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 3 4 9 391
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables 0 0 0 803 8 9 16 3,056
A Test of the International Capm using Business Cycles Indicators as Instrumental Variables 0 0 0 0 0 2 9 175
A Theory of the Nominal Character of Stock Securities 0 0 0 8 5 8 15 39
A Theory of the Nominal Character of Stock Securities 0 0 0 2 2 4 13 22
A theory of forward market intervention 0 0 0 0 4 6 10 23
A theory of the nominal character of stock securities 0 0 0 8 2 4 7 32
An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) 0 0 0 0 0 0 4 351
An exact solution to the portfolio choice problem under transactions costs 0 0 0 0 0 1 2 20
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? 0 0 0 0 0 0 3 25
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? 0 0 0 35 2 7 13 211
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 724 8 10 20 1,838
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 123 7 9 25 521
Currency Option Pricing in Credible Target Zones 0 0 0 157 4 4 8 1,012
Currency Option Pricing in Credible Target Zones 0 0 0 0 1 1 6 575
Currency option pricing in credible target zones 0 0 0 0 2 2 5 23
Differences of Opinion and International Equity Markets 0 0 0 10 1 4 12 92
Differences of Opinion and International Equity Markets 0 0 1 15 0 4 10 84
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 2 2 9 35
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 1 11 1,316
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 4 5 17 50
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 2 6 15 280
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 3 8 318
Factor Price Equalization Under Uncertainty 0 0 0 0 1 1 5 44
Financial Securities - Market Equilibrium and Pricing Methods 0 0 0 0 1 1 4 14
Firms' Exposures to Geographic Risks 0 0 0 11 1 3 10 98
Firms' Exposures to Geographic Risks 0 0 0 7 3 3 9 36
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 2 13 600
How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not) 0 0 0 0 0 1 4 170
How Long Do Unilateral Target Zones Last? 0 0 0 19 0 1 6 197
How Long Do Unilateral Target Zones Last? 0 0 0 0 3 5 10 159
How Long Do Unilateral Target Zones Last? 0 0 0 0 3 4 10 160
How Long do Unilateral Target Zones Last? 0 0 0 15 1 4 11 147
How Long do Unilateral Target Zones Last? 0 0 0 0 1 2 2 15
How Long do Unilateral Target Zones last? 0 0 0 0 0 1 10 188
Hysteresis Bands and Transaction Costs 0 0 1 19 2 2 7 112
Implied Volatility Functions: Empirical Tests 0 1 3 1,957 12 18 25 5,546
Implied Volatility Functions: Empirical Tests 0 0 0 0 2 3 11 57
Implied Volatility Functions: Empirical Tests 0 0 0 232 3 4 11 603
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 25 1 2 10 148
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 12 0 2 10 68
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 21 1 4 8 119
International Portfolio Choice and Corporation Finance: A Survey 0 0 0 1 0 0 10 383
Les titres financiers - équilibre du marché et méthodes d'évaluation 0 0 0 0 1 1 3 21
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 2 7 243
MONETARY CONTRATING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 0 1 1 3 15
Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones 0 0 0 7 0 1 12 103
Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035) 0 0 0 0 0 2 11 147
Optimal domestic acquisitions 0 0 0 0 2 2 5 18
Partial - vs General - Equilibrium Models of the International Capital Market 0 0 0 0 1 9 22 283
Partial- Vs. General-Equilibrium Models of the International Capital Market 0 0 0 335 1 4 13 1,315
Partial- vs general-equilibrium models of the international capital market 0 0 0 0 0 0 7 40
Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium 0 0 0 2 2 2 6 1,761
Pass-Through and Exposure 0 0 0 0 1 3 11 86
Pass-Through and Exposure 0 0 0 1 3 4 10 757
Pass-through and Exposure 0 0 0 77 3 4 16 251
Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985 0 0 0 0 1 1 5 115
Perishable Investment and Hysteresis in Capital Formation 0 0 0 1 1 2 9 224
Perishable Investment and Hysteresis in Capital Formation 0 0 0 0 1 2 10 28
Perishable Investment and Hysteresis in Capital Formation 0 0 0 30 3 7 15 185
Pricing Physical Assets Internationally 0 0 0 24 2 2 7 232
Pricing Physical Assets Internationally 0 0 0 1 2 4 5 89
Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 1 1 6 169
Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 1 1 4 22
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 3 4 224
Realignment Risk and Currency Option Pricing in Target Zones 0 0 0 107 3 6 18 802
Realignment risk and currency option pricing in target zones 0 0 0 0 2 6 10 20
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 4 4 8 25
Short- and Long-term Hedging for the Corporation 0 0 0 291 1 1 3 1,352
Siegel's Paradox and Pricing of Currency Options 0 0 0 7 0 1 6 2,525
Siegel's paradox and the pricing of currency options 0 0 0 0 4 6 16 48
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 1 2 5 163
Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian 0 0 1 112 2 6 14 367
Super-contact and Related Optimality Condition 0 0 0 0 1 2 10 28
Target Zones Big and Small 0 0 0 25 1 2 9 133
The Debt Capacity of a Government 0 0 2 37 3 5 12 92
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 4 2 4 9 44
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 1 6 3 5 13 76
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 11 3 5 10 50
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 1 3 13 121
The Money and Bond Markets in France: Segmentation vs. Integration 0 0 0 0 1 1 5 262
The World Price of Foreign Exchange Risk 0 0 0 0 0 0 12 326
The World Price of Foreign Exchange Risk 0 0 0 0 3 3 9 182
The World Price of Foreign Exchange Risk 0 1 1 305 1 5 15 995
The equilibrium relationship between simultaneous spot and futures commodities prices 0 0 0 0 1 1 2 11
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 5 8 12 224
The stochastic Ramsey problem and stock prices 0 0 0 0 1 1 4 12
The welfare economics of speculation 0 0 0 0 1 1 4 237
The world price of exchange rate risk 0 0 0 0 2 3 7 39
The world price of foreign exchange risk 0 0 0 0 2 5 10 44
Time to ship and the Dynamics of PPP deviations 0 0 0 0 1 1 1 10
Trade balance, foreign exchange overspending, underspending: a reappraisal 0 0 0 0 2 2 4 15
Trading Fees and Slow-Moving Capital 0 0 0 21 4 8 13 54
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 30 6 8 16 136
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 5 5 7 66
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 3 5 8 112
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 1 1 4 61
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 0 1 8 225
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 2 6 17 392
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 2 2 8 387
Total Working Papers 0 2 11 6,603 194 342 957 35,563

