Kwamie Dunbar

发表

The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach

Kwamie Dunbar, 2009 .

Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space

Kwamie Dunbar, 2009 .

Cryptocurrency returns under empirical asset pricing

Kwamie Dunbar, Johnson Owusu-Amoako, 2022, International Review of Financial Analysis.

Forecasting and stress testing the risk-based capital requirements for revolving retail exposures

Kwamie Dunbar, 2012 .

Hedging the extreme risk of cryptocurrency

Kwamie Dunbar, Johnson Owusu-Amoako, 2022, The North American Journal of Economics and Finance.

The impact of hedging on risk-averse agents’ output decisions

Kwamie Dunbar, Johnson Owusu-Amoako, 2021, Economic Modelling.

The Nature and Impact of the Market Forecasting Errors in the Federal Funds Futures Market

Abu S. Amin, Kwamie Dunbar, 2015 .

Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis

Kwamie Dunbar, 2009 .

Impact of the COVID-19 event on U.S. banks’ financial soundness

Kwamie Dunbar, 2022 .

Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads

Kwamie Dunbar, Thomas Schröder, 2010 .

CBDC uncertainty: Financial market implications

Kwamie Dunbar, 2023, International Review of Financial Analysis.

Predictability of crypto returns: The impact of trading behavior

Kwamie Dunbar, Johnson Owusu-Amoako, 2023, Journal of Behavioral and Experimental Finance.

What do movements in financial traders’ net long positions reveal about aggregate stock returns?

Jing Jiang, Kwamie Dunbar, 2020 .

US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk

Kwamie Dunbar, 2008 .

Predicting inflation expectations: A habit-based explanation under hedging

Kwamie Dunbar, Johnson Owusu-Amoako, 2023, International Review of Financial Analysis.

What does ESG risk premia tell us about mutual fund sustainability levels: A Difference-in-Differences Analysis

Kwamie Dunbar, D. Treku, Robert Sarnie, 2023, Finance Research Letters.

Role of hedging on crypto returns predictability: A new habit-based explanatio

Kwamie Dunbar, Johnson Owusu-Amoako, 2023, Finance Research Letters.

Pricing the hedging factor in the cross-section of stock returns

Kwamie Dunbar, 2021 .

Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt

Abu S. Amin, Kwamie Dunbar, 2012 .

The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox

Kwamie Dunbar, 2008 .

Advancing Fintech through a transdisciplinary approach

Kwamie Dunbar, Robert Sarnie, Debora Jackson, 2023, iScience.