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 0 4 11 715
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 49 0 0 9 329
Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect 0 1 1 193 0 4 11 618
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 1 1 8 93
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 2 10 502
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 1 4 35 336
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 1 1 8 844
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 0 9 886
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 0 1 8 1,003
Total Working Papers 0 1 1 1,323 3 17 109 5,326

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 2 25 0 4 18 73
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 0 5 11 90
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 6 12
Cryptocurrency returns under empirical asset pricing 0 2 10 55 1 13 58 189
Do energy transition investment flows aid climate commitments? 0 0 1 1 1 7 27 30
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 0 3 14 20
Examining the impact of a central bank digital currency on the access to banking 1 2 11 20 1 6 40 65
Hedging the extreme risk of cryptocurrency 0 0 1 11 1 4 14 39
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 0 23 0 1 7 57
Predictability of crypto returns: The impact of trading behavior 2 3 8 17 8 17 53 79
Predicting inflation expectations: A habit-based explanation under hedging 1 1 1 2 1 3 23 26
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 1 13 31
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 0 35 51 52
The impact of hedging on risk-averse agents’ output decisions 0 0 1 2 0 2 12 25
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 1 4 8 57
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 0 0 7 294
Unveiling the Nexus: Carbon finance and climate technology advancements 1 1 3 4 1 2 22 26
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 1 9 0 3 14 62
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 1 1 2 10 1 6 17 49
Total Journal Articles 6 10 41 263 16 116 415 1,276

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 3 14 132
Total Books 0 0 0 27 0 3 14 132

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Statistics updated 2026-07-10