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Publications

by members of

Worcester Polytechnic Institute → Social Science and Policy Studies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2012

  1. Dunbar, Kwamie, 2012, "Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures," Working Papers, Sacred Heart University, John F. Welch College of Business, number 2012001, Apr.

2010

  1. Schröder, Thomas & Dunbar, Kwamie, 2010, "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers, Sacred Heart University, John F. Welch College of Business, number 2010001, Mar.

2009

  1. Kwamie Dunbar, 2009, "The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach," Working papers, University of Connecticut, Department of Economics, number 2009-03, Jan, revised Feb 2009.
  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, University of Connecticut, Department of Economics, number 2009-04, Jan.
  3. Kwamie Dunbar, 2009, "Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis," Working papers, University of Connecticut, Department of Economics, number 2009-36, Oct.

2008

  1. 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, University of Connecticut, Department of Economics, number 2008-05, Feb.

2007

  1. Kwamie Dunbar, 2007, "US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk," Working papers, University of Connecticut, Department of Economics, number 2007-08, Jan.
  2. 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, University of Connecticut, Department of Economics, number 2007-10, Apr.

Journal articles

2025

  1. Dunbar, Kwamie & Treku, Daniel N., 2025, "Do energy transition investment flows aid climate commitments?," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108163.

2024

  1. Dunbar, Kwamie & Treku, Daniel N., 2024, "Examining the impact of a central bank digital currency on the access to banking," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103220.
  2. Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.

2023

  1. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023, "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100812.
  2. Dunbar, Kwamie, 2023, "CBDC uncertainty: Financial market implications," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102607.
  3. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023, "Predicting inflation expectations: A habit-based explanation under hedging," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102816.
  4. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023, "Role of hedging on crypto returns predictability: A new habit-based explanation," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104009.
  5. Dunbar, Kwamie & Treku, Daniel & Sarnie, Robert & Hoover, Jack, 2023, "What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104262.

2022

  1. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022, "Hedging the extreme risk of cryptocurrency," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101813.
  2. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022, "Cryptocurrency returns under empirical asset pricing," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102216.
  3. Dunbar, Kwamie, 2022, "Impact of the COVID-19 event on U.S. banks’ financial soundness," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101520.

2021

  1. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021, "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105638.
  2. Dunbar, Kwamie, 2021, "Pricing the hedging factor in the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101376.

2020

  1. Dunbar, Kwamie & Jiang, Jing, 2020, "What do movements in financial traders’ net long positions reveal about aggregate stock returns?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.01.005.

2018

  1. Gbetonmasse B. Somasse & Alexander Smith & Zachary Chapman, 2018, "Characterizing Actions in a Dynamic Common Pool Resource Game," Games, MDPI, volume 9, issue 4, pages 1-13, December.

2015

  1. Dunbar, Kwamie & Amin, Abu S., 2015, "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 174-192, DOI: 10.1016/j.najef.2014.11.002.

2012

  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, volume 21, issue 3, pages 141-152, DOI: 10.1016/j.rfe.2012.06.008.

2011

  1. Schröder, Thomas & Dunbar, Kwamie, 2011, "Effectively hedging the interest rate risk of wide floating-rate coupon spreads," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 2, pages 162-179, March.

2008

  1. Kwamie Dunbar, 2008, "US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 3, pages 321-334, DOI: 10.1080/14697680701397927.

Books

Undated

  1. Kwamie Dunbar, undated, "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.

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