| Impact of the COVID-19 event on US banks’ financial soundness K Dunbar Research in International Business and Finance 59, 101520, 2022 | 28 | 2022 |
| US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk K Dunbar Quantitative Finance 8 (3), 321-334, 2008 | 25 | 2008 |
| Cryptocurrency returns under empirical asset pricing K Dunbar, J Owusu-Amoako International Review of Financial Analysis 82, 102216, 2022 | 19 | 2022 |
| CBDC uncertainty: Financial market implications K Dunbar International Review of Financial Analysis 87, 102607, 2023 | 13 | 2023 |
| Hedging the extreme risk of cryptocurrency K Dunbar, J Owusu-Amoako The North American Journal of Economics and Finance 63, 101813, 2022 | 8 | 2022 |
| What do movements in financial traders’ net long positions reveal about aggregate stock returns? K Dunbar, J Jiang The North American Journal of Economics and Finance 51, 100908, 2020 | 8 | 2020 |
| Pricing the hedging factor in the cross-section of stock returns K Dunbar The North American Journal of Economics and Finance 56, 101376, 2021 | 6 | 2021 |
| Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt K Dunbar, AS Amin Review of Financial Economics 21 (3), 141-152, 2012 | 6 | 2012 |
| Effectively hedging the interest rate risk of wide floating-rate coupon spreads T Schröder, K Dunbar Journal of Risk Management in Financial Institutions 4 (2), 162-179, 2011 | 6 | 2011 |
| The impact of hedging on risk-averse agents’ output decisions K Dunbar, J Owusu-Amoako Economic Modelling 104, 105638, 2021 | 5 | 2021 |
| Empirical analysis of credit risk regime switching and temporal conditional default correlation in credit default swap valuation: the market liquidity effect K Dunbar, AJ Edwards | 4 | 2007 |
| What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis K Dunbar, D Treku, R Sarnie, J Hoover Finance Research Letters 57, 104262, 2023 | 3 | 2023 |
| Forecasting and stress testing the risk-based capital requirements for revolving retail exposures K Dunbar Journal of Banking Regulation 13, 249-263, 2012 | 3 | 2012 |
| Predicting inflation expectations: A habit-based explanation under hedging K Dunbar, J Owusu-Amoako International Review of Financial Analysis 89, 102816, 2023 | 2 | 2023 |
| Advancing Fintech through a transdisciplinary approach D Jackson, K Dunbar, J Sarkis, R Sarnie Iscience 26 (9), 2023 | 2 | 2023 |
| Predictability of crypto returns: The impact of trading behavior K Dunbar, J Owusu-Amoako Journal of Behavioral and Experimental Finance 39, 100812, 2023 | 2 | 2023 |
| Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space K Dunbar | 2 | 2009 |
| Role of hedging on crypto returns predictability: A new habit-based explanation K Dunbar, J Owusu-Amoako Finance Research Letters 55, 104009, 2023 | 1 | 2023 |
| The nature and impact of the market forecasting errors in the Federal funds futures market K Dunbar, AS Amin The North American Journal of Economics and Finance 31, 174-192, 2015 | 1 | 2015 |
| The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach K Dunbar | 1 | 2009 |
Jing JiangSacred Heart UniversityVerified email at sacredheart.edu
