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 3 320
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 1 1 1 705
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 1 607
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 0 1 1 86
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 1 1 302
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 1 1 2 878
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 1 1 1 996
Total Working Papers 0 0 0 1,322 4 5 11 5,223

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 7 23 1 4 20 61
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 1 1 4 80
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt 0 0 0 0 0 3 5 9
Cryptocurrency returns under empirical asset pricing 0 2 10 48 2 8 39 141
Do energy transition investment flows aid climate commitments? 0 1 1 1 3 8 12 12
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 0 3 5 9
Examining the impact of a central bank digital currency on the access to banking 0 0 6 9 1 2 22 30
Hedging the extreme risk of cryptocurrency 1 1 3 11 2 3 7 28
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 1 23 1 1 3 52
Predictability of crypto returns: The impact of trading behavior 0 1 5 10 1 4 17 31
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 0 1 4 7
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 1 1 2 20
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 0 1 1 1 1 4 14
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 0 1 2 50
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 2 2 3 290
Unveiling the Nexus: Carbon finance and climate technology advancements 0 1 2 2 0 3 8 8
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 1 2 9 0 2 7 50
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 0 0 8 2 4 12 36
Total Journal Articles 1 7 38 230 18 52 176 929

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 1 1 1 119
Total Books 0 0 0 27 1 1 1 119

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Statistics updated 2025-11-08