Bernard Dumas : Citation Profile

Are you Bernard Dumas?

INSEAD

20

H index

28

i10 index

2807

Citations

RESEARCH PRODUCTION:

32

Articles

99

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   47 years (1974 - 2021). See details.
   Cites by year: 59
   Journals where Bernard Dumas has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 24 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu519
   Updated: 2024-11-04    RAS profile: 2023-01-06    
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Relations with other researchers

Works with:

Savioz, Marcel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bernard Dumas.

Is cited by:

Coeurdacier, Nicolas (46)

Peel, David (35)

Lewis, Karen (28)

Uppal, Raman (27)

Paya, Ivan (26)

Taylor, Mark (23)

Bekaert, Geert (19)

Svensson, Lars (18)

Sarno, Lucio (18)

HASAN, IFTEKHAR (17)

Vilkov, Grigory (15)

Cites to:

Campbell, John (22)

Svensson, Lars (11)

Shiller, Robert (10)

Vayanos, Dimitri (10)

Shleifer, Andrei (10)

merton, robert (9)

Duffie, Darrell (9)

Constantinides, George (8)

Harvey, Campbell (8)

Froot, Kenneth (7)

Obstfeld, Maurice (7)

Main data

Where Bernard Dumas has published?

Journals with more than one article published# docs
Journal of Finance9
The Review of Financial Studies4
European Economic Review3
Journal of Banking & Finance3
Journal of International Economics3
Journal of International Money and Finance3
American Economic Review2

Working Papers Series with more than one paper published# docs
Working Papers / HAL25
NBER Working Papers / National Bureau of Economic Research, Inc23
CEPR Discussion Papers / C.E.P.R. Discussion Papers10
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
Working Papers / University of Pennsylvania, Wharton School, Weiss Center3
Post-Print / HAL2

Recent works citing Bernard Dumas (2024 and 2023)

YearTitle of citing document
2024Dynamic Transportation of Economic Agents. (2023). Lyasoff, Andrew. In: Papers. RePEc:arx:papers:2303.12567.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2023The optimal reinsurance strategy with price-competition between two reinsurers. (2023). Abd, Jingzhen Liu ; Liu, Fangda ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2305.00509.

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2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2023Investor beliefs about transformative innovations under uncertainty. (2023). Oechslin, Manuel ; Garbely, Anja ; Binswanger, Johannes. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1119-1144.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2024Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean-Charles ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2023Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk. In: Working Papers. RePEc:dnb:dnbwpp:767.

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2024Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20242924.

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2023Secured and unsecured debt in creditor-friendly bankruptcy. (2023). Naqvi, Hassan ; Franois, Pascal. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000627.

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2024How does currency risk impact firms? New evidence from bank loan contracts. (2024). Hunter, Delroy M ; Francis, Bill B ; Bergbrant, Mikael C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

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2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

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2023What explains equity home bias? Theory and evidence at the sector level. (2023). Hu, Chenyue. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002131.

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2023Global political risk and international stock returns. (2023). Zenios, Stavros A ; Pagliardi, Giovanni ; Gala, Vito D. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:78-102.

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2023Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606.

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2023Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?. (2023). Sun, Yiru ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002260.

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2024The effect of regime-switching transaction costs and cash dividends on liquidity premia. (2024). Kim, Taeyoon ; Jang, Bong-Gyu ; Chae, Jiwon. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182.

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2023Global geopolitical risk and volatility connectedness among Chinas sectoral stock markets. (2023). Wang, Weiqiang ; Zhang, Weiqi ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008590.

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2023Realized semibetas and international stock return predictability. (2023). Perez, Fernando ; Herrerias, Renata ; Amaya, Diego ; Vasquez, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323010139.

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2023Transaction costs, frequent trading, and stock prices. (2023). Isaenko, Sergey. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000647.

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2024Relative performance evaluation in spillover networks. (2024). Zhao, Wei ; Sun, Yang. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:285-311.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2023Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421.

