Geert Bekaert
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Geert |
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Bekaert |
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Affiliations
-
National Bureau of Economic Research (NBER) (weight: 10%)
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Columbia University
/ Graduate School of Business
/ Finance and Economics Department (weight: 90%)
Research profile
author of:
- Globalization and Asset Returns (RePEc:anr:refeco:v:8:y:2016:p:221-288)
by Geert Bekaert & Campbell R. Harvey & Andrea Kiguel & Xiaozheng Wang - The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets (RePEc:bes:jnlbes:v:13:y:1995:i:4:p:397-408)
by Bekaert, Geert - Regime Switches in Interest Rates (RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82)
by Ang, Andrew & Bekaert, Geert - Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (RePEc:bla:jfinan:v:47:y:1992:i:2:p:467-509)
by Bekaert, Geert & Hodrick, Robert J - Time-Varying World Market Integration (RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44)
by Bekaert, Geert & Harvey, Campbell R - Diversification, Integration and Emerging Market Closed-End Funds (RePEc:bla:jfinan:v:51:y:1996:i:3:p:835-69)
by Bekaert, Geert & Urias, Michael S - Foreign Speculators and Emerging Equity Markets (RePEc:bla:jfinan:v:55:y:2000:i:2:p:565-613)
by Geert Bekaert & Campbell R. Harvey - Expectations Hypotheses Tests (RePEc:bla:jfinan:v:56:y:2001:i:4:p:1357-1394)
by Geert Bekaert & Robert J. Hodrick - Global Growth Opportunities and Market Integration (RePEc:bla:jfinan:v:62:y:2007:i:3:p:1081-1137)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel - The Term Structure of Real Rates and Expected Inflation (RePEc:bla:jfinan:v:63:y:2008:i:2:p:797-849)
by Andrew Ang & Geert Bekaert & Min Wei - International Stock Return Comovements (RePEc:bla:jfinan:v:64:y:2009:i:6:p:2591-2626)
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - The Global Crisis and Equity Market Contagion (RePEc:bla:jfinan:v:69:y:2014:i:6:p:2597-2649)
by Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl - Equity Market Liberalization in Emerging Markets (RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299)
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad - Conditioning Information and Variance on Pricing Kernals (RePEc:cdl:anderf:qt9m7392rq)
by Bekaert, Geert & Liu, Jun - Economic and Financial Integration in Europe (RePEc:ces:ifodic:v:15:y:2017:i:01:p:36-42)
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel - Good Carry, Bad Carry (RePEc:cpr:ceprdp:13463)
by Bekaert, Geert & Panayotov, George - Currency Factors (RePEc:cpr:ceprdp:13464)
by Bekaert, Geert & Aloosh, Arash - International Yield Co-movements (RePEc:cpr:ceprdp:16365)
by Bekaert, Geert & Ermolov, Andrey - Risk, Monetary Policy and Asset Prices in a Global World (RePEc:cpr:ceprdp:18229)
by Bekaert, Geert & Hoerova, Marie & Xu, Nancy - The International Commonality of Idiosyncratic Variances (RePEc:cpr:ceprdp:18230)
by Bekaert, Geert & Wang, Xue & Zhang, Xiaoyan - Forecasting International Stock Market Variances (RePEc:cpr:ceprdp:19121)
by Bekaert, Geert & Xu, Nancy & Ye, Tiange - Stock and Bond Returns with Moody Investors (RePEc:cpr:ceprdp:4501)
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve - The Term Structure of Real Rates and Expected Inflation (RePEc:cpr:ceprdp:4518)
by Bekaert, Geert & Ang, Andrew - Liquidity and Expected Returns: Lessons from Emerging Markets (RePEc:cpr:ceprdp:5946)
by Harvey, Campbell & Bekaert, Geert & Lundblad, Christian T - Risk, Uncertainty and Asset Prices (RePEc:cpr:ceprdp:5947)
by Bekaert, Geert & Xing, Yuhang & Engstrom, Eric - Stock and Bond Returns with Moody Investors (RePEc:cpr:ceprdp:5951)
