Similar Search Results

US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk

Dunbar, Kwamie (contributor) - 2007

Persistent link: https://www.econbiz.de/10003474194

Forecasting and stress testing the risk-based capital requirements for revolving retail exposures

Dunbar, Kwamie - In: Journal of banking regulation 13 (2012) 3, pp. 249-263

Persistent link: https://www.econbiz.de/10009670455

Impact of the COVID-19 event on U.S. banks' financial soundness

Dunbar, Kwamie - In: Research in international business and finance 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013402063

Investigation of the Relationship between US Dollar-Euro Exchange Rate and Short-Term Market Rates Policy

Owusu-Amoako, Johnson - 2016

In this study the relationship between change in US Dollar-Euro exchange rate and short-term market rates (Federal Funds Rate, Three-Month Treasury Bill and Three-Month LIBOR) is examined. The study finds that there is a strong relationship among the US Dollar-Euro exchange rates, federal funds...

Persistent link: https://www.econbiz.de/10013002566

Empirical analysis of credit risk regime switching and temporal conditional default correlation in credit default swap valuation : the market liquidity effect

Dunbar, Kwamie (contributor); Edwards, Albert J. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003474201

Effectively hedging the interest rate risk of wide floating-rate coupon spreads

Schröder, Thomas; Dunbar, Kwamie - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 162-179

Persistent link: https://www.econbiz.de/10009154316