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2023Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Schroder, Henning ; Requejo, Ignacio ; Monkemeyer, Marwin ; Drobetz, Wolfgang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.

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2024Are macroeconomic indices fools gold?. (2024). Nakata, Hiroyuki ; Motolese, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:240-260.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46.

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2023International trade and the risk in bilateral exchange rates. (2023). Loualiche, Erik ; Hassan, Ramin ; Ward, Colin ; Pecora, Alexandre R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435.

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2023CEO risk preferences, hedging intensity, and firm value. (2023). Mandal, Sonik ; Doukas, John A ; Chowdhury, Rajib. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001541.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Li, Donghui ; Han, Liyan ; Ding, Wenjie ; Qiao, Tongshuai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024Unveiling the impact of income taxes on inequality in a HACT model. (2024). Parro, Francisco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000812.

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2023Global risk and market conditions. (2023). Carrieri, Francesca ; Akbari, Amir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:51-70.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2023International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933.

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2023Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey. (2023). Tuna, Gulcay ; Taha, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3103-:d:1110401.

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2023Optimal consumption with labor income and borrowing constraints for recursive preferences. (2023). Menoukeu-Pamen, Olivier ; Kuissi-Kamdem, Wilfried ; Becherer, Dirk. In: Working Papers. RePEc:hal:wpaper:hal-04017143.

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2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Working Papers. RePEc:hal:wpaper:hal-04086378.

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2023Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4190-4209.

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2023Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen. (2023). Ho, Taek ; Bae, Sung C. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09391-7.

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2024Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4.

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2023Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Rockinger, Michael ; Bernoussi, Rim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6.

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2023Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y.

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2023The Geography of Capital Allocation in the Euro Area. (2023). Schreger, Jesse ; Schmitz, Martin ; Maggiori, Matteo ; Lewis, Angus ; Coppola, Antonio ; Beck, Roland. In: SocArXiv. RePEc:osf:socarx:rzwd2.

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2023Event studies in international finance research. (2023). Sy, Oumar ; Mansi, Sattar A ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00534-6.

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2023Unraveling the relationship between betas and ESG scores through the Random Forests methodology. (2023). del Carmen, Maria ; Martin-Cervantes, Pedro Antonio. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00121-5.

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2024The Distributional Effects of Asset Returns. (2024). Fernandez-Villaverde, Jesus ; Levintal, Oren. In: PIER Working Paper Archive. RePEc:pen:papers:24-009.

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2023Optimal Portfolio Rebalancing with Sweep Under Transaction Cost. (2023). Arjmandi, Nabi. In: MPRA Paper. RePEc:pra:mprapa:117162.

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2023Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86.

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2023How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China. (2023). Xu, Lei ; Chen, Jingrui ; Yang, Jinyu ; Liu, Wenwen. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231152131.

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2023The social value of overreaction to information. (2023). D'Arienzo, Daniele ; Bizzarri, Matteo. In: CSEF Working Papers. RePEc:sef:csefwp:690.

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2023Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine. In: Working Papers. RePEc:snb:snbwpa:2023-05.

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2023Deep learning algorithms for hedging with frictions. (2023). Zhang, Zhanhao ; Xu, Daran ; Shi, Xiaofei. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-023-00075-z.

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2023The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations. (2023). Jerome, Joseph ; Hobson, David ; Herdegen, Martin. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00495-6.

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2023Public Debt and the Balance Sheet of the Private Sector. (2023). Rochet, Jean ; von Thadden, Ernst-Ludwig ; Gersbach, Hans. In: TSE Working Papers. RePEc:tse:wpaper:127930.

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2023The Capital Asset Pricing Model: A New Empirical Investigation. (2023). Zarifhonarvar, Ali. In: EconStor Preprints. RePEc:zbw:esprep:268396.