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steve - International Stock Return Comovements (RePEc:cpr:ceprdp:5955)
by Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan - New-Keynesian Macroeconomics and the Term Structure (RePEc:cpr:ceprdp:5956)
by Bekaert, Geert & Cho, Seonghoon & Moreno Ibáñez, Antonio - What Segments Equity Markets? (RePEc:cpr:ceprdp:8142)
by Harvey, Campbell & Bekaert, Geert & Lundblad, Christian T & Siegel, Stephan - Aggregate Idiosyncratic Volatility (RePEc:cpr:ceprdp:8149)
by Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan - Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals (RePEc:cpr:ceprdp:8150)
by Bekaert, Geert & Engstrom, Eric - Risk, Uncertainty and Monetary Policy (RePEc:cpr:ceprdp:8154)
by Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie - Global crises and equity market contagion (RePEc:cpr:ceprdp:8438)
by Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud - Who Is Internationally Diversified? Evidence from 296 401(k) Plans (RePEc:crr:crrwps:wp2014-14)
by Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina - International Financial Management (RePEc:cup:cbooks:9781107111820)
by Bekaert,Geert & Hodrick,Robert - Caloric Consumption in Industrializing Belgium (RePEc:cup:jechis:v:51:y:1991:i:03:p:633-655_03)
by Bekaert, Geert - Aggregate Idiosyncratic Volatility (RePEc:cup:jfinqa:v:47:y:2012:i:06:p:1155-1185_00)
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan - Good Carry, Bad Carry (RePEc:cup:jfinqa:v:55:y:2020:i:4:p:1063-1094_1)
by Bekaert, Geert & Panayotov, George - International Yield Comovements (RePEc:cup:jfinqa:v:58:y:2023:i:1:p:250-288_8)
by Bekaert, Geert & Ermolov, Andrey - The Global Crisis and Equity Market Contagion (RePEc:diw:diwwpp:dp1352)
by Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl - Risk, uncertainty and monetary policy (RePEc:ecb:ecbrbu:2010:0010:3)
by Geert Bekaert & Marie Hoerova - International stock return comovements (RePEc:ecb:ecbwps:2008931)
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan - What do asset prices have to say about risk appetite and uncertainty? (RePEc:ecb:ecbwps:20091037)
by Bekaert, Geert & Hoerova, Marie & Scheicher, Martin - Global crises and equity market contagion (RePEc:ecb:ecbwps:20111381)
by Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert - Risk, uncertainty and monetary policy (RePEc:ecb:ecbwps:20131565)
by Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert - The VIX, the variance premium and stock market volatility (RePEc:ecb:ecbwps:20141675)
by Hoerova, Marie & Bekaert, Geert - Risk and return in international corporate bond markets (RePEc:ecb:ecbwps:20202452)
by Bekaert, Geert & De Santis, Roberto A. - Risk, monetary policy and asset prices in a global world (RePEc:ecb:ecbwps:20232879)
by Bekaert, Geert & Hoerova, Marie & Xu, Nancy R. - International Stock Return Comovements (RePEc:ecl:upafin:06-3)
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan - Political risk and international valuation (RePEc:eee:corfin:v:37:y:2016:i:c:p:1-23)
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan - Emerging equity markets and economic development (RePEc:eee:deveco:v:66:y:2001:i:2:p:465-504)
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian - Short rate nonlinearities and regime switches (RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1243-1274)
by Ang, Andrew & Bekaert, Geert - The VIX, the variance premium and stock market volatility (RePEc:eee:econom:v:183:y:2014:i:2:p:181-192)
by Bekaert, Geert & Hoerova, Marie - Bad environments, good environments: A non-Gaussian asymmetric volatility model (RePEc:eee:econom:v:186:y:2015:i:1:p:258-275)
by Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey - Research in emerging markets finance: looking to the future (RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448)
by Bekaert, Geert & Harvey, Campbell R. - Emerging equity markets in a globalized world (RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000390)
by Bekaert, Geert & Harvey, Campbell R. & Mondino, Tomas - Journal of Empirical Finance (RePEc:eee:empfin)
from Elsevier as editor - Emerging markets finance (RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56)
by Bekaert, Geert & Harvey, Campbell R. - Stock and bond returns with Moody Investors (RePEc:eee:empfin:v:17:y:2010:i:5:p:867-894)
by Bekaert, Geert & Engstrom, Eric & Grenadier, Steven R. - Editor's foreword to the special issue: "On the predictability of asset returns" (RePEc:eee:empfin:v:8:y:2001:i:5:p:451-457)
by Bekaert, Geert - Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model (RePEc:eee:inecon:v:36:y:1994:i:1-2:p:29-52)
by Bekaert, Geert - Target zones and exchange rates:: An empirical investigation (RePEc:eee:inecon:v:45:y:1998:i:1:p:1-35)
by Bekaert, Geert & Gray, Stephen F. - Risk and return in international corporate bond markets (RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000573)
by Bekaert, Geert & De Santis, Roberto A. - What do asset prices have to say about risk appetite and uncertainty? (RePEc:eee:jbfina:v:67:y:2016:i:c:p:103-118)
by Bekaert, Geert & Hoerova, Marie - The European Union, the Euro, and equity market integration (RePEc:eee:jfinec:v:109:y:2013:i:3:p:583-603)
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan - Who is internationally diversified? Evidence from the 401(k) plans of 296 firms (RePEc:eee:jfinec:v:124:y:2017:i:1:p:86-112)
by Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta - Macro risks and the term structure of interest rates (RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504)
by Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey - Emerging equity market volatility (RePEc:eee:jfinec:v:43:y:1997:i:1:p:29-77)
by Bekaert, Geert & Harvey, Campbell R. - On biases in tests of the expectations hypothesis of the term structure of interest rates (RePEc:eee:jfinec:v:44:y:1997:i:3:p:309-348)
by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A. - Dating the integration of world equity markets (RePEc:eee:jfinec:v:65:y:2002:i:2:p:203-247)
by Bekaert, Geert & Harvey, Campbell R. & Lumsdaine, Robin L. - Why stocks may disappoint (RePEc:eee:jfinec:v:76:y:2005:i:3:p:471-508)
by Ang, Andrew & Bekaert, Geert & Liu, Jun - Does financial liberalization spur growth? (RePEc:eee:jfinec:v:77:y:2005:i:1:p:3-55)
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian - Risk, uncertainty, and asset prices (RePEc:eee:jfinec:v:91:y:2009:i:1:p:59-82)
by Bekaert, Geert & Engstrom, Eric & Xing, Yuhang - On biases in the measurement of foreign exchange risk premiums (RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138)
by Bekaert, Geert & Hodrick, Robert J. - The dynamics of emerging market equity flows (RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350)
by Bekaert, G. & Harvey, C. R. & Lumsdaine, R. L. - Growth volatility and financial liberalization (RePEc:eee:jimfin:v:25:y:2006:i:3:p:370-403)
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian - Uncovered interest rate parity and the term structure (RePEc:eee:jimfin:v:26:y:2007:i:6:p:1038-1069)
by Bekaert, Geert & Wei, Min & Xing, Yuhang - On the global financial market integration “swoosh” and the trilemma (RePEc:eee:jimfin:v:94:y:2019:i:c:p:227-245)
by Bekaert, Geert & Mehl, Arnaud - The implications of first-order risk aversion for asset market risk premiums (RePEc:eee:moneco:v:40:y:1997:i:1:p:3-39)
