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The impact of the FOMC's monetary policy actions on the growth of credit risk : the monetary policy - liquidity paradox
Dunbar, Kwamie - 2008
Persistent link: https://www.econbiz.de/10003810701
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The effects of credit risk on dynamic portfolio management : a new computational approach
Dunbar, Kwamie - 2009
Persistent link: https://www.econbiz.de/10003867013
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US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk
Dunbar, Kwamie (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474194
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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
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Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
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CBDC uncertainty : financial market implications
Dunbar, Kwamie - In: International review of financial analysis 87 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014457706
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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/10010058501
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An empirical review of United States corporate default swap valuation: The implications of functional forms
Dunbar, Kwamie - 2005
This paper first develops a reduced form three-factor model for valuing credit default premia that is used to provide implicit prices which are then compared with market prices of credit default swaps to determine if swap rates adequately reflects market risks. This model extends Jarrow (2001)...
Persistent link: https://www.econbiz.de/10009440692