Details about Kwamie O. Dunbar, Sr.

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

Last updated 2023-07-08. 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, University of Connecticut, Department of Economics
   Also in Working Papers, Sacred Heart University, John F. Welch College of Business (2010)
   See also Journal Article in Journal of Risk Management in Financial Institutions (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 in Quantitative Finance (2008)

Journal Articles

2023

1. CBDC uncertainty: Financial market implications
   International Review of Financial Analysis, 2023, 87, (C)
2. Role of hedging on crypto returns predictability: A new habit-based explanation
   Finance Research Letters, 2023, 55, (PB)

2022

3. Cryptocurrency returns under empirical asset pricing
   International Review of Financial Analysis, 2022, 82, (C) View citations (2)
4. Hedging the extreme risk of cryptocurrency
   The North American Journal of Economics and Finance, 2022, 63, (C) View citations (1)
5. Impact of the COVID-19 event on U.S. banks’ financial soundness
   Research in International Business and Finance, 2022, 59, (C)

2021

6. Pricing the hedging factor in the cross-section of stock returns
   The North American Journal of Economics and Finance, 2021, 56, (C) View citations (2)
7. The impact of hedging on risk-averse agents’ output decisions
   Economic Modelling, 2021, 104, (C) View citations (3)

2020

8. 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 (5)

2015

9. 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

10. 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

11. 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 (2010)

2008

12. 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 (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