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 4 9 391
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables 0 0 0 803 1 9 17 3,057
A Test of the International Capm using Business Cycles Indicators as Instrumental Variables 0 0 0 0 1 3 10 176
A Theory of the Nominal Character of Stock Securities 0 0 0 2 0 2 13 22
A Theory of the Nominal Character of Stock Securities 0 0 0 8 1 7 16 40
A theory of forward market intervention 0 0 0 0 1 5 11 24
A theory of the nominal character of stock securities 0 0 0 8 0 3 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 0 2 20
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? 0 0 0 0 2 2 5 27
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? 0 0 0 35 2 5 15 213
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 123 2 10 27 523
Cross-Border Valuation: The International Cost of Equity Capital 0 0 0 724 7 16 27 1,845
Currency Option Pricing in Credible Target Zones 0 0 0 0 0 1 5 575
Currency Option Pricing in Credible Target Zones 0 0 0 157 0 4 7 1,012
Currency option pricing in credible target zones 0 0 0 0 0 2 5 23
Differences of Opinion and International Equity Markets 0 0 1 15 1 2 11 85
Differences of Opinion and International Equity Markets 0 0 0 10 1 2 13 93
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 0 0 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 54 0 5 15 280
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 75 0 2 8 318
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 0 5 0 4 17 50
Factor Price Equalization Under Uncertainty 0 0 0 0 0 1 5 44
Financial Securities - Market Equilibrium and Pricing Methods 0 0 0 0 0 1 3 14
Firms' Exposures to Geographic Risks 0 0 0 11 0 1 10 98
Firms' Exposures to Geographic Risks 0 0 0 7 0 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 1 2 7 198
How Long Do Unilateral Target Zones Last? 0 0 0 0 0 4 10 160
How Long Do Unilateral Target Zones Last? 0 0 0 0 0 5 10 159
How Long do Unilateral Target Zones Last? 0 0 0 0 0 2 2 15
How Long do Unilateral Target Zones Last? 0 0 0 15 0 1 11 147
How Long do Unilateral Target Zones last? 0 0 0 0 1 1 11 189
Hysteresis Bands and Transaction Costs 0 0 1 19 1 3 8 113
Implied Volatility Functions: Empirical Tests 0 0 3 1,957 5 18 30 5,551
Implied Volatility Functions: Empirical Tests 0 0 0 232 0 3 11 603
Implied Volatility Functions: Empirical Tests 0 0 0 0 0 2 11 57
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 21 0 4 8 119
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 25 1 3 11 149
International Portfolio Choice and Corporation Finance: A Survey 0 0 0 1 0 0 9 383
Les titres financiers - équilibre du marché et méthodes d'évaluation 0 0 0 0 1 2 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 1 3 15
Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones 0 0 0 7 2 3 14 105
Monetary Contracting between Central Banks and the Design of Sustainable Exchange-Rate Zones (Reprint 035) 0 0 0 0 1 2 12 148
Optimal domestic acquisitions 0 0 0 0 0 2 5 18
Partial - vs General - Equilibrium Models of the International Capital Market 0 0 0 0 0 4 21 283
Partial- Vs. General-Equilibrium Models of the International Capital Market 0 0 0 335 0 3 12 1,315
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 2 6 1,761
Pass-Through and Exposure 0 0 0 0 1 2 12 87
Pass-Through and Exposure 0 0 0 1 1 5 11 758
Pass-through and Exposure 0 0 0 77 1 4 17 252
Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985 0 0 0 0 0 1 5 115
Perishable Investment and Hysteresis in Capital Formation 0 0 0 0 0 1 10 28
Perishable Investment and Hysteresis in Capital Formation 0 0 0 1 2 3 11 226
Perishable Investment and Hysteresis in Capital Formation 0 0 0 30 1 5 16 186
Pricing Physical Assets Internationally 0 0 0 24 0 2 7 232
Pricing Physical Assets Internationally 0 0 0 1 0 3 5 89
Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 1 2 7 170
Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates 0 0 0 0 0 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 0 1 3 224
Realignment Risk and Currency Option Pricing in Target Zones 0 0 0 107 0 5 18 802
Realignment risk and currency option pricing in target zones 0 0 0 0 0 0 5 20
Realignment risk and currency option pricing in target zones 0 0 0 0 3 5 13 23
Short and long-term hedging for the corporation 0 0 0 0 0 4 8 25
Short- and Long-term Hedging for the Corporation 0 0 0 291 0 1 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 0 4 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 0 1 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 0 6 14 367
Super-contact and Related Optimality Condition 0 0 0 0 1 3 11 29
Target Zones Big and Small 0 0 0 25 0 1 9 133
The Debt Capacity of a Government 0 0 2 37 0 3 12 92
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 4 0 2 9 44
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 0 11 0 5 10 50
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees 0 0 1 6 0 4 13 76
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 0 2 13 121
The Money and Bond Markets in France: Segmentation vs. Integration 0 0 0 0 0 1 5 262
The World Price of Foreign Exchange Risk 0 1 1 305 0 5 15 995
The World Price of Foreign Exchange Risk 0 0 0 0 0 3 7 182
The World Price of Foreign Exchange Risk 0 0 0 0 0 0 12 326
The equilibrium relationship between simultaneous spot and futures commodities prices 0 0 0 0 0 1 2 11
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 6 12 224
The stochastic Ramsey problem and stock prices 0 0 0 0 1 2 5 13
The welfare economics of speculation 0 0 0 0 1 2 5 238
The world price of exchange rate risk 0 0 0 0 0 3 6 39
The world price of foreign exchange risk 0 0 0 0 0 3 10 44
Time to ship and the Dynamics of PPP deviations 0 0 0 0 0 1 1 10
Trade balance, foreign exchange overspending, underspending: a reappraisal 0 0 0 0 0 2 3 15
Trading Fees and Slow-Moving Capital 0 0 0 21 0 7 13 54
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 2 3 6 63
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 5 7 66
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 0 0 3 8 112
Two-Person Dynamic Equilibrium: Trading in the Capital Market 0 0 0 30 0 7 16 136
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? 0 0 0 94 0 3 17 392
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 1 3 9 388
Total Working Papers 0 1 11 6,603 48 303 993 35,611

