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Kwamie O. Dunbar Sr.

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
RePEc Short-ID:pdu135
(in no particular order)
Storrs, Connecticut (United States)

(860) 486-4889
(860) 486-4463
309 Oak Hall, 365 Fairfield Way/U-63, Storrs, Connecticut 06269-1063
RePEc:edi:deuctus (more details at EDIRC)
Fairfield, Connecticut (United States)

(203) 371-7880

5151 Park Avenue, Fairfield, Connecticut 06825-1000
RePEc:edi:sbschus (more details at EDIRC)
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  1. Dunbar, Kwamie, 2012. "Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures," Working Papers 2012001, Sacred Heart University, John F. Welch College of Business.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2007-04-21 2007-05-19 2008-02-23 2009-01-24
  2. NEP-CFN: Corporate Finance (2) 2009-01-24 2009-01-24
  3. NEP-FMK: Financial Markets (2) 2007-04-21 2008-02-23
  4. NEP-ORE: Operations Research (2) 2009-01-24 2009-11-07
  5. NEP-BEC: Business Economics (1) 2009-11-07
  6. NEP-CBA: Central Banking (1) 2008-02-23
  7. NEP-CMP: Computational Economics (1) 2009-01-24
  8. NEP-DGE: Dynamic General Equilibrium (1) 2009-11-07
  9. NEP-FDG: Financial Development & Growth (1) 2009-11-07
  10. NEP-MAC: Macroeconomics (1) 2008-02-23
  11. NEP-MON: Monetary Economics (1) 2008-02-23
  12. NEP-MST: Market Microstructure (1) 2007-04-21

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