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Bernard Dumas

Bernard Dumas

D-Index & Metrics

Economics and Finance

D-Index
31
Citations
13486
World Ranking
3496
National Ranking
94

Overview

Bernard Dumas is affiliated with INSEAD in France and focuses primarily on research within the broader field of Economics, Econometrics, and Finance. Their work spans several subfields including Economics and Econometrics, General Economics, Econometrics and Finance, and Finance.

Their research covers a variety of topics, including:

  • Economic theories and models
  • Monetary Policy and Economic Impact
  • Economic Theory and Policy
  • Spatial and Panel Data Analysis
  • Regional Economics and Spatial Analysis
  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling

Bernard Dumas has published papers in several academic venues with multiple contributions to the SSRN Electronic Journal.

Notable recent papers include:

  • "A Theory of the Nominal Character of Stock Securities," 2022, European Finance Review
  • "Firms' exposures to geographic risks," 2021, Journal of International Money and Finance
  • "A Theory of the Nominal Character of Stock Securities," 2020, SSRN Electronic Journal
  • "The Debt Capacity of a Government," 2021, SSRN Electronic Journal
  • "Firms' Exposures to Geographic Risks," 2020, SSRN Electronic Journal

Frequent co-authors collaborating with Bernard Dumas include Tymur Gabuniya, Richard C. Marston, Marcel Savioz, Paul Ehling, and Chunyu Yang. Among these, the collaborators Tymur Gabuniya and Richard C. Marston have co-authored three papers each alongside Dumas, while Marcel Savioz co-authored two.

Bernard Dumas also contributes to other scholarly outlets such as the Financial Analysts Journal. Their published works contribute to ongoing discussions in economics and finance, addressing theoretical frameworks as well as practical economic impacts and spatial analysis.

Best Publications

  • International Portfolio Choice and Corporation Finance: A Synthesis

    Michael Adler;Bernard Dumas

  • Implied Volatility Functions: Empirical Tests

    Bernard Dumas;Jeff Fleming;Robert E. Whaley

  • Exposure to Currency Risk: Definition and Measurement

    Michael Adler;Bernard Dumas

  • The World Price of Foreign Exchange Risk

    Bernard Dumas;Bruno Solnik

  • Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World

    Bernard Dumas

  • An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs

    Bernard Dumas;Elisa Luciano

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

    Bernard Dumas;Alexander Kurshev;Raman Uppal

  • Two-Person Dynamic Equilibrium in the Capital Market

    Bernard Dumas

  • Super contact and related optimality conditions

    Bernard Dumas

  • Pass-through and Exposure

    Gordon M. Bodnar;Bernard Dumas;Richard C. Marston

  • THE THEORY OF THE TRADING FIRM REVISITED

    B. Dumas

  • OPTIMAL INTERNATIONAL ACQUISITIONS

    Michael Adler;Bernard Dumas

  • Are correlations of stock returns justified by subsequent changes in national outputs

    Bernard Dumas;Campbell R. Harvey;Pierre Ruiz

  • Partial- Vs. General-Equilibrium Models of the International Capital Market

    Bernard Dumas

  • The World Price of Foreign Exchange Risk

    Bernard Dumas;Bernard Dumas;Bernard Dumas;Bruno Solnik;Bruno Solnik

  • Differences of Opinion and International Equity Markets

    Bernard Dumas;Karen K Lewis;Emilio Osambela

  • The Exposure of Long-Term Foreign Currency Bonds

    Michael Adler;Bernard Dumas

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

    Bernard Dumas;Bernard Dumas;Bernard Dumas;Alexander Kurshev;Raman Uppal;Raman Uppal

  • The world price of exchange rate risk

    Bernard Dumas;Bruno Solnik

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

    Bernard Dumas

  • Incomplete‐Market Equilibria Solved Recursively on an Event Tree

    Bernard Dumas;Andrew Lyasoff

Frequent Co-Authors

Raman Uppal
Raman Uppal EDHEC Business School
Bruno H. Solnik
Bruno H. Solnik Hong Kong University of Science and Technology
Gordon M. Bodnar
Gordon M. Bodnar Johns Hopkins University
Robert E. Whaley
Robert E. Whaley Vanderbilt University
Campbell R. Harvey
Campbell R. Harvey Duke University
Kenneth R. French
Kenneth R. French Dartmouth College
Eduardo S. Schwartz
Eduardo S. Schwartz Simon Fraser University
William F. Sharpe
William F. Sharpe Stanford University
René M. Stulz
René M. Stulz The Ohio State University

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