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 3 5 387
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables 0 0 0 803 1 6 8 3,048
A Test of the International Capm using Business Cycles Indicators as Instrumental Variables 0 0 0 0 0 5 7 173
A Theory of the Nominal Character of Stock Securities 0 0 0 8 2 6 9 33
A Theory of the Nominal Character of Stock Securities 0 0 0 2 2 6 12 20
A theory of forward market intervention 0 0 0 0 2 5 6 19
A theory of the nominal character of stock securities 0 0 0 8 1 3 4 29
An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) 0 0 0 0 0 3 4 351
An exact solution to the portfolio choice problem under transactions costs 0 0 0 0 1 1 2 20
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? 0 0 0 0 0 2 3 25
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? 0 0 0 35 4 9 11 208
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 123 1 9 17 513
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 724 1 6 11 1,829
Currency Option Pricing in Credible Target Zones 0 0 0 157 0 2 4 1,008
Currency Option Pricing in Credible Target Zones 0 0 0 0 0 1 5 574
Currency option pricing in credible target zones 0 0 0 0 0 3 3 21
Differences of Opinion and International Equity Markets 0 0 0 10 3 10 13 91
Differences of Opinion and International Equity Markets 0 0 1 15 3 8 10 83
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 7 10 1,315
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 4 8 33
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 1 3 6 316
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 54 1 7 12 275
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 1 9 16 46
Factor Price Equalization Under Uncertainty 0 0 0 0 0 2 4 43
Financial Securities - Market Equilibrium and Pricing Methods 0 0 0 0 0 2 3 13
Firms' Exposures to Geographic Risks 0 0 1 7 0 2 7 33
Firms' Exposures to Geographic Risks 0 0 0 11 2 5 9 97
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 92 0 8 11 598
How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not) 0 0 0 0 0 2 3 169
How Long Do Unilateral Target Zones Last? 0 0 0 0 0 4 5 154
How Long Do Unilateral Target Zones Last? 0 0 0 19 0 4 5 196
How Long Do Unilateral Target Zones Last? 0 0 0 0 0 4 6 156
How Long do Unilateral Target Zones Last? 0 0 0 15 3 8 10 146
How Long do Unilateral Target Zones Last? 0 0 0 0 0 0 0 13
How Long do Unilateral Target Zones last? 0 0 0 0 1 8 10 188
Hysteresis Bands and Transaction Costs 0 0 2 19 0 2 7 110
Implied Volatility Functions: Empirical Tests 1 2 3 1,957 5 8 13 5,533
Implied Volatility Functions: Empirical Tests 0 0 0 232 1 7 8 600
Implied Volatility Functions: Empirical Tests 0 0 0 0 1 5 10 55
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 12 2 5 10 68
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 25 0 4 8 146
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 21 0 1 5 115
International Portfolio Choice and Corporation Finance: A Survey 0 0 0 1 0 5 11 383
Les titres financiers - équilibre du marché et méthodes d'évaluation 0 0 0 0 0 2 2 20
MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 0 2 4 7 243
MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 1 0 2 4 180
MONETARY CONTRATING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 0 0 1 2 14
Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones 0 0 0 7 0 5 11 102
Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035) 0 0 0 0 1 9 10 146
Optimal domestic acquisitions 0 0 0 0 0 1 3 16
Partial - vs General - Equilibrium Models of the International Capital Market 0 0 0 0 5 12 19 279
Partial- Vs. General-Equilibrium Models of the International Capital Market 0 0 1 335 1 6 11 1,312
Partial- vs general-equilibrium models of the international capital market 0 0 0 0 0 5 8 40
Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium 0 0 0 2 0 4 4 1,759
Pass-Through and Exposure 0 0 0 1 0 6 7 753
Pass-Through and Exposure 0 0 0 0 2 8 10 85
Pass-through and Exposure 0 0 0 77 1 10 13 248
Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985 0 0 0 0 0 4 4 114
Perishable Investment and Hysteresis in Capital Formation 0 0 0 0 1 7 10 27
Perishable Investment and Hysteresis in Capital Formation 0 0 0 30 3 9 12 181
Perishable Investment and Hysteresis in Capital Formation 0 0 0 1 1 5 8 223
Pricing Physical Assets Internationally 0 0 0 24 0 3 5 230
Pricing Physical Assets Internationally 0 0 0 1 1 2 2 86
Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 0 2 6 168
Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 0 1 3 21
Rational expectations and market efficiency 0 0 0 0 0 1 3 46
Realignment Bank and Currency Option Pricing in Target Zones 0 0 0 0 2 2 3 223
Realignment Risk and Currency Option Pricing in Target Zones 0 0 0 107 1 7 13 797
Realignment risk and currency option pricing in target zones 0 0 0 0 4 6 8 18
Realignment risk and currency option pricing in target zones 0 0 0 0 0 3 5 20
Short and long-term hedging for the corporation 0 0 0 0 0 4 4 21
Short- and Long-term Hedging for the Corporation 0 0 0 291 0 1 2 1,351
Siegel's Paradox and Pricing of Currency Options 0 0 0 7 1 5 6 2,525
Siegel's paradox and the pricing of currency options 0 0 0 0 2 7 12 44
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 3 4 162
Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian 0 0 1 112 0 6 8 361
Super-contact and Related Optimality Condition 0 0 0 0 0 5 9 26
Target Zones Big and Small 0 0 0 25 1 6 8 132
The Debt Capacity of a Government 0 1 2 37 2 3 10 89
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 4 2 7 7 42
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 1 6 1 6 9 72
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 11 0 3 6 45
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 1 1 53 1 9 13 119
The Money and Bond Markets in France: Segmentation vs. Integration 0 0 0 0 0 4 4 261
The World Price of Foreign Exchange Risk 0 0 0 0 0 5 14 326
The World Price of Foreign Exchange Risk 0 0 0 304 0 3 10 990
The World Price of Foreign Exchange Risk 0 0 0 0 0 0 7 179
The equilibrium relationship between simultaneous spot and futures commodities prices 0 0 0 0 0 1 1 10
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 2 3 6 218
The stochastic Ramsey problem and stock prices 0 0 0 0 0 1 3 11
The welfare economics of speculation 0 0 0 0 0 1 3 236
The world price of exchange rate risk 0 0 0 0 0 2 4 36
The world price of foreign exchange risk 0 0 0 0 2 5 7 41
Time to ship and the Dynamics of PPP deviations 0 0 0 0 0 0 0 9
Trade balance, foreign exchange overspending, underspending: a reappraisal 0 0 0 0 0 0 2 13
Trading Fees and Slow-Moving Capital 0 0 1 21 1 5 8 47
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 1 3 60
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 30 1 4 9 129
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 1 2 61
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 2 3 5 109
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 3 10 14 389
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 30 1 6 10 225
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 79 0 4 7 385
Total Working Papers 1 4 14 6,602 87 455 741 35,308

