Bernard Dumas
Œuvres (12)
Efficient intertemporal allocations with recursive utility
Efficient intertemporal allocations with recursive utility
1997
Monetary contracting between central banks and the design of sustainable exchange-rate zones
1990
How long do unilateral target zones last?
How long do unilateral target zones last?
1993
Short and long-term hedging for the corporation
Short and long-term hedging for the corporation
1992
Target zones, broad and narrow
Target zones, broad and narrow
1992
Are common swings in international stock returns justified by subsequent changes in national outputs ?
Are common swings in international stock returns justified by subsequent changes in national outputs ?
1997
exact solution to the portfolio choice problem under transactions costs
1990
Partial-vs general-equilibrium models of the international capital market
1993
Siegel's paradox and the pricing of currency options
Siegel's paradox and the pricing of currency options
1993
Realignment risk and currency option pricing in target zones
1993
The world price of exchange rate risk
The world price of exchange rate risk
1992
Currency option pricing in credible target zones
1992