Kwamie O. Dunbar Sr. at IDEAS
This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Information
about: Kwamie O. Dunbar Sr.
Personal Details | Affiliation | Works
This is information that was supplied by Kwamie Dunbar in registering
through RePEc. If you are Kwamie O. Dunbar Sr., you may change this information at
RePEc . Or if
you are not registered and would like to be listed as well, register at RePEc . When you
register or update your RePEc registration, you may identify the papers and articles you have
authored.
Other registered authors
Personal Details
First Name: Kwamie
Middle Name: O.
Last Name: Dunbar
Suffix: Sr.
RePEc Short-ID: pdu135
Email: Homepage:
Postal Address:
Phone: Affiliation (in no particular order)
Works | Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields | Download all references for this author: available formats: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Working papers
Kwamie Dunbar, 2008.
"The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox ,"
Working papers
2008-05, University of Connecticut, Department of Economics.
[Downloadable!]
Kwamie Dunbar & Albert J. Edwards, 2007.
"Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect ,"
Working papers
2007-10, University of Connecticut, Department of Economics.
[Downloadable!]
Kwamie Dunbar, 2007.
"US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk ,"
Working papers
2007-08, University of Connecticut, Department of Economics.
[Downloadable!] Published as:
Kwamie Dunbar, 2005.
"An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms ,"
Fordham Economics Dissertations
2005.2, Fordham University, Department of Economics.
[Downloadable!]
Articles
Kwamie Dunbar, 2008.
"US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk ,"
Quantitative Finance ,
Taylor and Francis Journals, vol. 8(3), pages 321-334.
[Downloadable!] (restricted) Other versions:
NEP Fields 3 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-CBA : Central Banking (1) 2008-02-23 Author is listed
NEP-FMK : Financial Markets (2) 2007-04-21 2008-02-23 Author is listed
NEP-MAC : Macroeconomics (1) 2008-02-23 Author is listed
NEP-MON : Monetary Economics (1) 2008-02-23 Author is listed
NEP-MST : Market Microstructure (1) 2007-04-21 Author is listed
NEP-RMG : Risk Management (3) 2007-04-21 2007-05-19 2008-02-23 Author is listed
Did you know? A tutorial is available.
This page was last updated on 2008-7-2.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .