Access Statistics for Geert Bekaert

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Peso Problem" Explanations for Term Structure Anomalies 0 0 0 530 0 0 7 2,906
"Peso problem" explanations for term structure anomalies 0 0 1 27 0 0 6 144
Aggregate Idiosyncratic Volatility 1 1 1 76 3 4 17 302
Aggregate Idiosyncratic Volatility 0 1 1 24 0 2 15 138
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 1 1 17 1 4 7 86
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 2 35 0 0 7 184
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 3 6 9 0 3 17 28
Asymmetric Volatility and Risk in Equity Markets 0 3 7 956 2 9 28 2,461
Capital Flows and the Behavior of Emerging Market Equity Returns 0 1 1 651 0 3 13 2,277
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 1 2 319 0 1 7 960
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 109 0 0 2 575
Conditioning Information and Variance on Pricing Kernals 0 0 0 0 1 1 2 29
Dating the Integration of World Equity Markets 0 0 1 333 1 5 16 1,512
Diversification, Integration and Emerging Market Closed-End Funds 0 0 1 226 1 2 7 769
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 3 246 0 1 14 763
Do macro variables, asset markets, or surveys forecast inflation better? 1 5 10 196 2 7 36 580
Does Financial Liberalization Spur Growth? 0 2 14 920 7 19 102 2,472
Emerging Equity Market Volatility 1 2 8 2,904 2 6 38 8,137
Emerging Equity Markets and Economic Development 3 3 5 558 3 5 23 1,526
Expectations Hypotheses Tests 1 2 4 330 1 3 17 1,487
Financial Openness and Productivity 0 1 5 149 2 11 43 409
Flights to Safety 0 0 1 26 0 1 10 68
Flights to Safety 1 1 7 44 3 3 25 80
Foreign Speculators and Emerging Equity Markets 1 1 1 207 2 2 10 704
Foreign Speculators and Emerging Equity Markets 6 6 6 745 8 9 17 2,746
Global Crises and Equity Market Contagion 0 2 9 268 7 22 81 521
Global Growth Opportunities and Market Integration 2 2 6 300 2 5 37 1,567
Global crises and equity market contagion 2 2 4 44 3 4 18 136
Global crises and equity market contagion 0 0 7 162 3 7 23 342
Growth Volatility and Financial Liberalization 4 4 9 421 7 11 35 1,033
How do Regimes Affect Asset Allocation? 0 0 4 358 2 4 19 785
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 106 0 1 7 334
International Asset Allocation with Time-Varying Correlations 0 0 0 914 1 1 3 2,641
International Stock Return Comovements 0 1 6 229 1 2 30 577
International Stock Return Comovements 0 0 0 189 0 1 7 583
International Stock Return Comovements 0 0 1 41 0 0 6 161
International stock return comovements 0 0 0 0 0 1 1 1
Liquidity and Expected Returns: Lessons From Emerging Markets 1 3 8 541 1 7 38 1,493
Liquidity and Expected Returns: Lessons from Emerging Markets 0 2 5 145 0 2 18 472
Macro Risks and the Term Structure of Interest Rates 0 1 23 23 1 2 23 23
Macro Risks and the Term Structure of Interest Rates 3 54 54 54 4 18 18 18
Macroeconomic Regimes 0 0 4 120 0 1 16 185
Macroeconomic Regimes 0 0 3 60 0 4 19 150
Macroeconomic Regimes 0 0 3 125 0 0 12 61
Macroeconomic Regimes 0 2 2 19 0 3 8 71
Macroeconomic regimes 0 1 1 1 0 3 3 3
Market Integration and Contagion 1 1 4 634 1 3 13 1,451
New-Keynesian Macroeconomics and the Term Structure 0 1 2 292 0 1 8 918
New-Keynesian Macroeconomics and the Term Structure 0 1 4 250 1 2 13 645
New-Keynesian Macroeconomics and the Term Structure 0 0 2 360 0 2 41 1,038
New-Keynesian Macroeconomics and the Term Structure 0 0 2 114 1 1 9 407
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 4 182 0 0 12 818
On Biases in the Measurement of Foreign Exchange Risk Premiums 1 1 4 260 1 1 10 929
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 9 154
