DigitalCommons@SHU

What do Movements in Financial Traders’ Net Long Positions Reveal About Aggregate Stock Returns?, Kwamie Dunbar, Jing Jiang
WCBT Faculty Publications

What do Movements in Financial Traders’ Net Long Positions Reveal About Aggregate Stock Returns?, Kwamie Dunbar, Jing Jiang
Jing Jiang

The Nature and Impact of the Market Forecasting Errors in the Federal Funds Futures Market, Kwamie Dunbar, Abu S. Amin
WCBT Faculty Publications

Credit Risk Dynamics in Response to Changes in the Federal Funds Target: The Implication for Firm Short-Term Debt, Kwamie Dunbar, Abu S. Amin
WCBT Faculty Publications

Forecasting And Stress-Testing The Risk-Based Capital Requirements For Revolving Retail Exposures, Kwamie Dunbar
WCBT Working Papers

Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads, Thomas Schröder, Kwamie Dunbar
WCBT Working Papers

Stochastic Business Cycle Volatilities, Capital Accumulation and Economic Growth: Lessons from the Global Credit Market Crisis, Kwamie Dunbar
WCBT Faculty Publications

The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach, Kwamie Dunbar
WCBT Faculty Publications

Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space, Kwamie Dunbar
WCBT Faculty Publications

An Empirical Review of US Corporate Default Swap Valuation: The Implications of Functional Forms, Kwamie Dunbar
WCBT Faculty Publications