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Kwamie O. Dunbar Sr.

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Kwamie
Middle Name: O.
Last Name: Dunbar
Suffix: Sr.

RePEc Short-ID: pdu135

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Affiliation

(in no particular order)

Works

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Working papers

  1. Thomas Schroeder & Kwamie Dunbar, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers 2010-05, University of Connecticut, Department of Economics.
  2. 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," Working papers 2009-04, University of Connecticut, Department of Economics.
  3. Kwamie Dunbar, 2009. "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers 2009-03, University of Connecticut, Department of Economics, revised Feb 2009.
  4. Kwamie Dunbar, 2009. "Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis," Working papers 2009-36, University of Connecticut, Department of Economics.
  5. 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.
  6. 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.
  7. 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.

Articles

  1. Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
  2. 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.

Books

  1. Kwamie Dunbar, . "An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms," Fordham Economics Dissertations, Fordham University, Department of Economics, number 2005.2.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-11-07
  2. NEP-CBA: Central Banking (1) 2008-02-23
  3. NEP-CFN: Corporate Finance (2) 2009-01-24 2009-01-24. Author is listed
  4. NEP-CMP: Computational Economics (1) 2009-01-24
  5. NEP-DGE: Dynamic General Equilibrium (1) 2009-11-07
  6. NEP-FDG: Financial Development & Growth (1) 2009-11-07
  7. NEP-FMK: Financial Markets (2) 2007-04-21 2008-02-23. Author is listed
  8. NEP-MAC: Macroeconomics (1) 2008-02-23
  9. NEP-MON: Monetary Economics (1) 2008-02-23
  10. NEP-MST: Market Microstructure (1) 2007-04-21
  11. NEP-ORE: Operations Research (2) 2009-01-24 2009-11-07. Author is listed
  12. NEP-RMG: Risk Management (4) 2007-04-21 2007-05-19 2008-02-23 2009-01-24. Author is listed

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Corrections

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