Kwamie O. Dunbar, Sr. : Citation Profile

Worcester Polytechnic Institute

5

H index

0

i10 index

50

Citations

RESEARCH PRODUCTION:

19

Articles

9

Papers

1

Books

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 2
   Journals where Kwamie O. Dunbar, Sr. has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 16 (24.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu135
   Updated: 2025-12-27    RAS profile: 2025-05-16    
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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:

Smales, Lee (3)

Rondeau, Fabien (2)

Kaserer, Christoph (2)

Papathanasiou, Spyros (1)

Jasiak, Joann (1)

Larkin, Charles (1)

Egan, Paul (1)

Corbet, Shaen (1)

Augustin, Patrick (1)

lucey, brian (1)

Pham, Huy (1)

Cites to:

Campbell, John (65)

Gertler, Mark (20)

lucey, brian (19)

Galí, Jordi (17)

Bernanke, Ben (16)

Bekaert, Geert (16)

Bouri, Elie (16)

Roubaud, David (15)

bloom, nicholas (13)

merton, robert (13)

GUPTA, RANGAN (12)

Main data

Where Kwamie O. Dunbar, Sr. has published?

Journals with more than one article published# docs
International Review of Financial Analysis5
The North American Journal of Economics and Finance4
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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2025The effectiveness of financial industry in promoting the high-quality development of energy industry. (2025). Tang, Zhenpeng ; Lin, Xinyi ; Long, Houyin. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000697.

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2024Understanding sentiment shifts in central bank digital currencies. (2024). Corbet, Shaen ; Larkin, Charles ; Hu, Yang ; Conlon, Thomas ; Hou, Yang ; Oxley, Les. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001035.

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2025Labor force allocation changes triggered by extreme heat events—Evidence from China. (2025). Nie, Pu-yan ; Zhang, Xuemei ; Wang, Chan ; Shan, Jinghan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2142-2160.

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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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2025The impact of ESG rating divergence on stock price crash risk. (2025). Li, Mengding ; Gong, Zejun ; Yan, Zian ; Sun, Guanglin. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001681.

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2025Risk factors in cryptocurrency pricing. (2025). Frömmel, Michael ; Frmmel, Michael ; Lan, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004764.

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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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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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2025Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies. (2025). Wu, You ; Han, Liyan ; Wan, Jieru. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000285.

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2025Trust as a driver in the DeFi market: Leveraging TVL/MCAP bands as confidence indicators to anticipate price movements. (2025). Borondo, Javier ; Grande, Mar. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612324017343.

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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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2025Central bank digital currency and systemic risk. (2025). Rizwan, Muhammad Suhail ; Ahmad, Ghufran ; Qureshi, Anum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001707.

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2024Unveiling the influencing mechanism underlying users€™ adoption and recommend intentions of central bank digital currency: A behavioral reasoning theory perspective. (2024). Liu, Xin ; Wu, Jiaqi ; Zhang, Chenghu. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:81:y:2024:i:c:s0969698924003461.

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2025Forecasting the unforecastable: An independent component analysis for majority game-like global cryptocurrencies. (2025). Sssmuth, Bernd ; Kirsten, Oliver. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001244.

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2025Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory. (2025). Mattera, Raffaele ; Gonzlez, Laura Molero ; Cerqueti, Roy ; Snchez, Miguel Ngel ; Trinidad, Juan Evangelista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001256.

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2024The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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2025Macroeconomic effects of CBDC negative interest policy in an open economy: A comparison of quantity and price rules. (2025). Qiu, Zepeng ; Jiang, Tingfeng ; Tang, KE ; Hua, Qiuling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002825.

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2024Intraday and daily dynamics of cryptocurrency. (2024). Jasiak, Joann ; Zhong, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006506.

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2024Revisiting the determinants of cryptocurrency excess return: Does scarcity matter?. (2024). Pham, Huy ; Thanh, Binh Nguyen ; Tiwari, Aviral Kumar ; Bui, Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007251.

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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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2025The co-effects of technology innovation and digital infrastructure on central bank digital currency: A DSGE analysis. (2025). Peng, Wei ; Tan, Hui ; Xin, Baogui ; Kwon, Jiwon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s027553192500039x.

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2025Climate Technology Entrepreneurship: A Primer. (2025). Naudé, Wim. In: IZA Discussion Papers. RePEc:iza:izadps:dp17794.

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2025The impact of FOMC announcements on cryptocurrency risk spillover across different market conditions. (2025). Xie, Qichang ; Wu, Haifeng ; Tian, Lihui. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:3:d:10.1007_s10290-024-00573-1.

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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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2024Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-14.

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2024Central Bank Digital Currencies and Financial Stability: Literature Review and New Questions. (2024). Cristian, Buzuriu Bogdan. In: Timisoara Journal of Economics and Business. RePEc:vrs:timjeb:v:17:y:2024:i:1:p:41-64:n:1003.

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2025Do ESG funds engage in portfolio pumping to gain higher flows? An application of Benfords Law. (2025). Mavruk, Taylan ; Mallios, Aineas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1540-1563.

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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.
[Full Text][Citation analysis]		article0
2010Effectively 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
2010Effectively 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
2023Predictability of crypto returns: The impact of trading behavior In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article5
2021The impact of hedging on risk-averse agents’ output decisions In: Economic Modelling.
[Full Text][Citation analysis]		article0
2015The 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]		article0
2020What 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]		article3
2021Pricing the hedging factor in the cross-section of stock returns In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2022Hedging the extreme risk of cryptocurrency In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2025Do energy transition investment flows aid climate commitments? In: Energy Economics.
[Full Text][Citation analysis]		article1
2022Cryptocurrency returns under empirical asset pricing In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2023CBDC uncertainty: Financial market implications In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2023Predicting inflation expectations: A habit-based explanation under hedging In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2024Examining the impact of a central bank digital currency on the access to banking In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2024Unveiling the Nexus: Carbon finance and climate technology advancements In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2023Role of hedging on crypto returns predictability: A new habit-based explanation In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2012Credit 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]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article0
2005An Empirical Review of United States Corporate Default Swap Valuation: The Implications of Functional Forms In: Fordham Economics Dissertations.
[Full Text][Citation analysis]		book0
2012Forecasting and Stress-testing the Risk-based Capital Requirements for Revolving Retail Exposures In: Working Papers.
[Full Text][Citation analysis]		paper0
2008US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk In: Quantitative Finance.
[Full Text][Citation analysis]		article6
2007US 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
2007Empirical 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]		paper1
2008The 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]		paper0
2009The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach In: Working papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2009Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis In: Working papers.
[Full Text][Citation analysis]		paper1

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