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 2 3 7 269 4 9 27 664
Are correlations of stock returns justified by subsequent changes in national outputs? 0 0 0 85 2 2 14 359
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan 0 0 0 56 2 2 4 260
Differences of Opinion and International Equity Markets 0 0 0 3 3 8 16 65
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 0 0 1 346 4 6 10 888
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 2 2 13 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 1 3 94 6 7 16 415
From volatility smiles to the volatility of volatility 0 0 0 16 3 3 19 74
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 3 4 12 184
How long do unilateral target zones last? 0 0 0 19 1 1 7 190
Hysteresis bands on returns, holding period and transaction costs 1 2 2 10 7 11 19 84
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 7 1 4 11 79
International Finance-Problems of Segmented Capital Markets: Discussion 0 0 0 63 1 1 2 359
International Portfolio Choice and Corporation Finance: A Synthesis 2 4 13 1,052 9 16 80 2,247
Monetary contracting between central banks and the design of sustainable exchange-rate zones 0 0 0 11 0 1 6 48
Optimal International Acquisitions 0 0 1 44 0 2 7 150
Pass‐through and Exposure 0 4 6 173 2 12 33 562
Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 0 1 1 41 3 5 9 101
Portfolio Choice and the Demand for Forward Exchange 0 0 0 19 1 3 12 82
Price rigidity, international mobility of financial capital and exchange rate volatility: Gerhard O. Orosel 0 0 0 6 0 1 3 24
Realignment risk and currency option pricing in target zones 0 0 0 31 4 4 15 221
Siegel's paradox and the pricing of currency options 0 0 0 344 2 3 16 978
Some models of the international capital market 0 0 0 37 1 1 4 119
Super contact and related optimality conditions 0 0 1 236 4 11 26 575
The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees 0 0 1 13 2 5 13 91
The Exposure of Long-Term Foreign Currency Bonds 0 0 1 59 2 3 13 156
The Microeconomics of the Firm in an Open Economy 0 0 0 47 0 1 6 205
The Theory of the Trading Firm Revisited 0 0 0 103 4 6 12 248
The World Price of Foreign Exchange Risk 0 2 6 455 5 10 43 1,128
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 4 7 16 247
The money and bond markets in France: Segmentation vs. integration 0 0 0 19 0 2 8 63
The theorems of international trade under generalized uncertainty 0 0 1 9 0 1 4 35
Two-Person Dynamic Equilibrium in the Capital Market 0 0 0 142 2 7 18 413
Total Journal Articles 5 17 45 3,924 84 161 514 11,600

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 2 2 8 138
Total Books 0 0 0 0 2 2 8 138

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 1 18 8 9 19 194
Modelling International Stock Return Cycles 0 0 0 0 2 2 5 7
Total Chapters 0 0 1 18 10 11 24 201

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Statistics updated 2026-05-06