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 49 1 1 5 320
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 0 0 0 704
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 0 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 0 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 1 3 12 5,217

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 1 2 5 21 1 4 18 52
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 3 79
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt 0 0 0 0 0 0 2 6
Cryptocurrency returns under empirical asset pricing 0 2 10 43 1 6 30 118
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 1 1 0 1 4 5
Hedging the extreme risk of cryptocurrency 0 0 4 9 0 2 6 24
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 2 23 0 0 4 50
Predictability of crypto returns: The impact of trading behavior 2 3 6 9 2 5 18 24
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 0 0 1 3
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 0 0 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 1 1 1 0 1 4 13
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 0 2 3 45
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 0 3 8 1 3 14 29
Total Journal Articles 3 8 32 206 5 25 108 803

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 0 118
Total Books 0 0 0 27 0 0 0 118

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Statistics updated 2025-05-12