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 0 138 1 4 7 711
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 49 0 3 10 329
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 3 7 614
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 0 2 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 1 7 8 500
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 6 28 31 332
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 1 5 7 843
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 4 9 886
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 2 6 7 1,002
Total Working Papers 0 0 0 1,322 11 62 93 5,309

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 2 5 25 1 6 18 69
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 2 5 6 85
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt 0 0 0 0 1 1 6 12
Cryptocurrency returns under empirical asset pricing 1 1 10 53 4 15 59 176
Do energy transition investment flows aid climate commitments? 0 0 1 1 3 8 21 23
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 1 7 12 17
Examining the impact of a central bank digital currency on the access to banking 0 5 12 18 4 22 41 59
Hedging the extreme risk of cryptocurrency 0 0 2 11 0 4 11 35
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 0 23 0 2 6 56
Predictability of crypto returns: The impact of trading behavior 0 1 7 14 4 12 40 62
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 0 12 20 23
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 8 12 30
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 2 9 16 17
The impact of hedging on risk-averse agents’ output decisions 1 1 1 2 1 8 10 23
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 1 7 294
Unveiling the Nexus: Carbon finance and climate technology advancements 1 1 2 3 3 7 21 24
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 2 9 1 5 14 59
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 0 1 9 0 2 15 43
Total Journal Articles 3 11 43 253 27 137 339 1,160

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 7 11 129
Total Books 0 0 0 27 0 7 11 129

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Statistics updated 2026-04-09