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Works by Bernard Dumas:

YearTitleTypeCited
1976Portfolio Choice and the Demand for Forward Exchange. In: American Economic Review.
[Full Text][Citation analysis]		article7
1977The Microeconomics of the Firm in an Open Economy. In: American Economic Review.
[Full Text][Citation analysis]		article2
1990MONETARY CONTRATING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES In: Economic Research Papers.
[Full Text][Citation analysis]		paper17
1993Monetary contracting between central banks and the design of sustainable exchange-rate zones.(1993) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
1990MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES..(1990) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1990Monetary Contracting Between Central Banks and the Design of SustainableExchange-Rate Zones.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1990MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES..(1990) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1975Optimal International Acquisitions. In: Journal of Finance.
[Full Text][Citation analysis]		article20
1977International Finance-Problems of Segmented Capital Markets: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1978The Theory of the Trading Firm Revisited. In: Journal of Finance.
[Full Text][Citation analysis]		article59
1983 International Portfolio Choice and Corporation Finance: A Synthesis. In: Journal of Finance.
[Full Text][Citation analysis]		article512
1991 An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs. In: Journal of Finance.
[Full Text][Citation analysis]		article148
1995 The World Price of Foreign Exchange Risk. In: Journal of Finance.
[Full Text][Citation analysis]		article390
1993The World Price of Foreign Exchange Risk..(1993) In: Weiss Center Working Papers.
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1994The world price of foreign exchange risk.(1994) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 390		paper
1993The World Price of Foreign Exchange Risk.(1993) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 390		paper
2002Pass-through and Exposure In: Journal of Finance.
[Full Text][Citation analysis]		article98
2000Pass-through and Exposure.(2000) In: Working Papers.
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1998Pass-Through and Exposure.(1998) In: Weiss Center Working Papers.
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This paper has nother version. Agregated cites: 98		paper
1997Pass-Through and Exposure.(1997) In: Working Papers.
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This paper has nother version. Agregated cites: 98		paper
2009Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility In: Journal of Finance.
[Full Text][Citation analysis]		article178
2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 178		paper
2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 178		paper
2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 178		paper
2012Incomplete-Market Equilibria Solved Recursively on an Event Tree In: Journal of Finance.
[Full Text][Citation analysis]		article33
2008Incomplete-Market Equilibria Solved Recursively on an Event Tree.(2008) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 33		paper
2009Incomplete-Market Equilibria Solved Recursively on an Event Tree.(2009) In: CEPR Discussion Papers.
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2008Incomplete-Market Equilibria Solved Recursively on an Event Tree.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33		paper
2016The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper19
2016The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis.(2016) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 19		article
2016The intended and unintended consequences of financial-market regulations: A general equilibrium analysis.(2016) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 19		paper
2006What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper12
2005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?.(2005) In: CEPR Discussion Papers.
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2005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?.(2005) In: NBER Working Papers.
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2002A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium In: Levine's Working Paper Archive.
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2014Differences of Opinion and International Equity Markets In: GSIA Working Papers.
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2011Differences of Opinion and International Equity Markets.(2011) In: NBER Working Papers.
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2017Differences of Opinion and International Equity Markets.(2017) In: The Review of Financial Studies.
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2015Trading Fees and Slow-Moving Capital In: CEPR Discussion Papers.
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1994Short- and Long-term Hedging for the Corporation In: CEPR Discussion Papers.
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1992Short and long-term hedging for the corporation.(1992) In: Working Papers.
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1996Implied Volatility Functions: Empirical Tests In: CEPR Discussion Papers.
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1996Implied Volatility Functions: Empirical Tests.(1996) In: Working Papers.
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1996Implied Volatility Functions: Empirical Tests.(1996) In: NBER Working Papers.
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2020Firms Exposures to Geographic Risks In: CEPR Discussion Papers.
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2020Firms Exposures to Geographic Risks.(2020) In: NBER Working Papers.
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2020A Theory of the Nominal Character of Stock Securities In: CEPR Discussion Papers.
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2020A Theory of the Nominal Character of Stock Securities.(2020) In: NBER Working Papers.
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2020A theory of the nominal character of stock securities.(2020) In: Working Papers.
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1992How Long Do Unilateral Target Zones Last? In: CEPR Discussion Papers.
