Bernard Dumas : Citation Profile

INSEAD

20

H index

29

i10 index

2880

Citations

RESEARCH PRODUCTION:

33

Articles

99

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   47 years (1974 - 2021). See details.
   Cites by year: 61
   Journals where Bernard Dumas has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 24 (0.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu519
   Updated: 2025-12-20    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)

HASAN, IFTEKHAR (21)

Bekaert, Geert (19)

Svensson, Lars (18)

Sarno, Lucio (18)

Vilkov, Grigory (15)

Cites to:

Campbell, John (21)

Svensson, Lars (13)

Shleifer, Andrei (10)

Duffie, Darrell (9)

merton, robert (9)

Shiller, Robert (9)

Harvey, Campbell (8)

Jorion, Philippe (7)

Froot, Kenneth (7)

Cochrane, John (7)

Obstfeld, Maurice (7)

Main data

Where Bernard Dumas has published?

Journals with more than one article published# docs
Journal of Finance10
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
Working Papers / University of Pennsylvania, Wharton School, Weiss Center3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
Post-Print / HAL2

Recent works citing Bernard Dumas (2025 and 2024)

YearTitle of citing document
2025Optimal investment in an energy storage system. (2025). moretto, michele ; Fontini, Fulvio ; D'Alpaos, Chiara ; Castellini, Marta. In: FEEM Working Papers. RePEc:ags:feemwp:349431.

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2025Self-Aware Transport of Economic Agents. (2024). Lyasoff, Andrew. In: Papers. RePEc:arx:papers:2303.12567.

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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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2024Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418.

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2024AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction. (2024). Ji, Taoran ; Wang, Shengkun ; Zhang, Min ; Almutairi, Mariam ; He, Jianfeng ; Lu, Chang-Tien. In: Papers. RePEc:arx:papers:2407.18324.

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2024Irreversible investment under weighted discounting: effects of decreasing impatience. (2024). Wei, Wei. In: Papers. RePEc:arx:papers:2409.01478.

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2025On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy. (2025). Smith, Paul ; Ma, Chutian. In: Papers. RePEc:arx:papers:2502.04284.

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2025Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement. (2025). Zhang, Zhanhao ; Sun, Qiang ; Shi, Xiaofei ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2504.04300.

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2025Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851.

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2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

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2025Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02.

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2025Exchange Rate Effects on Firm Performance: A NICER Approach. (2025). Rungcharoenkitkul, Phurichai ; Nookhwun, Nuwat ; Pattararangrong, Jettawat. In: BIS Working Papers. RePEc:bis:biswps:1266.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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

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2025The Power of Faith: Effects of an Imam-led Information Campaign on Labor Supply and Social Interactions. (2025). Federico, Salvatore ; Modena, Andrea ; Regis, Luca. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_622.

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2025The Equilibrium Effects of Mortality Risk. (2025). Rizzini, Giorgio ; Regis, Luca ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709.

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2024Optimal Fees and Equilibrium in Crypto Markets. (2024). luciano, elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:722.

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2025Coordinating Bank Dividend and Capital Regulation. (2025). Regis, Luca ; Modena, Andrea ; Federico, Salvatore. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:746.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2024Dynamic carbon emission management. (2024). Bustamante, Maria Cecilia ; Zucchi, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242885.

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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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2024The geography of capital allocation in the euro area. (2024). Maggiori, Matteo ; Lewis, Angus ; Schreger, Jesse ; Coppola, Antonio ; Schmitz, Martin ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20243007.

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

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2025Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957.

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2024Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591.

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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). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; 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). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

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2024Robust dynamic trading with realization utility. (2024). Zhou, Lei ; Zhang, Jinping ; Zou, Zhentao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004440.

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2024Beliefs and the equity home bias. (2024). Zong, Jichuan ; Jiao, Peiran ; Zhu, Xinxin. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004671.

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2024Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment. (2024). Shi, Yongdong ; Wu, Fenglin ; Dong, Zibing ; Li, Yanshuang ; Xiong, Xiong. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005366.

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2025The effects of tax cuts and financing subsidies on environmentally and financially constrained firms. (2025). Chen, Tuyue ; Mu, Congming ; Tang, Shengzhuo. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000060.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2024Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273.

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

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2024Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273.

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2025Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation. (2025). Shino, Junnosuke ; Katagiri, Mitsuru ; Takahashi, Koji. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000011.

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

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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2025Diversification and firm risk: New evidence on exchange rate exposure. (2025). Ho, Taek ; Bae, Sung C ; Liu, Chenyang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000484.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; 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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2024Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x.

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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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2025General equilibrium with unhedgeable fundamentals and heterogeneous agents. (2025). Weber, Marko Hans ; Guasoni, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000249.

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2025Investor demand, firm investment, and capital misallocation. (2025). Tian, Xu ; Kargar, Mahyar ; Wu, Yufeng ; Choi, Jaewon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000479.