On the Global Financial Market Integration “Swoosh” and the Trilemma 2 6 81 81 4 13 37 37
On the Link Between the Volatility and Skewness of Growth 2 2 4 60 4 4 11 96
Political Risk Spreads 1 1 8 72 1 5 30 178
Regime Switches in Interest Rates 1 5 22 1,094 3 9 58 2,643
Risk, Uncertainty and Asset Prices 0 0 0 36 0 1 8 196
Risk, Uncertainty and Asset Prices 0 1 1 115 0 2 11 434
Risk, Uncertainty and Monetary Policy 0 0 4 36 0 1 21 154
Risk, Uncertainty and Monetary Policy 2 7 25 306 8 29 102 999
Risk, uncertainty and monetary policy 0 1 7 73 1 3 22 111
Risk, uncertainty, and asset prices 1 1 4 184 1 2 14 443
Stock Return Predictability: Is it There? 0 4 26 1,098 5 23 78 2,931
Stock and Bond Pricing in an Affine Economy 0 1 1 421 0 1 10 1,451
Stock and Bond Returns with Moody Investors 0 0 1 56 2 6 16 307
Stock and Bond Returns with Moody Investors 0 0 0 132 2 5 14 655
Stock and Bond Returns with Moody Investors 0 0 0 153 1 5 10 508
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 0 0 0 635
The Determinants of Stock and Bond Return Comovements 3 5 13 141 4 9 37 500
The Dynamics of Emerging Market Equity Flows 2 2 2 314 2 4 11 1,406
The European Union, the Euro, and Equity Market Integration 0 0 1 19 1 4 16 116
The European Union, the Euro, and Equity Market Integration 0 0 3 66 0 3 12 148
The Global Crisis and Equity Market Contagion 3 6 32 137 7 16 73 296
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 1 232 0 1 5 941
The Term Structure of Real Rates and Expected Inflation 0 0 2 441 0 1 16 1,027
The Term Structure of Real Rates and Expected Inflation 0 0 2 250 1 1 15 683
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 1 146 0 0 3 366
The VIX, the Variance Premium and Stock Market Volatility 1 1 12 133 2 2 20 187
The VIX, the variance premium and stock market volatility 4 6 11 78 17 46 121 182
The contribution of speculators to effective financial markets 0 0 1 82 0 0 2 200
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 5 371
The role of capital markets in economic growth 1 4 34 1,143 2 12 167 4,205
Time-Varying World Market Integration 0 2 9 1,041 1 4 34 2,727
Uncovered Interest Rate Parity and the Term Structure 0 0 3 523 1 7 20 1,821
What Segments Equity Markets? 0 1 3 77 1 3 12 328
What Segments Equity Markets? 0 1 3 13 0 1 7 83
What Segments Equity Markets? 0 0 1 75 0 2 10 232
What do asset prices have to say about risk appetite and uncertainty? 0 0 3 71 0 0 9 206
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 1 6 0 1 7 20
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 2 14 0 1 8 37
Why Stocks May Disappoint 0 0 1 281 1 1 8 914
Total Working Papers 52 169 584 25,228 147 440 2,083 77,634


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 0 4 34 1 3 16 145
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 2 4 4 2 18 22 22
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 6 12 35 1,873
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 2 12 0 2 28 81
Caloric Consumption in Industrializing Belgium 0 0 0 5 0 0 2 22
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 152 0 1 8 510
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 1 4 224
Dating the integration of world equity markets 1 3 7 275 5 9 26 997
Diversification, Integration and Emerging Market Closed-End Funds 1 1 5 170 4 4 16 522
Do macro variables, asset markets, or surveys forecast inflation better? 5 12 67 533 13 27 144 1,305
Does financial liberalization spur growth? 1 4 17 578 3 8 52 1,393
Economic and Financial Integration in Europe 0 5 6 6 0 9 10 10
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 37 0 0 4 138