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 1 6 266 0 9 20 655
Are correlations of stock returns justified by subsequent changes in national outputs? 0 0 0 85 0 7 14 357
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan 0 0 0 56 0 0 3 258
Differences of Opinion and International Equity Markets 0 0 0 3 4 7 12 61
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 0 1 1 346 1 3 5 883
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 5 12 284
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 1 1 4 94 1 2 14 409
From volatility smiles to the volatility of volatility 0 0 0 16 0 15 16 71
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 1 8 9 181
How long do unilateral target zones last? 0 0 0 19 0 4 6 189
Hysteresis bands on returns, holding period and transaction costs 1 1 1 9 1 6 9 74
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 7 2 8 9 77
International Finance-Problems of Segmented Capital Markets: Discussion 0 0 0 63 0 1 2 358
International Portfolio Choice and Corporation Finance: A Synthesis 1 4 13 1,049 3 28 71 2,234
Monetary contracting between central banks and the design of sustainable exchange-rate zones 0 0 0 11 1 5 6 48
Optimal International Acquisitions 0 0 1 44 1 4 6 149
Pass‐through and Exposure 1 3 3 170 6 14 29 556
Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 1 1 1 41 1 4 5 97
Portfolio Choice and the Demand for Forward Exchange 0 0 0 19 0 5 9 79
Price rigidity, international mobility of financial capital and exchange rate volatility: Gerhard O. Orosel 0 0 0 6 0 1 2 23
Realignment risk and currency option pricing in target zones 0 0 0 31 0 9 12 217
Siegel's paradox and the pricing of currency options 0 0 0 344 0 9 13 975
Some models of the international capital market 0 0 0 37 0 2 4 118
Super contact and related optimality conditions 0 1 1 236 3 14 19 567
The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees 0 1 1 13 0 5 9 86
The Exposure of Long-Term Foreign Currency Bonds 0 1 1 59 1 8 11 154
The Microeconomics of the Firm in an Open Economy 0 0 0 47 1 4 6 205
The Theory of the Trading Firm Revisited 0 0 3 103 1 5 10 243
The World Price of Foreign Exchange Risk 0 2 5 453 3 27 38 1,121
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 1 5 11 241
The money and bond markets in France: Segmentation vs. integration 0 0 0 19 1 5 7 62
The theorems of international trade under generalized uncertainty 0 0 1 9 0 0 3 34
Two-Person Dynamic Equilibrium in the Capital Market 0 0 0 142 3 12 14 409
Total Journal Articles 5 17 43 3,912 36 241 416 11,475

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 2 7 136
Total Books 0 0 0 0 0 2 7 136

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 1 5 11 186
Modelling International Stock Return Cycles 0 0 0 0 0 3 3 5
Total Chapters 0 0 1 18 1 8 14 191

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Statistics updated 2026-03-04