Bernard Dumas

All Institutions: INSEAD; Université de Lausanne; University of Pennsylvania; University of Torino; HEC School of Management; HEC School of Management, Stockholm; Wharton School of Finance, University of Pennsylvania; Universit de Lausanne; Duke University

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Two-Person Dynamic Equilibrium Trading in the Capital Market

Year: 1986
Journal: Review of Financial Studies
Authors: Bernard Dumas

Target Zones Big and Small

Year: 1991
Journal: No Journal Matched
Authors: Francisco Delgado; Bernard Dumas

How Long Do Unilateral Target Zones Last?

Year: 1992
Journal: No Journal Matched
Authors: Bernard Dumas; Lars E. O. Svensson

Currency Option Pricing in Credible Target Zones

Year: 1993
Journal: Futures
Authors: Bernard Dumas; L. Peter Jennergren; Bertil Nslund

A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables

Year: 1994
Journal: No Journal Matched
Authors: Bernard Dumas

Implied Volatility Functions: Empirical Tests

Year: 1996
Journal: No Journal Matched
Authors: Bernard Dumas; Jeff Fleming; Robert E. Whaley

Crossborder Valuation: The International Cost of Equity Capital

Year: 2003
Journal: No Journal Matched
Authors: Gordon M. Bodnar; Bernard Dumas; Richard C. Marston

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?

Year: 2005
Journal: No Journal Matched
Authors: Bernard Dumas; Alexander Kurshev; Raman Uppal

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

Year: 2007
Journal: Journal of Finance
Authors: Bernard Dumas; Alexander Kurshev; Raman Uppal

Incomplete Market Equilibria Solved Recursively on an Event Tree

Year: 2008
Journal: Journal of Finance
Authors: Bernard Dumas; Andrew Lyasoff

Differences of Opinion and International Equity Markets

Year: 2011
Journal: Review of Financial Studies
Authors: Bernard Dumas; Karen K. Lewis; Emilio Osambela

The Dynamic Properties of Financial Market Equilibrium with Trading Fees

Year: 2013
Journal: Journal of Finance
Authors: Adrian Buss; Bernard Dumas

The Dynamic Properties of Financial Market Equilibrium with Trading Fees

Year: 2015
Journal: Journal of Finance
Authors: Adrian Buss; Bernard Dumas

Firms’ Exposures to Geographic Risks

Year: 2020
Journal: Journal of International Money and Finance
Authors: Bernard Dumas; Tymur Gabuniya; Richard C. Marston

A Theory of the Nominal Character of Stock Securities

Year: 2020
Journal: Review of Finance
Authors: Bernard Dumas; Marcel Savioz

The Debt Capacity of a Government

Year: 2021
Journal: No Journal Matched
Authors: Bernard Dumas; Paul Ehling; Chunyu Yang

The Debt Capacity of a Government

Year: 2021
Journal: No Journal Matched
Authors: Bernard Dumas; Paul Ehling; Chunyu Yang

Author Disambiguation

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