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H index
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i10 index
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Citations
Kwamie O. Dunbar, Sr. : Citation Profile
Worcester Polytechnic Institute | RESEARCH PRODUCTION: 13 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 | 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. (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 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 |
| 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 |
| 2022 | Trading behavior in bitcoin futures: Following the “smart money”. (2022). Smales, Lee A ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323. 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 another 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 another version. Agregated cites: 0 | paper | |
| 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 | 1 |
| 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 | 1 |
| 2022 | Cryptocurrency returns under empirical asset pricing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2023 | CBDC uncertainty: Financial market implications In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2023 | Role of hedging on crypto returns predictability: A new habit-based explanation In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2012 | Credit risk dynamics in response to changes in the federal funds target: The implication for firm short?term debt.(2012) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 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 another 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. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team