Access Statistics for Bernard Dumas

Author contact details at EconPapers.

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 1 1 9 392
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables 0 0 0 803 0 1 17 3,058
A Test of the International Capm using Business Cycles Indicators as Instrumental Variables 0 0 0 0 0 0 10 176
A Theory of the Nominal Character of Stock Securities 0 0 0 8 0 0 15 40
A Theory of the Nominal Character of Stock Securities 0 0 0 2 0 0 13 22
A theory of forward market intervention 0 0 0 0 0 0 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 2 6 353
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 0 5 27
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? 0 0 0 35 0 1 16 214
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 123 0 3 30 526
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 724 1 8 34 1,853
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 0 12 93
Differences of Opinion and International Equity Markets 0 0 1 15 0 0 11 85
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 1 1 8 36
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 1 1 11 1,317
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 9 320
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 2 3 18 53
Factor Price Equalization Under Uncertainty 0 0 0 0 0 0 5 44
Financial Securities - Market Equilibrium and Pricing Methods 0 0 0 0 1 1 4 15
Firms' Exposures to Geographic Risks 0 1 1 8 1 2 11 38
Firms' Exposures to Geographic Risks 0 0 0 11 0 2 11 100
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 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 19 0 0 7 198
How Long do Unilateral Target Zones Last? 0 0 0 15 0 0 10 147
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 1 1 12 190
Hysteresis Bands and Transaction Costs 0 0 0 19 0 0 7 113
Implied Volatility Functions: Empirical Tests 0 0 0 0 0 0 10 57
Implied Volatility Functions: Empirical Tests 0 0 0 232 1 1 12 604
Implied Volatility Functions: Empirical Tests 0 0 3 1,957 1 3 33 5,554
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 25 0 2 12 151
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 12 1 1 10 69
International Portfolio Choice and Corporation Finance: A Survey 0 0 0 1 0 0 7 383
Les titres financiers - équilibre du marché et méthodes d'évaluation 0 0 0 0 0 0 4 22
MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES 0 0 0 1 0 0 3 180
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 0 14 105
Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035) 0 0 0 0 0 0 12 148
Optimal domestic acquisitions 0 0 0 0 0 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 0 3 14 1,318
Partial- vs general-equilibrium models of the international capital market 0 0 0 0 1 1 7 41
Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium 0 0 0 2 1 1 7 1,762
Pass-Through and Exposure 0 0 0 1 2 5 16 763
Pass-Through and Exposure 0 0 0 0 0 1 12 88
Pass-through and Exposure 0 0 0 77 1 1 17 253
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 30 1 1 17 187
Perishable Investment and Hysteresis in Capital Formation 0 0 0 1 0 1 12 227
Perishable Investment and Hysteresis in Capital Formation 0 0 0 0 0 0 10 28
Pricing Physical Assets Internationally 0 0 0 1 0 0 5 89
Pricing Physical Assets Internationally 0 0 0 24 2 4 11 236
Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 0 0 6 170
Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 0 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 0 1 4 225
Realignment Risk and Currency Option Pricing in Target Zones 0 0 0 107 0 2 18 804
Realignment risk and currency option pricing in target zones 0 0 0 0 0 0 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 5 2,525
Siegel's paradox and the pricing of currency options 0 0 0 0 1 3 18 51
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 0 11 29
Target Zones Big and Small 0 0 0 25 1 2 9 135
The Debt Capacity of a Government 0 0 2 37 0 0 10 92
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 4 1 2 11 46
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 6 1 2 14 78
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 11 0 1 11 51
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 2 2 3 55 3 4 15 125
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 0 0 1 1 8 183
The World Price of Foreign Exchange Risk 0 0 0 0 0 0 11 326
The World Price of Foreign Exchange Risk 0 0 1 305 0 0 14 995
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 1 1 12 225
The stochastic Ramsey problem and stock prices 0 0 0 0 0 0 4 13
The welfare economics of speculation 0 0 0 0 0 0 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 0 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 8 112
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 0 6 63
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 30 0 0 14 136
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 94 0 1 17 393
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 1 1 1 80 1 2 10 390
Total Working Papers 3 4 13 6,607 31 87 1,033 35,698

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 28 668
Are correlations of stock returns justified by subsequent changes in national outputs? 0 0 0 85 0 1 14 361
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan 0 0 0 56 0 0 5 261
Differences of Opinion and International Equity Markets 0 0 0 3 0 0 15 65
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 0 0 1 346 0 3 13 891
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 0 10 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 94 0 5 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 11 184
How long do unilateral target zones last? 0 0 0 19 0 0 7 191
Hysteresis bands on returns, holding period and transaction costs 0 0 2 10 1 2 22 88
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 7 0 0 12 80
International Finance-Problems of Segmented Capital Markets: Discussion 0 0 0 63 0 0 3 360
International Portfolio Choice and Corporation Finance: A Synthesis 0 3 13 1,055 2 7 76 2,255
Monetary contracting between central banks and the design of sustainable exchange-rate zones 0 0 0 11 0 1 6 49
Optimal International Acquisitions 0 0 1 44 0 0 7 150
Pass‐through and Exposure 0 0 6 173 2 5 35 568
Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 0 0 1 41 1 1 10 102
Portfolio Choice and the Demand for Forward Exchange 0 0 0 19 1 1 13 84
Price rigidity, international mobility of financial capital and exchange rate volatility: Gerhard O. Orosel 0 0 0 6 1 1 5 26
Realignment risk and currency option pricing in target zones 0 0 0 31 1 1 16 223
Siegel's paradox and the pricing of currency options 0 0 0 344 0 1 16 979
Some models of the international capital market 0 0 0 37 0 1 4 120
Super contact and related optimality conditions 1 1 2 237 1 2 27 578
The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees 0 0 1 13 0 1 13 93
The Exposure of Long-Term Foreign Currency Bonds 0 0 1 59 0 0 12 156
The Microeconomics of the Firm in an Open Economy 0 0 0 47 3 4 9 209
The Theory of the Trading Firm Revisited 0 0 0 103 0 3 15 251
The World Price of Foreign Exchange Risk 0 0 6 455 1 7 50 1,137
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 2 2 2 24 3 3 19 252
The money and bond markets in France: Segmentation vs. integration 0 0 0 19 0 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 0 2 20 416
Total Journal Articles 3 6 45 3,930 18 56 544 11,678

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 0 17 195
Modelling International Stock Return Cycles 0 0 0 0 0 0 6 8
Total Chapters 0 0 0 18 0 0 23 203

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10