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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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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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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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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
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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