by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A. - Peso problem explanations for term structure anomalies (RePEc:eee:moneco:v:48:y:2001:i:2:p:241-270)
by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A. - Do macro variables, asset markets, or surveys forecast inflation better? (RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212)
by Ang, Andrew & Bekaert, Geert & Wei, Min - Inflation and the stock market: Understanding the "Fed Model" (RePEc:eee:moneco:v:57:y:2010:i:3:p:278-294)
by Bekaert, Geert & Engstrom, Eric - Risk, uncertainty and monetary policy (RePEc:eee:moneco:v:60:y:2013:i:7:p:771-788)
by Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco - Macroeconomic regimes (RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71)
by Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio - Financial Openness and Productivity (RePEc:eee:wdevel:v:39:y:2011:i:1:p:1-19)
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian - Emerging Markets (RePEc:elg:eebook:2836)
by None - The term structure of real rates and expected inflation (RePEc:fip:fedfpr:y:2004:i:mar:x:3)
by Andrew Ang & Geert Bekaert - Inflation and the stock market: Understanding the “Fed Model” (RePEc:fip:fedfpr:y:2009:i:jan:x:3)
by Geert Bekaert & Eric Engstrom - Risk, uncertainty, and asset prices (RePEc:fip:fedgfe:2005-40)
by Geert Bekaert & Eric Engstrom & Yuhang Xing - Do macro variables, asset markets, or surveys forecast inflation better? (RePEc:fip:fedgfe:2006-15)
by Andrew Ang & Geert Bekaert & Min Wei - Flights to Safety (RePEc:fip:fedgfe:2014-46)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei - Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals (RePEc:fip:fedgfe:2015-53)
by Geert Bekaert & Eric Engstrom - Macro Risks and the Term Structure of Interest Rates (RePEc:fip:fedgfe:2017-58)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov - Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis (RePEc:fip:fedgfe:2020-49)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov - On biases in tests of the expectations hypothesis of the term structure of interest rates (RePEc:fip:fedhfi:wp-96-3)
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - \"Peso problem\" explanations for term structure anomalies (RePEc:fip:fedhfi:wp-97-07)
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - The implications of first-order risk aversion for asset market risk premiums (RePEc:fip:fedhma:94-22)
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - Equity market liberalization in emerging markets (RePEc:fip:fedlrv:y:2003:i:jul:p:53-74:n:v.85no.4)
by Geert Bekaert & Campbell Harvey & Christian T. Lundblad - The Time Variation in Risk Appetite and Uncertainty (RePEc:inm:ormnsc:v:68:y:2022:i:6:p:3975-4004)
by Geert Bekaert & Eric C. Engstrom & Nancy R. Xu - Currency Factors (RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4042-4064)
by Arash Aloosh & Geert Bekaert - New Keynesian Macroeconomics and the Term Structure (RePEc:mcb:jmoncb:v:42:y:2010:i:1:p:33-62)
by Geert Bekaert & Seonghoon Cho & Antonio Moreno - Does Financial Liberalization Spur Growth? (RePEc:nbb:reswpp:200405-9)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - The determinants of stock and bond return comovements (RePEc:nbb:reswpp:200711-27)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht - Risk, uncertainty and monetary policy (RePEc:nbb:reswpp:201210-229)
by Geert Bekaert & Marie Hoerova & Marco Lo Duca - Flights to Safety (RePEc:nbb:reswpp:201210-230)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei - What Segments Equity Markets? (RePEc:nbp:nbpmis:76)
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel - Capital Flows and the Behavior of Emerging Market Equity Returns (RePEc:nbr:nberch:6168)
