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
An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms 2 3 10 12 3 4 23 44
Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect 5 15 47 157 17 33 129 458
Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space 7 14 67 67 20 47 187 187
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 2 2 2 2 5 5 5 5
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 10 25 104 104 36 83 254 254
The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox 5 8 54 153 20 36 277 573
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 8 14 66 226 13 31 218 848
Total Working Papers 39 81 350 721 114 239 1,093 2,369


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 3 4 24 49 8 17 87 177
Total Journal Articles 3 4 24 49 8 17 87 177


Statistics updated 2009-11-04