Access Statistics for Bernard Dumas

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium 0 0 0 123 0 0 8 391
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables 0 0 0 803 0 2 18 3,058
A Test of the International Capm using Business Cycles Indicators as Instrumental Variables 0 0 0 0 0 1 10 176
A Theory of the Nominal Character of Stock Securities 0 0 0 2 0 0 13 22
A Theory of the Nominal Character of Stock Securities 0 0 0 8 0 1 16 40
A theory of forward market intervention 0 0 0 0 0 1 11 24
A theory of the nominal character of stock securities 0 0 0 8 0 0 7 32
An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) 0 0 0 0 1 1 5 352
An exact solution to the portfolio choice problem under transactions costs 0 0 0 0 0 0 2 20
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? 0 0 0 0 0 2 5 27
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? 0 0 0 35 0 3 16 214
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 724 4 14 33 1,852
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 123 0 5 30 526
Currency Option Pricing in Credible Target Zones 0 0 0 0 0 0 4 575
Currency Option Pricing in Credible Target Zones 0 0 0 157 0 0 6 1,012
Currency option pricing in credible target zones 0 0 0 0 0 0 5 23
Differences of Opinion and International Equity Markets 0 0 0 10 0 1 12 93
Differences of Opinion and International Equity Markets 0 0 1 15 0 1 11 85
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 0 11 1,316
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 0 8 35
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 0 1 17 51
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 0 1 16 281
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 2 10 320
Factor Price Equalization Under Uncertainty 0 0 0 0 0 0 5 44
Financial Securities - Market Equilibrium and Pricing Methods 0 0 0 0 0 0 3 14
Firms' Exposures to Geographic Risks 1 1 1 8 1 1 10 37
Firms' Exposures to Geographic Risks 0 0 0 11 0 2 12 100
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 0 12 600
How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not) 0 0 0 0 0 0 4 170
How Long Do Unilateral Target Zones Last? 0 0 0 19 0 1 7 198
How Long Do Unilateral Target Zones Last? 0 0 0 0 0 1 11 160
How Long Do Unilateral Target Zones Last? 0 0 0 0 0 0 10 160
How Long do Unilateral Target Zones Last? 0 0 0 15 0 0 11 147
How Long do Unilateral Target Zones Last? 0 0 0 0 0 0 2 15
How Long do Unilateral Target Zones last? 0 0 0 0 0 1 11 189
Hysteresis Bands and Transaction Costs 0 0 0 19 0 1 7 113
Implied Volatility Functions: Empirical Tests 0 0 0 232 0 0 11 603
Implied Volatility Functions: Empirical Tests 0 0 3 1,957 1 7 32 5,553
Implied Volatility Functions: Empirical Tests 0 0 0 0 0 0 11 57
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 21 0 0 8 119
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 12 0 0 10 68
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 25 1 3 13 151
International Portfolio Choice and Corporation Finance: A Survey 0 0 0 1 0 0 8 383
Les titres financiers - équilibre du marché et méthodes d'évaluation 0 0 0 0 0 1 4 22
MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 1 0 0 4 180
MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 0 0 0 7 243
MONETARY CONTRATING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 0 0 0 3 15
Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones 0 0 0 7 0 2 14 105
Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035) 0 0 0 0 0 1 12 148
Optimal domestic acquisitions 0 0 0 0 1 2 7 20
Partial - vs General - Equilibrium Models of the International Capital Market 0 0 0 0 0 0 20 283
Partial- Vs. General-Equilibrium Models of the International Capital Market 0 0 0 335 1 3 14 1,318
Partial- vs general-equilibrium models of the international capital market 0 0 0 0 0 0 6 40
Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium 0 0 0 2 0 0 6 1,761
Pass-Through and Exposure 0 0 0 1 1 4 14 761
Pass-Through and Exposure 0 0 0 0 1 2 13 88
Pass-through and Exposure 0 0 0 77 0 1 17 252
Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985 0 0 0 0 0 1 6 116
Perishable Investment and Hysteresis in Capital Formation 0 0 0 0 0 0 10 28
Perishable Investment and Hysteresis in Capital Formation 0 0 0 30 0 1 16 186
Perishable Investment and Hysteresis in Capital Formation 0 0 0 1 1 3 12 227
Pricing Physical Assets Internationally 0 0 0 1 0 0 5 89
Pricing Physical Assets Internationally 0 0 0 24 0 2 9 234
Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 0 1 6 170
Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 1 1 5 23
Rational expectations and market efficiency 0 0 0 0 0 0 2 46
Realignment Bank and Currency Option Pricing in Target Zones 0 0 0 0 1 1 4 225
Realignment Risk and Currency Option Pricing in Target Zones 0 0 0 107 0 2 20 804
Realignment risk and currency option pricing in target zones 0 0 0 0 0 3 13 23
Realignment risk and currency option pricing in target zones 0 0 0 0 0 0 5 20
Short and long-term hedging for the corporation 0 0 0 0 0 0 8 25
Short- and Long-term Hedging for the Corporation 0 0 0 291 0 0 3 1,352
Siegel's Paradox and Pricing of Currency Options 0 0 0 7 0 0 6 2,525
Siegel's paradox and the pricing of currency options 0 0 0 0 1 2 18 50
Super Contact and Related Optimality Conditions: A Supplement to Avinash Dixit's: "A Simplified Exposition of Some Results Concerning Regulated Brownian Motion" (Reprint 020) 0 0 0 0 0 1 6 164
Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian 0 0 1 112 0 1 15 368
Super-contact and Related Optimality Condition 0 0 0 0 0 1 11 29
Target Zones Big and Small 0 0 0 25 1 1 9 134
The Debt Capacity of a Government 0 0 2 37 0 0 11 92
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 11 0 1 11 51
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 4 0 1 10 45
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 6 0 1 13 77
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 1 1 12 122
The Money and Bond Markets in France: Segmentation vs. Integration 0 0 0 0 0 0 5 262
The World Price of Foreign Exchange Risk 0 0 1 305 0 0 14 995
The World Price of Foreign Exchange Risk 0 0 0 0 0 0 7 182
The World Price of Foreign Exchange Risk 0 0 0 0 0 0 11 326
The equilibrium relationship between simultaneous spot and futures commodities prices 0 0 0 0 0 0 2 11
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 0 12 224
The stochastic Ramsey problem and stock prices 0 0 0 0 0 1 4 13
The welfare economics of speculation 0 0 0 0 0 1 5 238
The world price of exchange rate risk 0 0 0 0 0 0 6 39
The world price of foreign exchange risk 0 0 0 0 1 2 12 46
Time to ship and the Dynamics of PPP deviations 0 0 0 0 0 0 1 10
Trade balance, foreign exchange overspending, underspending: a reappraisal 0 0 0 0 0 1 4 16
Trading Fees and Slow-Moving Capital 0 0 0 21 0 0 13 54
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 0 7 66
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 0 8 112
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 2 6 63
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 30 0 0 14 136
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 0 1 17 393
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 0 8 225
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 2 9 389
Total Working Papers 1 1 10 6,604 19 104 1,024 35,667