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2025The value of renegotiation frictions: Evidence from commercial real estate. (2025). Kurtzman, Robert ; Glancy, David ; Loewenstein, Lara. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:62:y:2025:i:c:s1042957325000129.

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

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2024RMB internationalization and exchange rate exposure of Chinese listed firms. (2024). He, Qing ; Liu, Junyi ; Liang, Bailin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000858.

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2024Cross-country variation in economic preferences and the asset composition of international investment positions. (2024). Kuziemska-Pawlak, Kamila ; Nieminen, Mika. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001177.

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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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2024Exchange rate dynamics and consumption of traded goods. (2024). Chaban, Maxym. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:80:y:2024:i:c:s016407042400017x.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; Darienzo, Daniele. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:115:y:2024:i:c:s0304406824001277.

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2025How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method. (2025). Gil, Hamilton Galindo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s0304406824001381.

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2025Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2024Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956.

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2025The impact of calendar provisioning on bank strategies. (2025). moretto, michele ; Parigi, Bruno M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025002977.

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2024Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37.

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2025Optimal investment in an energy storage system. (2025). moretto, michele ; D'Alpaos, Chiara ; Fontini, Fulvio ; Castellini, Marta. In: Working Papers. RePEc:fem:femwpa:2025.06.

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2025Does Investor Sentiment Influence South African ETF Flows During Different Market Conditions?. (2025). Ferreira-Schenk, Sune ; Shenjere, Paidamoyo Aurleen ; Moodley, Fabian. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:10-:d:1561416.

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2025On the nexus between currency risk and hedging across different time scales: Evidence from Healthcare firms in Malaysia . (2025). Wahab, Hishamuddin Abdul. In: GATR Journals. RePEc:gtr:gatrjs:jfbr230.

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

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2025Explaining the Endurance of Price Level Differences in the Euro Area. (2025). Kosma, Theodora ; Petroulas, Pavlos ; Dixon, Huw. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09794-1.

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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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2025Exchange Rate Effects on Firm Performance: A NICER Approach. (2025). Rungcharoenkitkul, Phurichai ; Nookhwun, Nuwat ; Pattararangrong, Jettawat. In: PIER Discussion Papers. RePEc:pui:dpaper:233.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2024Investment Hysteresis: An Empirical Essay Turkish Case. (2024). Algan, Nee ; Yaldaram, Koray ; Bal, Harun. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:1:p:143-176.

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2025Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x.

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2025Income disaster model with optimal consumption. (2025). Park, Seyoung. In: Economic Theory. RePEc:spr:joecth:v:80:y:2025:i:1:d:10.1007_s00199-024-01629-x.

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2024Human capital and portfolio choice: borrowing constraint and reversible retirement. (2024). Kwak, Minsuk ; Koo, Hyeng Keun ; Jeon, Junkee. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00362-2.

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2025Foreign media slant, foreign investors, and informativeness of earnings. (2025). Zhu, Nathan Zhenghang ; Wang, Kun Tracy ; Tsang, Albert. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-023-09813-5.

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2024Contrarians, extrapolators, and stock market momentum and reversal. (2024). Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng ; Atmaz, Adem. In: Other publications TiSEM. RePEc:tiu:tiutis:03234c35-3504-48b5-ba41-43f3c338170a.

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2025Asymmetric Commodity Tails and Index Futures Returns. (2025). Wang, Yuanzhi ; Wei, Xinbei ; Zhang, Qunzi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:3:p:247-265.

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2025Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets. (2025). Li, Zeguang ; Liu, Jianmin ; Yu, Arthur ; Putnam, Bluford. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:407-428.

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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]		article519
1991 An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs. In: Journal of Finance.
[Full Text][Citation analysis]		article152
1995 The World Price of Foreign Exchange Risk. In: Journal of Finance.
[Full Text][Citation analysis]		article395
1993The World Price of Foreign Exchange Risk..(1993) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 395		paper
1994The world price of foreign exchange risk.(1994) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 395		paper
1993The World Price of Foreign Exchange Risk.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 395		paper
2002Pass‐through and Exposure In: Journal of Finance.
[Full Text][Citation analysis]		article102
2000Pass-through and Exposure.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
1998Pass-Through and Exposure.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 102		paper
1997Pass-Through and Exposure.(1997) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2009Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility In: Journal of Finance.
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2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: Swiss Finance Institute Research Paper Series.
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2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: CEPR Discussion Papers.
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2007Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility.(2007) In: NBER Working Papers.
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2012Incomplete-Market Equilibria Solved Recursively on an Event Tree In: Journal of Finance.
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2013Financial-market Equilibrium with Friction.(2013) 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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2006What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? In: Swiss Finance Institute Research Paper Series.
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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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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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1992How Long Do Unilateral Target Zones Last? In: CEPR Discussion Papers.
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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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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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2003Cross-Border Valuation: The International Cost of Equity Capital In: 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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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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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.
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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.
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1988Pricing Physical Assets Internationally.(1988) In: NBER 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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