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 9 329
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads 0 0 0 138 0 0 11 715
Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect 0 0 1 193 0 2 11 618
Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures 0 0 0 24 0 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 0 9 502
Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis 0 0 0 105 0 3 35 336
The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach 0 0 0 216 0 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 0 1 1,323 0 8 108 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 1 2 17 74
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt 0 0 0 10 0 0 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 1 9 55 0 2 56 189
Do energy transition investment flows aid climate commitments? 1 1 2 2 1 4 27 31
Effectively hedging the interest rate risk of wide floating-rate coupon spreads 0 0 0 1 0 0 14 20
Examining the impact of a central bank digital currency on the access to banking 0 2 11 20 0 2 37 65
Hedging the extreme risk of cryptocurrency 0 0 1 11 0 2 14 39
Impact of the COVID-19 event on U.S. banks’ financial soundness 0 0 0 23 1 1 7 58
Predictability of crypto returns: The impact of trading behavior 0 2 8 17 6 17 58 85
Predicting inflation expectations: A habit-based explanation under hedging 0 1 1 2 1 2 21 27
Pricing the hedging factor in the cross-section of stock returns 0 0 0 2 0 0 12 31
Role of hedging on crypto returns predictability: A new habit-based explanation 0 0 0 1 1 35 52 53
The impact of hedging on risk-averse agents’ output decisions 0 0 1 2 1 1 13 26
The nature and impact of the market forecasting errors in the Federal funds futures market 0 0 0 4 0 2 8 57
US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk 0 0 0 66 0 0 6 294
Unveiling the Nexus: Carbon finance and climate technology advancements 1 2 4 5 2 3 23 28
What do movements in financial traders’ net long positions reveal about aggregate stock returns? 0 0 1 9 0 0 14 62
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis 0 1 2 10 2 3 19 51
Total Journal Articles 2 10 42 265 16 76 415 1,292

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 1 14 132
Total Books 0 0 0 27 0 1 14 132

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Statistics updated 2026-08-07