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 3 7 269 1 10 28 665
Are correlations of stock returns justified by subsequent changes in national outputs? 0 0 0 85 1 3 15 360
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan 0 0 0 56 1 3 5 261
Differences of Opinion and International Equity Markets 0 0 0 3 0 4 16 65
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 0 0 1 346 0 5 10 888
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 2 13 286
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 0 0 2 94 2 8 16 417
From volatility smiles to the volatility of volatility 0 0 0 16 0 3 19 74
Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods 0 0 0 0 0 3 12 184
How long do unilateral target zones last? 0 0 0 19 1 2 8 191
Hysteresis bands on returns, holding period and transaction costs 0 1 2 10 2 12 20 86
Incomplete-Market Equilibria Solved Recursively on an Event Tree 0 0 0 7 1 3 12 80
International Finance-Problems of Segmented Capital Markets: Discussion 0 0 0 63 1 2 3 360
International Portfolio Choice and Corporation Finance: A Synthesis 0 3 11 1,052 1 14 77 2,248
Monetary contracting between central banks and the design of sustainable exchange-rate zones 0 0 0 11 0 0 6 48
Optimal International Acquisitions 0 0 1 44 0 1 7 150
Pass‐through and Exposure 0 3 6 173 1 7 32 563
Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 0 0 1 41 0 4 9 101
Portfolio Choice and the Demand for Forward Exchange 0 0 0 19 1 4 13 83
Price rigidity, international mobility of financial capital and exchange rate volatility: Gerhard O. Orosel 0 0 0 6 1 2 4 25
Realignment risk and currency option pricing in target zones 0 0 0 31 1 5 16 222
Siegel's paradox and the pricing of currency options 0 0 0 344 0 3 16 978
Some models of the international capital market 0 0 0 37 0 1 4 119
Super contact and related optimality conditions 0 0 1 236 1 9 26 576
The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees 0 0 1 13 1 6 14 92
The Exposure of Long-Term Foreign Currency Bonds 0 0 1 59 0 2 13 156
The Microeconomics of the Firm in an Open Economy 0 0 0 47 0 0 6 205
The Theory of the Trading Firm Revisited 0 0 0 103 0 5 12 248
The World Price of Foreign Exchange Risk 0 2 6 455 2 9 44 1,130
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 2 8 18 249
The money and bond markets in France: Segmentation vs. integration 0 0 0 19 0 1 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 1 5 19 414
Total Journal Articles 0 12 42 3,924 22 147 525 11,622

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 7 138
Total Books 0 0 0 0 0 2 7 138

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 0 18 1 9 19 195
Modelling International Stock Return Cycles 0 0 0 0 1 3 6 8
Total Chapters 0 0 0 18 2 12 25 203

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Statistics updated 2026-06-04