NBER Publications by Bernard Dumas
Working Papers and Chapters
| December 2008 | Incomplete-Market Equilibria Solved Recursively on an Event Tree
with Andrew Lyasoff: w14629
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| September 2007 | Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
with Alexander Kurshev, Raman Uppal: w13401
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| November 2005 | What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
with Alexander Kurshev, Raman Uppal: w11803
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| November 2003 | Cross-Border Valuation: The International Cost of Equity Capital
with Gordon M. Bodnar, Richard D. Marston: w10115
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| March 1999 | Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods
with Raman Uppal: w6994
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| April 1998 | Efficient Intertemporal Allocations with Recursive Utility
with Raman Uppal, Tan Wang: t0231
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| March 1996 | Implied Volatility Functions: Empirical Tests
with Jeff Fleming, Robert E. Whaley: w5500
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| October 1994 | How Long do Unilateral Target Zones Last?
with Lars E.O. Svensson: w3931
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| February 1994 | A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
w4657
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| January 1994 | A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
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| November 1993 | Currency Option Pricing in Credible Target Zones
with L. Peter Jennergren, Bertil Naslund: w4522
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| September 1993 | Partial- Vs. General-Equilibrium Models of the International Capital Market
w4446
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| Realignment Risk and Currency Option Pricing in Target Zones
with L. Peter Jennergren, Bertil Naslund: w4458
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| The World Price of Foreign Exchange Risk
with Bruno Solnik: w4459
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| January 1991 | Target Zones Big and Small
with Francisco Delgado: w3601
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| September 1990 | Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones
with Francisco Delgado: w3440
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| May 1990 | Two-Person Dynamic Equilibrium: Trading in the Capital Market
w2016
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| April 1989 | Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian.
t0077
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| Perishable Investment and Hysteresis in Capital Formation
w2930
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| April 1988 | Pricing Physical Assets Internationally
w2569
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Additional information about this author |
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Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
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2008 )
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2007 )
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earlier ) (
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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