by Geert Bekaert & Campbell R. Harvey - On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates (RePEc:nbr:nberte:0191)
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - How do Regimes Affect Asset Allocation? (RePEc:nbr:nberwo:10080)
by Andrew Ang & Geert Bekaert - Growth Volatility and Financial Liberalization (RePEc:nbr:nberwo:10560)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - Global Growth Opportunities and Market Integration (RePEc:nbr:nberwo:10990)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel - New-Keynesian Macroeconomics and the Term Structure (RePEc:nbr:nberwo:11340)
by Geert Bekaert & Seonghoon Cho & Antonio Moreno - Liquidity and Expected Returns: Lessons From Emerging Markets (RePEc:nbr:nberwo:11413)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? (RePEc:nbr:nberwo:11538)
by Andrew Ang & Geert Bekaert & Min Wei - International Stock Return Comovements (RePEc:nbr:nberwo:11906)
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - Stock and Bond Returns with Moody Investors (RePEc:nbr:nberwo:12247)
by Geert Bekaert & Eric Engstrom & Steven R. Grenadier - Risk, Uncertainty and Asset Prices (RePEc:nbr:nberwo:12248)
by Geert Bekaert & Eric Engstrom & Yuhang Xing - The Term Structure of Real Rates and Expected Inflation (RePEc:nbr:nberwo:12930)
by Andrew Ang & Geert Bekaert & Min Wei - What Segments Equity Markets? (RePEc:nbr:nberwo:14802)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel - Financial Openness and Productivity (RePEc:nbr:nberwo:14843)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - Inflation and the Stock Market:Understanding the "Fed Model" (RePEc:nbr:nberwo:15024)
by Geert Bekaert & Eric Engstrom - Asset Return Dynamics under Bad Environment Good Environment Fundamentals (RePEc:nbr:nberwo:15222)
by Geert Bekaert & Eric Engstrom - The Determinants of Stock and Bond Return Comovements (RePEc:nbr:nberwo:15260)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht - Aggregate Idiosyncratic Volatility (RePEc:nbr:nberwo:16058)
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - Risk, Uncertainty and Monetary Policy (RePEc:nbr:nberwo:16397)
by Geert Bekaert & Marie Hoerova & Marco Lo Duca - The European Union, the Euro, and Equity Market Integration (RePEc:nbr:nberwo:16583)
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel - Macroeconomic Regimes (RePEc:nbr:nberwo:17090)
by Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno - Global Crises and Equity Market Contagion (RePEc:nbr:nberwo:17121)
by Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl - On the Link Between the Volatility and Skewness of Growth (RePEc:nbr:nberwo:18556)
by Geert Bekaert & Alexander Popov - The VIX, the Variance Premium and Stock Market Volatility (RePEc:nbr:nberwo:18995)
by Geert Bekaert & Marie Hoerova - Flights to Safety (RePEc:nbr:nberwo:19095)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei - Political Risk Spreads (RePEc:nbr:nberwo:19786)
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel - Who is Internationally Diversified? Evidence from 296 401(k) (RePEc:nbr:nberwo:21236)
by Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina - Macro Risks and the Term Structure of Interest Rates (RePEc:nbr:nberwo:22839)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov - On the Global Financial Market Integration “Swoosh” and the Trilemma (RePEc:nbr:nberwo:23124)
by Geert Bekaert & Arnaud Mehl - Good Carry, Bad Carry (RePEc:nbr:nberwo:25420)
by Geert Bekaert & George Panayotov - Currency Factors (RePEc:nbr:nberwo:25449)
by Arash Aloosh & Geert Bekaert - The Time Variation in Risk Appetite and Uncertainty (RePEc:nbr:nberwo:25673)
