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Bernard Dumas · Study
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Author
Bernard Dumas
30 works
· latest 2016
· 8 institutions
cluster: provisional
ORCID 0000-0002-0527-986X
Works
30 shown
Differences of Opinion and International Equity Markets
Review of Financial Studies
·
2016
·
3 authors
63
citations
Differences of Opinion and International Equity Markets
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
31
citations
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
The Journal of Finance
·
2009
·
3 authors
428
citations
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
156
citations
Are correlations of stock returns justified by subsequent changes in national outputs?
Journal of International Money and Finance
·
2003
·
3 authors
·
Open access
174
citations
Implied volatility functions: empirical tests
IEEE Conference on Computational Intelligence for Financial Engineering & Economics
·
2002
·
2 authors
·
other
101
citations
Pass‐through and Exposure
The Journal of Finance
·
2002
·
3 authors
316
citations
Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods
Review of Financial Studies
·
1999
·
2 authors
·
Open access
45
citations
Implied Volatility Functions: Empirical Tests
The Journal of Finance
·
1998
·
3 authors
1,248
citations
Pass-Through and Exposure
RePEc: Research Papers in Economics
·
1997
·
4 authors
·
preprint
18
citations
The attitude of a rational individual towards risk
Springer eBooks
·
1996
·
2 authors
·
chapter
0
citations
Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks
Economic Policy
·
1995
·
5 authors
1,205
citations
The World Price of Foreign Exchange Risk
The Journal of Finance
·
1995
·
2 authors
765
citations
The World Price of Foreign Exchange Risk
The Journal of Finance
·
1995
·
2 authors
265
citations
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
National Bureau of Economic Research
·
1994
·
1 author
·
report
·
Open access
48
citations
The World Price of Foreign Exchange Risk
National Bureau of Economic Research
·
1993
·
2 authors
·
report
·
Open access
44
citations
Realignment Risk and Currency Option Pricing in Target Zones
European Economic Review
·
1993
·
3 authors
·
Open access
42
citations
Monetary contracting between central banks and the design of sustainable exchange-rate zones
Journal of International Economics
·
1993
·
2 authors
32
citations
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
Review of Financial Studies
·
1992
·
1 author
642
citations
The world price of exchange rate risk
OpenGrey (Institut de l'Information Scientifique et Technique)
·
1992
·
2 authors
60
citations
How Long do Unilateral Target Zones Last?
Journal of International Economics
·
1991
·
2 authors
·
Open access
32
citations
Super contact and related optimality conditions
Journal of Economic Dynamics and Control
·
1991
·
1 author
367
citations
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs
The Journal of Finance
·
1991
·
2 authors
401
citations
Two-Person Dynamic Equilibrium in the Capital Market
Review of Financial Studies
·
1989
·
1 author
376
citations
Exposure to Currency Risk: Definition and Measurement
Financial Management
·
1984
·
1 author
792
citations
International Portfolio Choice and Corporation Finance: A Synthesis
The Journal of Finance
·
1983
·
1 author
1,447
citations
The Exposure of Long-Term Foreign Currency Bonds
Journal of Financial and Quantitative Analysis
·
1980
·
1 author
83
citations
The theorems of international trade under generalized uncertainty
Journal of International Economics
·
1980
·
1 author
23
citations
THE THEORY OF THE TRADING FIRM REVISITED
The Journal of Finance
·
1978
·
1 author
150
citations
OPTIMAL INTERNATIONAL ACQUISITIONS
The Journal of Finance
·
1975
·
1 author
114
citations