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The impact of hedging on risk-averse agents’ output decisions
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Economic modelling 104 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013164193
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Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
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Predicting Inflation Expectations : A Habit-Based Explanation Under Hedging
Dunbar, Kwamie; Owusu-Amoako, Johnson - 2022
A key challenge for monetary policymakers is predicting the path of short-term inflation given the persistently flat Phillips curve of the last few years. A promising innovation involves modifying the hybrid-New Keynesian Phillips curve (NKPC) to include an interaction variable, reflecting the...
Persistent link: https://www.econbiz.de/10014238567
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Cryptocurrency returns under empirical asset pricing
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: International review of financial analysis 82 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013431346
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Predicting inflation expectations : a habit-based explanation under hedging
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: International review of financial analysis 89 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014467052
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Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Finance research letters 55 (2023) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
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Predictability of crypto returns : the impact of trading behavior
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014457404
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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