NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Bernard Dumas

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

June 2013Financial-market Equilibrium with Friction
with Adrian Buss: w19155
January 2011Differences of Opinion and International Equity Markets
with Karen K. Lewis, Emilio Osambela: w16726
December 2008Incomplete-Market Equilibria Solved Recursively on an Event Tree
with Andrew Lyasoff: w14629
September 2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
with Alexander Kurshev, Raman Uppal: w13401
November 2005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
with Alexander Kurshev, Raman Uppal: w11803
November 2003Cross-Border Valuation: The International Cost of Equity Capital
with Gordon M. Bodnar, Richard D. Marston: w10115
March 1999Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods
with Raman Uppal: w6994
April 1998Efficient Intertemporal Allocations with Recursive Utility
with Raman Uppal, Tan Wang: t0231
March 1996Implied Volatility Functions: Empirical Tests
with Jeff Fleming, Robert E. Whaley: w5500
February 1994A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
w4657
January 1994A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
November 1993Currency Option Pricing in Credible Target Zones
with L. Peter Jennergren, Bertil Naslund: w4522
September 1993Partial- Vs. General-Equilibrium Models of the International Capital Market
w4446
Realignment Risk and Currency Option Pricing in Target Zones
with L. Peter Jennergren, Bertil Naslund: w4458
The World Price of Foreign Exchange Risk
with Bruno Solnik: w4459
December 1991How Long do Unilateral Target Zones Last?
with Lars E.O. Svensson: w3931
January 1991Target Zones Big and Small
with Francisco Delgado: w3601
September 1990Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones
with Francisco Delgado: w3440
April 1989Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian.
t0077
Perishable Investment and Hysteresis in Capital Formation
w2930
April 1988Pricing Physical Assets Internationally
w2569
September 1986Two-Person Dynamic Equilibrium: Trading in the Capital Market
w2016

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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