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Details about Kwamie O. Dunbar, Sr.

Workplace:Social Science and Policy Studies, Worcester Polytechnic Institute, (more information at EDIRC)

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


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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 Downloads

2010

  1. Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, Sacred Heart University, John F. Welch College of Business (2010) Downloads

    See also Journal Article in Journal of Risk Management in Financial Institutions (2011)

2009

  1. 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 Downloads
  2. Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
  3. The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)

2008

  1. 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 Downloads

2007

  1. 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 Downloads View citations (1)
  2. US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk
    Working papers, University of Connecticut, Department of Economics Downloads
    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) Downloads
  2. Role of hedging on crypto returns predictability: A new habit-based explanation
    Finance Research Letters, 2023, 55, (PB) Downloads

2022

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

2021

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

2020

  1. 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) Downloads View citations (5)

2015

  1. 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 Downloads

2012

  1. 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 Downloads View citations (1)
    Also in Review of Financial Economics, 2012, 21, (3), 141-152 (2012) Downloads

2011

  1. Effectively hedging the interest rate risk of wide floating-rate coupon spreads
    Journal of Risk Management in Financial Institutions, 2011, 4, (2), 162-179 Downloads
    See also Working Paper (2010)

2008

  1. US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk
    Quantitative Finance, 2008, 8, (3), 321-334 Downloads 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 Downloads
 
Page updated 2023-12-07