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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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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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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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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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Credit risk dynamics in response to changes in federal funds target : the implication for firm short-term debt
Dunbar, Kwamie; Amin, Abu S. - In: Review of financial economics : RFE 21 (2012) 3, pp. 141-152
Persistent link: https://www.econbiz.de/10009703026
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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