Emerging equity market volatility 1 1 5 628 6 11 41 1,500
Emerging equity markets and economic development 1 2 3 224 3 4 20 654
Emerging markets finance 0 1 7 247 1 7 35 691
Equity Market Liberalization in Emerging Markets 0 0 1 22 0 1 7 95
Equity market liberalization in emerging markets 0 0 3 159 1 1 6 383
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 1 1 2 57 1 1 5 187
Expectations Hypotheses Tests 0 0 0 95 1 2 6 355
Financial Openness and Productivity 0 0 12 132 3 10 50 448
Foreign Speculators and Emerging Equity Markets 1 2 3 209 2 8 22 749
Global Growth Opportunities and Market Integration 0 0 7 130 4 7 29 456
Globalization and Asset Returns 0 0 0 0 2 9 12 12
Growth volatility and financial liberalization 0 1 10 238 5 11 47 637
Inflation and the stock market: Understanding the "Fed Model" 0 2 10 162 2 7 28 556
Inflation and the stock market: Understanding the “Fed Model” 0 0 1 5 0 2 5 130
Inflation risk and the inflation risk premium 0 1 8 87 0 5 24 312
International Asset Allocation With Regime Shifts 0 0 0 1 3 7 67 1,064
International Stock Return Comovements 2 2 7 166 2 3 20 490
Liquidity and Expected Returns: Lessons from Emerging Markets 0 1 4 127 0 1 22 414
Macroeconomic regimes 0 2 17 55 1 6 51 176
Market Integration and Contagion 2 6 27 957 12 22 99 2,170
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 0 3 16 1,537
New Keynesian Macroeconomics and the Term Structure 1 2 6 147 3 8 22 479
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 249 0 0 11 517
On biases in the measurement of foreign exchange risk premiums 2 2 3 287 3 3 13 650
Peso problem explanations for term structure anomalies 0 0 1 164 0 0 7 649
Political risk and international valuation 1 1 6 15 1 8 36 59
Political risk spreads 1 2 8 44 3 7 36 158
Regime Switches in Interest Rates 0 0 0 0 3 5 25 895
Research in emerging markets finance: looking to the future 0 0 4 253 0 1 20 747
Risk, uncertainty and monetary policy 0 0 5 5 1 6 30 30
Risk, uncertainty and monetary policy 5 12 47 220 10 24 91 475
Risk, uncertainty, and asset prices 0 0 7 197 2 6 30 623
Short rate nonlinearities and regime switches 0 0 2 75 0 1 7 211
Stock and bond returns with Moody Investors 0 0 2 30 2 2 13 214
Target zones and exchange rates:: An empirical investigation 0 0 1 61 0 0 4 262
The European Union, the Euro, and equity market integration 0 0 4 122 2 7 26 410
The Global Crisis and Equity Market Contagion 1 6 16 52 3 14 44 160
The Term Structure of Real Rates and Expected Inflation 1 3 10 192 1 3 21 579
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 1 5 447
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 1 131 0 2 6 536
The VIX, the variance premium and stock market volatility 3 8 32 92 5 15 56 211
The dynamics of emerging market equity flows 1 1 7 148 3 6 21 504
The implications of first-order risk aversion for asset market risk premiums 0 0 0 82 1 1 6 294
The term structure of real rates and expected inflation 0 0 4 399 0 4 33 1,194
Time-Varying World Market Integration 1 3 10 392 2 8 33 1,056
Uncovered interest rate parity and the term structure 1 1 15 296 3 5 37 740
What Segments Equity Markets? 3 5 7 27 8 14 32 212
What do asset prices have to say about risk appetite and uncertainty? 0 1 8 8 0 3 21 26
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 0 0 1 8 12 12
Why stocks may disappoint 1 3 4 189 1 4 13 483
Total Journal Articles 38 99 452 9,417 141 388 1,690 33,091


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital Flows and the Behavior of Emerging Market Equity Returns 0 1 6 127 0 4 18 334
Total Chapters 0 1 6 127 0 4 18 334


Statistics updated 2017-09-03