3
H index
0
i10 index
22
Citations
Kwamie O. Dunbar, Sr. : Citation Profile
Worcester Polytechnic Institute | RESEARCH PRODUCTION: 15 Articles 9 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kwamie O. Dunbar, Sr.. | Is cited by:
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Main data
Where Kwamie O. Dunbar, Sr. has published?
| Journals with more than one article published | # docs |
|---|---|
| The North American Journal of Economics and Finance | 4 |
| International Review of Financial Analysis | 3 |
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Sacred Heart University, John F. Welch College of Business | 2 |
Recent works citing Kwamie O. Dunbar, Sr. (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper |
| 2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper |
| 2023 | Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284. Full description at Econpapers || Download paper |
| 2024 | Examining the impact of a central bank digital currency on the access to banking. (2024). Treku, Daniel N ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522. Full description at Econpapers || Download paper |
| 2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper |
| 2023 | Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617. Full description at Econpapers || Download paper |
| 2024 | Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds. (2024). Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001259. Full description at Econpapers || Download paper |
| 2024 | Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Sivaprasad, Sheeja ; Malki, Issam ; Bas, Tugba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477. Full description at Econpapers || Download paper |
| 2023 | Do perceived risks and benefits impact trust and willingness to adopt CBDCs?. (2023). Pandey, Dharen ; Gupta, Somya ; Sahu, Ganesh P ; el Ammari, Anis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001198. Full description at Econpapers || Download paper |
| 2023 | Performance Analysis of Gold- and Fiat-Backed Cryptocurrencies: Risk-Based Choice for a Portfolio. (2023). Hao, YU ; Nawazish, Sarah ; Rehman, Mubeen Abdur ; Irfan, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:99-:d:1059656. Full description at Econpapers || Download paper |
Works by Kwamie O. Dunbar, Sr.:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2010 | Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Predictability of crypto returns: The impact of trading behavior In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | The impact of hedging on risk-averse agents’ output decisions In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | The nature and impact of the market forecasting errors in the Federal funds futures market In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | What do movements in financial traders’ net long positions reveal about aggregate stock returns? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2021 | Pricing the hedging factor in the cross-section of stock returns In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Hedging the extreme risk of cryptocurrency In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Cryptocurrency returns under empirical asset pricing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2023 | CBDC uncertainty: Financial market implications In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2023 | Predicting inflation expectations: A habit-based explanation under hedging In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2023 | Role of hedging on crypto returns predictability: A new habit-based explanation In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2023 | What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Impact of the COVID-19 event on U.S. banks’ financial soundness In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2005 | An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms In: Fordham Economics Dissertations. [Full Text][Citation analysis] | book | 0 |
| 2012 | Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 2007 | US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk.(2007) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | The Impact of the FOMCs Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis In: Working papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team