by Geert Bekaert & Eric C. Engstrom & Nancy R. Xu - The Variance Risk Premium in Equilibrium Models (RePEc:nbr:nberwo:27108)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov - Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (RePEc:nbr:nberwo:3790)
by Geert Bekaert & Robert J. Hodrick - On Biases in the Measurement of Foreign Exchange Risk Premiums (RePEc:nbr:nberwo:3861)
by Geert Bekaert & Robert J. Hodrick - The Implications of First-Order Risk Aversion for Asset Market Risk Premiums (RePEc:nbr:nberwo:4624)
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective (RePEc:nbr:nberwo:4818)
by Geert Bekaert - Time-Varying World Market Integration (RePEc:nbr:nberwo:4843)
by Geert Bekaert & Campbell R. Harvey - Diversification, Integration and Emerging Market Closed-End Funds (RePEc:nbr:nberwo:4990)
by Geert Bekaert & Michael S. Urias - Emerging Equity Market Volatility (RePEc:nbr:nberwo:5307)
by Geert Bekaert & Campbell R. Harvey - Target Zones and Exchange Rates: An Empirical Investigation (RePEc:nbr:nberwo:5445)
by Geert Bekaert & Stephen F. Gray - Asymmetric Volatility and Risk in Equity Markets (RePEc:nbr:nberwo:6022)
by Geert Bekaert & Guojun Wu - "Peso Problem" Explanations for Term Structure Anomalies (RePEc:nbr:nberwo:6147)
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - Foreign Speculators and Emerging Equity Markets (RePEc:nbr:nberwo:6312)
by Geert Bekaert & Campbell R. Harvey - Regime Switches in Interest Rates (RePEc:nbr:nberwo:6508)
by Andrew Ang & Geert Bekaert - Capital Flows and the Behavior of Emerging Market Equity Returns (RePEc:nbr:nberwo:6669)
by Geert Bekaert & Campbell R. Harvey - Dating the Integration of World Equity Markets (RePEc:nbr:nberwo:6724)
by Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine - Conditioning Information and Variance Bounds on Pricing Kernels (RePEc:nbr:nberwo:6880)
by Geert Bekaert & Jun Liu - International Asset Allocation with Time-Varying Correlations (RePEc:nbr:nberwo:7056)
by Andrew Ang & Geert Bekaert - The Dynamics of Emerging Market Equity Flows (RePEc:nbr:nberwo:7219)
by Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine - Stock and Bond Pricing in an Affine Economy (RePEc:nbr:nberwo:7346)
by Geert Bekaert & Steven R. Grenadier - Expectations Hypotheses Tests (RePEc:nbr:nberwo:7609)
by Geert Bekaert & Robert J. Hodrick - Emerging Equity Markets and Economic Development (RePEc:nbr:nberwo:7763)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - Why Stocks May Disappoint (RePEc:nbr:nberwo:7783)
by Andrew Ang & Geert Bekaert & Jun Liu - Stock Return Predictability: Is it There? (RePEc:nbr:nberwo:8207)
by Andrew Ang & Geert Bekaert - Does Financial Liberalization Spur Growth? (RePEc:nbr:nberwo:8245)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - Uncovered Interest Rate Parity and the Term Structure (RePEc:nbr:nberwo:8795)
by Geert Bekaert & Min Wei & Yuhang Xing - Market Integration and Contagion (RePEc:nbr:nberwo:9510)
by Geert Bekaert & Campbell R. Harvey - Inflation risk and the inflation risk premium
[Do macro variables, asset markets or surveys forecast inflation better?] (RePEc:oup:ecpoli:v:25:y:2010:i:64:p:755-806.)
by Geert Bekaert & Xiaozheng Wang - The Variance Risk Premium in Equilibrium Models (RePEc:oup:revfin:v:27:y:2023:i:6:p:1977-2014.)
by Geert Bekaert & Eric Engstrom & Andrey Ermolov - Asymmetric Volatility and Risk in Equity Markets (RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42)
by Bekaert, Geert & Wu, Guojun - International Asset Allocation With Regime Shifts (RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187)
by Andrew Ang & Geert Bekaert - Conditioning Information and Variance Bounds on Pricing Kernels (RePEc:oup:rfinst:v:17:y:2004:i:2:p:339-378)
by Geert Bekaert - Stock Return Predictability: Is it There? (RePEc:oup:rfinst:v:20:y:2007:i:3:p:651-707.)
