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 1 9 329
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 4 6 11 715
Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect 1 1 1 193 2 2 9 616
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 0 0 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 2 6 10 502
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 1 19 32 333
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 0 1 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 2 9 886
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk 0 0 0 253 0 3 7 1,002
Total Working Papers 1 1 1 1,323 9 40 101 5,318

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 1 4 25 3 5 20 72
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 5 7 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 1 6 12
Cryptocurrency returns under empirical asset pricing 1 2 11 54 11 18 69 187
Do energy transition investment flows aid climate commitments? 0 0 1 1 4 9 25 27
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 3 5 15 20
Examining the impact of a central bank digital currency on the access to banking 0 3 11 18 4 15 43 63
Hedging the extreme risk of cryptocurrency 0 0 2 11 2 3 13 37
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 0 23 1 2 7 57
Predictability of crypto returns: The impact of trading behavior 1 2 6 15 6 14 44 68
Predicting inflation expectations: A habit-based explanation under hedging 0 0 0 1 2 7 22 25
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 1 4 13 31
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 1 4 17 18
The impact of hedging on risk-averse agents’ output decisions 0 1 1 2 2 5 12 25
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 2 2 6 55
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 0 1 2 3 1 6 22 25
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 2 9 3 5 17 62
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 0 1 9 5 5 19 48
Total Journal Articles 2 10 41 255 56 117 388 1,216

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 6 13 131
Total Books 0 0 0 27 2 6 13 131

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Statistics updated 2026-05-06