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 2 6 7 326
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 1 3 3 707
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 2 4 5 611
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 2 4 5 90
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 1 493
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 1 3 3 304
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 1 2 2 838
The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox 0 0 0 205 4 5 6 882
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 0 1 1 996
Total Working Papers 0 0 0 1,322 13 28 33 5,247

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 0 5 23 2 3 18 63
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 80
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt 0 0 0 0 1 2 6 11
Cryptocurrency returns under empirical asset pricing 0 4 11 52 3 22 55 161
Do energy transition investment flows aid climate commitments? 0 0 1 1 3 6 15 15
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 1 1 6 10
Examining the impact of a central bank digital currency on the access to banking 1 4 9 13 3 8 26 37
Hedging the extreme risk of cryptocurrency 0 1 3 11 2 5 10 31
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 1 23 0 3 5 54
Predictability of crypto returns: The impact of trading behavior 3 3 8 13 16 20 32 50
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 3 4 8 11
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 3 4 22
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 4 7 7 8
The impact of hedging on risk-averse agents’ output decisions 0 0 1 1 1 2 3 15
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 0 0 1 50
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 3 5 6 293
Unveiling the Nexus: Carbon finance and climate technology advancements 0 0 1 2 3 9 14 17
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 2 9 2 4 11 54
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 1 1 1 9 1 7 15 41
Total Journal Articles 5 13 43 242 48 112 245 1,023

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 2 4 4 122
Total Books 0 0 0 27 2 4 4 122

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Statistics updated 2026-01-09