by Andrew Ang & Geert Bekaert - Liquidity and Expected Returns: Lessons from Emerging Markets (RePEc:oup:rfinst:v:20:y:2007:i:6:p:1783-1831)
by Geert Bekaert & Campbell R. Harvey & Christian Lundblad - What Segments Equity Markets? (RePEc:oup:rfinst:v:24:y::i:12:p:3841-3890)
by Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel - Flights to Safety (RePEc:oup:rfinst:v:33:y:2020:i:2:p:689-746.)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei - The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective (RePEc:oup:rfinst:v:9:y:1996:i:2:p:427-70)
by Bekaert, Geert - Market Integration and Investment Barriers in Emerging Equity Markets (RePEc:oup:wbecrv:v:9:y:1995:i:1:p:75-107)
by Bekaert, Geert - On the Link Between the Volatility and Skewness of Growth (RePEc:pal:imfecr:v:67:y:2019:i:4:d:10.1057_s41308-019-00092-2)
by Geert Bekaert & Alexander Popov - Political risk spreads (RePEc:pal:jintbs:v:45:y:2014:i:4:p:471-493)
by Geert Bekaert & Campbell R Harvey & Christian T Lundblad & Stephan Siegel - New-Keynesian Macroeconomics and the Term Structure (RePEc:red:sed004:388)
by Antonio Moreno & Geert Bekaert & Seonghoon Cho - The European Union, the Euro, and Equity Market Integration (RePEc:red:sed011:468)
by Stephan Siegel & Christian Lundblad & Campbell R. Harvey & Geert Bekaert - Macroeconomic Regimes (RePEc:red:sed011:817)
by Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele - The contribution of speculators to effective financial markets (RePEc:rio:texdis:341)
by Marcio Gomes Pinto Garcia & G. Bekaert & C.R. Harvey - The role of capital markets in economic growth (RePEc:rio:texdis:342)
by Marcio Gomes Pinto Garcia & G. Bekaert & C.R. Harvey - Macroeconomic Regimes (RePEc:rug:rugwps:13/870)
by L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno - Flights To Safety (RePEc:rug:rugwps:19/968)
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei - How Regimes Affect Asset Allocation (RePEc:taf:ufajxx:v:60:y:2004:i:2:p:86-99)
by Andrew Ang & Geert Bekaert - Target zones and exchange rates : An empirical investigation (RePEc:tiu:tiucen:401f533c-6e91-49dd-9b04-5df80a157e4c)
by Bekaert, G.R.J. & Gray, S.F. - The implications of first-order risk aversion for asset market risk premiums (RePEc:tiu:tiucen:85c0b822-2525-4400-90af-12aa49287b40)
by Bekaert, G.R.J. & Hodrick, R. & Marshall, D. - Target zones and exchange rates : An empirical investigation (RePEc:tiu:tiutis:401f533c-6e91-49dd-9b04-5df80a157e4c)
by Bekaert, G.R.J. & Gray, S.F. - The implications of first-order risk aversion for asset market risk premiums (RePEc:tiu:tiutis:85c0b822-2525-4400-90af-12aa49287b40)
by Bekaert, G.R.J. & Hodrick, R. & Marshall, D. - Macroeconomic regimes (RePEc:tiu:tiutis:e92a1993-778e-4ce2-b603-6982349e2566)
by Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A. - Market Integration and Contagion (RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:39-70)
by Geert Bekaert & Campbell R. Harvey & Angela Ng - Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals (RePEc:ucp:jpolec:doi:10.1086/691450)
by Geert Bekaert & Eric Engstrom - Macroeconomic Regimes (RePEc:una:unccee:wp0312)
by Lieven Baele & et al. - New-Keynesian Macroeconomics and the Term Structure (RePEc:una:unccee:wp0405)
by Seonghoon Cho & Antonio Moreno & Geert Bekaert - Foreign Speculators and Emerging Equity Markets (RePEc:wdi:papers:1997-79)
by Geert Bekaert & Campbell R. Harvey - New Keynesian Macroeconomics and the Term Structure (RePEc:wly:jmoncb:v:42:y:2010:i:1:p:33-62)
by Geert Bekaert & Seonghoon Cho & Antonio Moreno - Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs (RePEc:wly:sustdv:v:31:y:2023:i:5:p:3831-3842)
by Geert Bekaert & Richard Rothenberg & Miquel Noguer