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Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, L.Peter; Näslund, Bertil - In: Journal of international money and finance 14 (1995) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10006940144
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CROSS-BORDER VALUATION: THE INTERNATIONAL COST OF EQUITY CAPITAL
Bodnar, Gordon M.; Dumas, Bernard; Marston, Richard C. - 2003
Persistent link: https://www.econbiz.de/10006966049
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GLOBAL DIVERSIFICATION, GROWTH AND WELFARE WITH IMPERFECTLY INTEGRATED MARKETS FOR GOODS
Dumas, Bernard; Uppal, Raman - 1999
Persistent link: https://www.econbiz.de/10006989268
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IMPLIED VOLATILITY FUNCTIONS: EMPIRICAL TESTS
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10007001159
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Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods
Dumas, Bernard; Uppal, Raman - In: The review of financial studies 14 (2001) 1, pp. 277-306
Persistent link: https://www.econbiz.de/10007045667
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DISCUSSANTS - Exchange market mayhem: The antecedents and aftermath of speculative attacks
Dumas, Bernard; Weber, Axel - In: Economic policy : a European forum (1995) 21, pp. 249-312
Persistent link: https://www.econbiz.de/10007005490
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A TEST OF THE INTERNATIONAL CAPM USING BUSINESS CYCLES INDICATORS AS INSTRUMENTAL VARIABLES
Dumas, Bernard - 1994
Persistent link: https://www.econbiz.de/10007011040
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CURRENCY OPTION PRICING IN CREDIBLE TARGET ZONES
Dumas, Bernard; Jennergren, L.Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10007015557
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THE WORLD PRICE OF FOREIGN EXCHANGE RISK
Dumas, Bernard; Solnik, Bruno - 1993
Persistent link: https://www.econbiz.de/10007015617
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REALIGNMENT RISK AND CURRENCY OPTION PRICING IN TARGET ZONES
Dumas, Bernard; Jennergren, L.Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10007015618