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 5 10 329
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 1 4 6 710
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 5 7 614
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 0 4 7 92
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 3 6 7 499
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 12 23 25 326
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 0 5 6 842
The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox 0 0 0 205 2 8 9 886
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 1 4 5 1,000
Total Working Papers 0 0 0 1,322 20 64 82 5,298

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 6 25 1 7 18 68
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 0 3 5 83
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 5 11
Cryptocurrency returns under empirical asset pricing 0 0 9 52 3 14 56 172
Do energy transition investment flows aid climate commitments? 0 0 1 1 2 8 18 20
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 1 7 12 16
Examining the impact of a central bank digital currency on the access to banking 3 6 12 18 7 21 39 55
Hedging the extreme risk of cryptocurrency 0 0 2 11 1 6 13 35
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 0 23 1 2 6 56
Predictability of crypto returns: The impact of trading behavior 1 4 7 14 4 24 36 58
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 5 15 20 23
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 3 8 12 30
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 1 11 14 15
The impact of hedging on risk-averse agents’ output decisions 0 0 1 1 2 8 10 22
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 0 3 4 53
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 0 4 7 294
Unveiling the Nexus: Carbon finance and climate technology advancements 0 0 1 2 2 7 18 21
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 2 9 1 6 14 58
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 1 1 9 0 3 16 43
Total Journal Articles 5 13 42 250 34 158 323 1,133

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 4 9 11 129
Total Books 0 0 0 27 4 9 11 129

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Statistics updated 2026-03-04