Access Statistics for Kwamie O. Dunbar, Sr.

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 0 0 1 704
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 49 0 1 4 319
Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect 0 0 0 192 1 1 2 607
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 0 0 3 85
Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space 0 0 0 140 0 0 1 492
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 0 0 0 301
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 0 0 0 836
The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox 0 0 0 205 1 1 1 877
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 0 0 0 995
Total Working Papers 0 0 0 1,322 2 3 12 5,216

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CBDC uncertainty: Financial market implications 0 2 5 19 2 7 19 50
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 0 1 2 78
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt 0 0 0 0 0 1 3 6
Cryptocurrency returns under empirical asset pricing 2 5 16 43 4 13 37 116
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 1 1 0 0 3 4
Hedging the extreme risk of cryptocurrency 0 1 4 9 0 1 6 22
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 1 2 23 0 1 4 50
Predictability of crypto returns: The impact of trading behavior 1 2 4 7 3 4 18 22
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 0 0 2 3
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 0 1 18
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 0 0 0 1
The impact of hedging on risk-averse agents’ output decisions 0 0 0 0 0 1 3 12
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 0 0 1 49
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 0 0 0 287
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 0 7 1 1 2 44
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 0 6 8 1 3 17 27
Total Journal Articles 3 11 38 201 11 33 118 789

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms 0 0 0 27 0 0 1 118
Total Books 0 0 0 27 0 0 1 118

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Statistics updated 2025-03-03