factor in the cross-section of stock returns
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (3)
13. The impact of hedging on risk-averse agents’ output decisions
    Economic Modelling, 2021, 104, (C) View citations (6)

2020

14. What do movements in financial traders’ net long positions reveal about aggregate stock returns?
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (7)

2015

15. The nature and impact of the market forecasting errors in the Federal funds futures market
    The North American Journal of Economics and Finance, 2015, 31, (C), 174-192

2012

16. Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
    Review of Financial Economics, 2012, 21, (3), 141-152 View citations (1)
    Also in Review of Financial Economics, 2012, 21, (3), 141-152 (2012)

2011

17. Effectively hedging the interest rate risk of wide floating-rate coupon spreads
    Journal of Risk Management in Financial Institutions, 2011, 4, (2), 162-179
    See also Working Paper Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads, Working Papers (2010) (2010)

2008

18. US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk
    Quantitative Finance, 2008, 8, (3), 321-334 View citations (9)
    See also Working Paper US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk, Working papers (2007) (2007)

Books

2005

1. An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms
   Fordham Economics Dissertations, Fordham University, Department of Economics