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 0 0 1 315
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 0 0 1 703
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 0 0 605
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 1 24 0 0 3 82
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 0 491
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 0 0 3 301
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 3 205 0 0 7 875
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 1 1 1 995
Total Working Papers 0 0 4 1,322 1 1 16 5,203


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 1 12 12 0 6 28 28
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 0 0 0 76
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 0 3
Cryptocurrency returns under empirical asset pricing 0 0 18 27 4 11 52 79
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 0 0 0 1 1
Hedging the extreme risk of cryptocurrency 0 0 4 5 0 4 12 15
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 2 7 21 0 2 11 46
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 0 0 17
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 1 1 0 0 1 1
The impact of hedging on risk-averse agents’ output decisions 0 0 0 0 1 1 5 9
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 0 0 1 48
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 0 1 1 287
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 0 7 0 0 2 42
Total Journal Articles 0 3 42 155 5 25 114 652


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 0 117
Total Books 0 0 0 27 0 0 0 117


Statistics updated 2024-02-04