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs 0 0 5 269 1 3 27 667
Are correlations of stock returns justified by subsequent changes in national outputs? 0 0 0 85 0 2 16 361
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan 0 0 0 56 0 1 5 261
Differences of Opinion and International Equity Markets 0 0 0 3 0 0 16 65
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 0 0 1 346 1 3 13 891
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 0 11 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 94 2 7 20 422
From volatility smiles to the volatility of volatility 0 0 0 16 0 0 18 74
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 0 12 184
How long do unilateral target zones last? 0 0 0 19 0 1 7 191
Hysteresis bands on returns, holding period and transaction costs 0 0 2 10 1 3 21 87
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 7 0 1 12 80
International Finance-Problems of Segmented Capital Markets: Discussion 0 0 0 63 0 1 3 360
International Portfolio Choice and Corporation Finance: A Synthesis 2 3 14 1,055 3 6 77 2,253
Monetary contracting between central banks and the design of sustainable exchange-rate zones 0 0 0 11 1 1 6 49
Optimal International Acquisitions 0 0 1 44 0 0 7 150
Pass‐through and Exposure 0 0 6 173 2 4 35 566
Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 0 0 1 41 0 0 9 101
Portfolio Choice and the Demand for Forward Exchange 0 0 0 19 0 1 12 83
Price rigidity, international mobility of financial capital and exchange rate volatility: Gerhard O. Orosel 0 0 0 6 0 1 4 25
Realignment risk and currency option pricing in target zones 0 0 0 31 0 1 15 222
Siegel's paradox and the pricing of currency options 0 0 0 344 1 1 16 979
Some models of the international capital market 0 0 0 37 1 1 4 120
Super contact and related optimality conditions 0 0 1 236 0 2 27 577
The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees 0 0 1 13 1 2 13 93
The Exposure of Long-Term Foreign Currency Bonds 0 0 1 59 0 0 13 156
The Microeconomics of the Firm in an Open Economy 0 0 0 47 1 1 6 206
The Theory of the Trading Firm Revisited 0 0 0 103 3 3 15 251
The World Price of Foreign Exchange Risk 0 0 6 455 3 8 49 1,136
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 0 2 16 249
The money and bond markets in France: Segmentation vs. integration 0 0 0 19 1 1 9 64
The theorems of international trade under generalized uncertainty 0 0 1 9 0 0 4 35
Two-Person Dynamic Equilibrium in the Capital Market 0 0 0 142 1 3 20 416
Total Journal Articles 2 3 43 3,927 23 60 538 11,660

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Economics of Continuous-Time Finance 0 0 0 0 0 1 7 139
Total Books 0 0 0 0 0 1 7 139

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables 0 0 0 18 0 1 17 195
Modelling International Stock Return Cycles 0 0 0 0 0 1 6 8
Total Chapters 0 0 0 18 0 2 23 203

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Statistics updated 2026-08-07