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1994How long do unilateral target zones last?.(1994) In: Journal of International Economics.
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1991How Long do Unilateral Target Zones last?.(1991) In: Weiss Center Working Papers.
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1991How Long Do Unilateral Target Zones Last?.(1991) In: Stockholm - International Economic Studies.
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1993How Long do Unilateral Target Zones Last?.(1993) In: Working Papers.
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1991How Long do Unilateral Target Zones Last?.(1991) In: NBER Working Papers.
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2013Financial-market Equilibrium with Friction In: CEPR Discussion Papers.
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2013The Dynamic Properties of Financial-Market Equilibrium with Trading Fees.(2013) In: NBER Working Papers.
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2015The Dynamic Properties of Financial-Market Equilibrium with Trading Fees.(2015) In: NBER Working Papers.
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1980The Exposure of Long-Term Foreign Currency Bonds In: Journal of Financial and Quantitative Analysis.
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2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
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2003Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance.
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2003Cross-Border Valuation: The International Cost of Equity Capital In: Working Papers.
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2003Cross-Border Valuation: The International Cost of Equity Capital.(2003) In: NBER Working Papers.
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1991Super contact and related optimality conditions In: Journal of Economic Dynamics and Control.
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1988Super-contact and Related Optimality Condition.(1988) In: Working Papers.
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1988Price rigidity, international mobility of financial capital and exchange rate volatility : Gerhard O. Orosel In: European Economic Review.
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1994Some models of the international capital market In: European Economic Review.
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1995Realignment risk and currency option pricing in target zones In: European Economic Review.
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1993Realignment risk and currency option pricing in target zones.(1993) In: Working Papers.
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1992Realignment risk and currency option pricing in target zones.(1992) In: Working Papers.
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1993Realignment Risk and Currency Option Pricing in Target Zones.(1993) In: NBER Working Papers.
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1980The theorems of international trade under generalized uncertainty In: Journal of International Economics.
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1990Performance of currency portfolios chosen by a Bayesian technique: 1967-1985 In: Journal of Banking & Finance.
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1987Performance of Currency Portfolios Chosen by a Bayesian Technique: 1967-1985.(1987) In: Rodney L. White Center for Financial Research Working Papers.
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1990The money and bond markets in France : Segmentation vs. integration In: Journal of Banking & Finance.
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1989The Money and Bond Markets in France: Segmentation vs. Integration.(1989) In: Rodney L. White Center for Financial Research Working Papers.
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2015Hysteresis bands on returns, holding period and transaction costs In: Journal of Banking & Finance.
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2000Efficient Intertemporal Allocations with Recursive Utility In: Journal of Economic Theory.
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1997Efficient Intertemporal Allocations with Recursive Utility.(1997) In: Working Papers.
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1998Efficient Intertemporal Allocations with Recursive Utility.(1998) In: NBER Technical Working Papers.
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1995Siegels paradox and the pricing of currency options In: Journal of International Money and Finance.
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1993Siegels Paradox and Pricing of Currency Options..(1993) In: Weiss Center Working Papers.
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1993Siegels paradox and the pricing of currency options.(1993) In: Working Papers.
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1995Comment on Exchange rate shocks, currency options and the Siegel paradox by Indrajit Bardhan In: Journal of International Money and Finance.
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1988Two-Person Dynamic Equilibrium: Trading in the Capital Market In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper1
1986Two-Person Dynamic Equilibrium: Trading in the Capital Market.(1986) In: Rodney L. White Center for Financial Research Working Papers.
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1988Two-Person Dynamic Equilibrium: Trading in the Capital Market.(1988) In: Rodney L. White Center for Financial Research Working Papers.
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1986Two-Person Dynamic Equilibrium: Trading in the Capital Market.(1986) In: NBER Working Papers.
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1988Pricing Physical Assets Internationally In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper2
1988Pricing Physical Assets Internationally.(1988) In: NBER Working Papers.
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Factor Price Equalization Under Uncertainty In: Rodney L. White Center for Financial Research Working Papers.
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1994How Far Apart Can Two Riskless Interest Rates (One Moves, the Other One Does Not) In: Rodney L. White Center for Financial Research Working Papers.
