Kwamie O. Dunbar, Sr. : Citation Profile


Worcester Polytechnic Institute

4

H index

0

i10 index

33

Citations

RESEARCH PRODUCTION:

16

Articles

9

Papers

1

Books

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 1
   Journals where Kwamie O. Dunbar, Sr. has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 13 (28.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu135
   Updated: 2025-05-10    RAS profile: 2024-05-07    
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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:

Kaserer, Christoph (2)

Smales, Lee (2)

Augustin, Patrick (1)

Papathanasiou, Spyros (1)

Rondeau, Fabien (1)

Jasiak, Joann (1)

Fabozzi, Frank (1)

Guangxi, Cao (1)

Billah, Syed (1)

lucey, brian (1)

Gatfaoui, Hayette (1)

Cites to:

Campbell, John (65)

Gertler, Mark (20)

Galí, Jordi (17)

lucey, brian (17)

Bouri, Elie (16)

Bernanke, Ben (16)

Bekaert, Geert (16)

Roubaud, David (15)

merton, robert (13)

bloom, nicholas (12)

Cochrane, John (11)

Main data


Where Kwamie O. Dunbar, Sr. has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance4
International Review of Financial Analysis3
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Sacred Heart University, John F. Welch College of Business2

Recent works citing Kwamie O. Dunbar, Sr. (2025 and 2024)


YearTitle of citing document
2024ESG risk analysis and preparedness of companies in the Czech Republic. (2024). Macek, Daniel ; Vitsek, Stanislav. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:2:p:38-54.

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2025Dynamic equilibrium with randomly entering and exiting firms of different types. (2025). Deschamps, Marc ; Biard, Romain ; Palao, Fernando ; Mansanet-Bataller, Maria ; Pardo, Ngel ; Bernhard, Pierre. In: Working Papers. RePEc:crb:wpaper:2025-01.

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2025The Role of Trader Positions in Carbon Market Forecasting. (2025). Mansanet-Bataller, Maria ; Palao, Fernando ; Pardo, Ngel. In: Working Papers. RePEc:crb:wpaper:2025-02.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Risk 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.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Examining the impact of a central bank digital currency on the access to banking. (2024). Dunbar, Kwamie ; Treku, Daniel N. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522.

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2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2024Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds. (2024). Papathanasiou, Spyros ; Koutsokostas, Drosos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001259.

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2024Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses. (2024). lucey, brian ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000644.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Malki, Issam ; Bas, Tugba ; Sivaprasad, Sheeja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2025Impact of central bank digital currency uncertainty on international financial markets. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004203.

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2024Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Rondeau, Fabien ; Tuffry, Stphane ; Thlissaint, Josu ; Martin, Franck ; Jamhamed, Fayssal. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-13.

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Works by Kwamie O. Dunbar, Sr.:


YearTitleTypeCited
2011Effectively hedging the interest rate risk of wide floating-rate coupon spreads In: Journal of Risk Management in Financial Institutions.
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article0
2010Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2010Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads.(2010) In: Working papers.
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This paper has nother version. Agregated cites: 0
paper
2023Predictability of crypto returns: The impact of trading behavior In: Journal of Behavioral and Experimental Finance.
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article5
2021The impact of hedging on risk-averse agents’ output decisions In: Economic Modelling.
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article1
2015The nature and impact of the market forecasting errors in the Federal funds futures market In: The North American Journal of Economics and Finance.
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article0
2020What do movements in financial traders’ net long positions reveal about aggregate stock returns? In: The North American Journal of Economics and Finance.
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article2
2021Pricing the hedging factor in the cross-section of stock returns In: The North American Journal of Economics and Finance.
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article0
2022Hedging the extreme risk of cryptocurrency In: The North American Journal of Economics and Finance.
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article5
2022Cryptocurrency returns under empirical asset pricing In: International Review of Financial Analysis.
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article3
2023CBDC uncertainty: Financial market implications In: International Review of Financial Analysis.
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article6
2023Predicting inflation expectations: A habit-based explanation under hedging In: International Review of Financial Analysis.
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article1
2023Role of hedging on crypto returns predictability: A new habit-based explanation In: Finance Research Letters.
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article0
2023What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis In: Finance Research Letters.
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article2
2012Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt In: Review of Financial Economics.
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article0
2012Credit risk dynamics in response to changes in the federal funds target: The implication for firm short‐term debt.(2012) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 0
article
2022Impact of the COVID-19 event on U.S. banks’ financial soundness In: Research in International Business and Finance.
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article0
2005An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms In: Fordham Economics Dissertations.
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book0
2012Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures In: Working Papers.
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paper0
2008US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk In: Quantitative Finance.
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article6
2007US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk.(2007) In: Working papers.
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This paper has nother version. Agregated cites: 6
paper
2007Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect In: Working papers.
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paper1
2008The Impact of the FOMCs Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox In: Working papers.
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paper0
2009The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach In: Working papers.
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paper0
2009Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space In: Working papers.
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paper0
2009Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis In: Working papers.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team