Professor Dunbar's research focuses on asset pricing, futures markets, fintech and the impact of environmental, social, and government policy on investment.
Featured Works:
Dunbar, K., Treku, D., Owusu-Amoako, J., (2025). The decentralization enigma in DeFi: Impact of U.S. federal funds rate changes,
The British Accounting Review, 2025, 101613, ISSN 0890-8389, https://doi.org/10.1016/j.bar.2025.101613.
Dunbar, K., Treku, D., (2025). Do energy transition investment flows aid climate commitments?, Energy Economics, Volume 142, 2025, 108163, ISSN 0140-9883, https://doi.org/10.1016/j.eneco.2024.108163.
Dunbar*, K. and Treku*, D., (2024). Dunbar, K., Owusu-Amoako, J., Treku, D., (2024). Unveiling the Nexus: Carbon finance and climate technology advancements, International Review of Financial Analysis, Volume 96, Part A, 2024, 103658, ISSN 1057-5219, https://doi.org/10.1016/j.irfa.2024.103658.
Dunbar*, K. and Treku*, D., (2024). Examining the impact of a central bank digital currency on the access to banking, International Review of Financial Analysis, Volume 93, 2024, 103220, ISSN 1057-5219, https://doi.org/10.1016/j.irfa.2024.103220.
Dunbar*, K., Sarkis*, J., and Treku*, D., (2024). FinTech for environmental sustainability: Promises and pitfalls, One Earth, Volume 7, Issue 1, 2024, Pages 23-30, ISSN 2590-3322, https://doi.org/10.1016/j.oneear.2023.12.012.
Dunbar*, K., and Owusu-Amoako (2023). Predicting inflation expectations: A habit-based explanation under hedging. International Review of Financial Analysis. Volume 89, 102816, https://doi.org/10.1016/j.irfa.2023.102816.
Jackson*, D., Dunbar*, K., Sarkis*, J., and Sarnie, R., (2023). Advancing Fintech through a transdisciplinary approach. I-Science. Vol. 26, Issue 9, 107694, https://doi.org/10.1016/j.isci.2023.107694.
Dunbar, K., Treku, D., Sarnie, R., and Hoover, J., (2023). What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis. Finance Research Letters, Volume 57, 104262, https://doi.org/10.1016/j.frl.2023.104262.
Dunbar, K., and Owusu-Amoako (2023). Role of hedging on crypto returns predictability: A new habit-based explanation. Finance Research Letters, Volume 55, Part B, 104009, https://doi.org/10.1016/j.frl.2023.104009.
Dunbar, K., and Owusu-Amoako (2023). Predictability of crypto returns: The impact of trading behavior. Journal of Behavioral and Experimental Finance, Volume 39, 100812, https://doi.org/10.1016/j.jbef.2023.100812.
Dunbar, K., and Owusu-Amoako (2023). Predicting inflation expectations: A habit-based explanation under hedging. International Review of Financial Analysis. Volume 89, 102816, https://doi.org/10.1016/j.irfa.2023.102816.
Dunbar, K., (2023). CBDC uncertainty: Financial market implications. International Review of Financial Analysis. Volume 87, 102607, https://doi.org/10.1016/j.irfa.2023.102607.
Jackson, D., Dunbar, K., Sarkis, J., and Sarnie, R., (2023). Advancing Fintech through a transdisciplinary approach. I-Science. Vol. 26, Issue 9, 107694, https://doi.org/10.1016/j.isci.2023.107694.
Dunbar, K. (2021). Pricing the hedging factor in the cross-section of stock returns. The North American Journal of Economics and Finance, 56, 101376. https://doi.org/10.1016/j.najef.2021.101376
Dunbar, K. (2022). Impact of the COVID-19 event on U.S. banks’ financial soundness. Research in International Business and Finance, 59, 101520. https://doi.org/10.1016/j.ribaf.2021.101520
Dunbar, K., & Jiang, J. (2020). What do movements in financial traders’ net long positions reveal about aggregate stock returns? The North American Journal of Economics and Finance, 51, 100908. https://doi.org/10.1016/j.najef.2019.01.005
Dunbar, K., & Owusu-Amoako, J. (2021). The impact of hedging on risk-averse agents’ output decisions. Economic Modelling, 104, 105638. https://doi.org/10.1016/j.econmod.2021.105638
Dunbar, K., & Owusu-Amoako, J. (2022a). Cryptocurrency returns under empirical asset pricing. International Review of Financial Analysis, 82, 102216. https://doi.org/10.1016/j.irfa.2022.102216
Dunbar, K., & Owusu-Amoako, J. (2022b). Hedging the extreme risk of cryptocurrency. The North American Journal of Economics and Finance, 63, 101813. https://doi.org/10.1016/j.najef.2022.101813