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1990MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES. In: Rodney L. White Center for Financial Research Working Papers.
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1989Pricing Physical Assets Internationally: A Non Linear Heteroskedastic Process for Equilibrium Real Exchange Rates In: Rodney L. White Center for Financial Research Working Papers.
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1989Pricing Physical Assets Internationnaly: A Non linear Heteroskedastic Process for Equilibrium Real Exchange Rates.(1989) In: Working Papers.
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1989An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) In: Rodney L. White Center for Financial Research Working Papers.
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1988Super Contact and Related Optimality Conditions: A Supplement to Avinash Dixits: A Simplified Exposition of Some Results Concerning Regulated Brownian Motion (Reprint 020) In: Rodney L. White Center for Financial Research Working Papers.
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1988Perishable Investment and Hysteresis in Capital Formation In: Rodney L. White Center for Financial Research Working Papers.
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1989Perishable Investment and Hysteresis in Capital Formation.(1989) In: Working Papers.
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1989Perishable Investment and Hysteresis in Capital Formation.(1989) In: NBER Working Papers.
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1992Partial-Equilibrium vs General-Equilibrium Models of International Capital Market Equilibrium. In: Weiss Center Working Papers.
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1993Realignment Bank and Currency Option Pricing in Target Zones. In: Weiss Center Working Papers.
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1993Currency Option Pricing in Credible Target Zones. In: Weiss Center Working Papers.
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1992Currency option pricing in credible target zones.(1992) In: Working Papers.
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1993Currency Option Pricing in Credible Target Zones.(1993) In: NBER Working Papers.
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1996Financial Securities - Market Equilibrium and Pricing Methods In: Post-Print.
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1995Les titres financiers - équilibre du marché et méthodes dévaluation In: Post-Print.
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1974Optimal domestic acquisitions In: Working Papers.
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1976The equilibrium relationship between simultaneous spot and futures commodities prices In: Working Papers.
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1976A theory of forward market intervention In: Working Papers.
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1976Trade balance, foreign exchange overspending, underspending : a reappraisal In: Working Papers.
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1976Rational expectations and market efficiency In: Working Papers.
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1977The welfare economics of speculation In: Working Papers.
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1997Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers.
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1993Partial- vs general-equilibrium models of the international capital market In: Working Papers.
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1993Partial- Vs. General-Equilibrium Models of the International Capital Market.(1993) In: NBER Working Papers.
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1992The world price of exchange rate risk In: Working Papers.
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1990An exact solution to the portfolio choice problem under transactions costs In: Working Papers.
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1988Time to ship and the Dynamics of PPP deviations In: Working Papers.
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1985The stochastic Ramsey problem and stock prices In: Working Papers.
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2017The Economics of Continuous-Time Finance In: MIT Press Books.
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1994A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables In: NBER Chapters.
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1994A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables.(1994) In: NBER Working Papers.
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1989Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:A Simplified Exposition of Some Results Concerning Regulated Brownian. In: NBER Technical Working Papers.
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2021The Debt Capacity of a Government In: NBER Working Papers.
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1991Target Zones Big and Small In: NBER Working Papers.
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1999Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods In: NBER Working Papers.
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2001Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods..(2001) In: The Review of Financial Studies.
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1989Two-Person Dynamic Equilibrium in the Capital Market. In: The Review of Financial Studies.
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1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World. In: The Review of Financial Studies.
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1998Modelling International Stock Return Cycles In: International Economic Association Series.
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2012Hysteresis Bands and Transaction Costs In: CSEF Working Papers.
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2019From volatility smiles to the volatility of volatility In: Decisions in Economics and Finance.
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1982International Portfolio Choice and Corporation Finance: A Survey. In: Research Program in Finance Working Papers.
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