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 9 40 421 7 53 168 2,329
"Peso problem" explanations for term structure anomalies 0 0 1 71 5 16 65 698
Asymmetric Volatility and Risk in Equity Markets 4 12 68 713 5 26 115 1,719
Capital Flows and the Behavior of Emerging Market Equity Returns 2 7 59 519 7 27 117 1,915
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 4 16 33 144 5 36 85 428
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 6 98 0 2 15 482
Conditioning Information and Variance on Pricing Kernals 2 3 6 43 6 20 38 249
Dating the Integration of World Equity Markets 2 5 20 275 4 8 64 1,247
Diversification, Integration and Emerging Market Closed-End Funds 0 3 22 127 4 15 74 393
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 1 7 96 2 10 37 250
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 32 104 7 14 94 273
Does Financial Liberalization Spur Growth? 9 34 99 384 15 55 193 757
Does Financial Liberalization Spur Growth? 3 12 44 594 10 36 118 1,396
Emerging Equity Market Volatility 21 63 414 2,051 50 155 1,107 5,524
Emerging Equity Markets and Economic Development 4 15 45 480 4 20 80 1,293
Expectations Hypotheses Tests 5 9 26 244 6 16 49 1,229
Foreign Speculators and Emerging Equity Markets 4 10 27 119 10 26 61 384
Foreign Speculators and Emerging Equity Markets 13 33 63 543 20 63 166 2,073
Global Growth Opportunities and Market Integration 2 8 36 169 14 48 184 692
Growth Volatility and Financial Liberalization 3 7 24 210 5 20 65 439
How do Regimes Affect Asset Allocation? 3 6 33 181 4 13 61 391
International Asset Allocation with Time-Varying Correlations 8 21 74 751 19 46 196 2,209
International Stock Return Comovements 3 12 32 57 8 31 90 171
International Stock Return Comovements 0 4 26 150 5 18 73 299
Liquidity and Expected Returns: Lessons From Emerging Markets 2 10 39 249 9 25 91 562
Liquidity and Expected Returns: Lessons from Emerging Markets 2 11 26 55 7 23 65 135
Market Integration and Contagion 3 8 40 449 7 15 73 944
New-Keynesian Macroeconomics and the Term Structure 2 7 23 162 8 21 64 351
New-Keynesian Macroeconomics and the Term Structure 1 8 16 52 6 22 62 155
New-Keynesian Macroeconomics and the Term Structure 3 10 32 224 10 25 102 591
New-Keynesian Macroeconomics and the Term Structure 3 6 27 167 7 16 92 480
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 2 14 147 4 9 34 649
On Biases in the Measurement of Foreign Exchange Risk Premiums 6 19 44 175 11 46 100 676
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 5 4 8 48 533
Regime Switches in Interest Rates 5 9 52 783 11 26 106 1,855
Risk, Uncertainty and Asset Prices 0 1 2 18 1 3 20 73
Risk, Uncertainty and Asset Prices 0 2 12 73 2 11 38 183
Risk, uncertainty, and asset prices 4 10 30 138 8 22 69 269
Stock Return Predictability: Is it There? 3 13 52 845 7 33 125 2,148
Stock and Bond Pricing in an Affine Economy 1 6 24 330 3 16 57 1,125
Stock and Bond Returns with Moody Investors 3 7 13 111 11 31 73 485
Stock and Bond Returns with Moody Investors 0 2 14 30 6 16 71 140
Stock and Bond Returns with Moody Investors 3 5 13 69 4 10 37 197
Target Zones and Exchange Rates: An Empirical Investigation 1 3 9 137 2 6 29 437
The Dynamics of Emerging Market Equity Flows 1 3 12 253 2 8 29 1,177
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 3 18 163 4 16 62 692
The Term Structure of Real Rates and Expected Inflation 3 12 67 147 12 30 144 261
The Term Structure of Real Rates and Expected Inflation 1 4 18 191 3 9 43 394
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 1 1 20 84 4 10 52 204
The contribution of speculators to effective financial markets 0 1 19 20 0 6 38 63
The determinants of stock and bond return comovements 5 10 43 43 10 38 87 87
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 2 7 44 254
The role of capital markets in economic growth 10 35 84 98 23 68 165 282
Time-Varying World Market Integration 10 32 95 514 20 64 183 1,420
Uncovered Interest Rate Parity and the Term Structure 2 9 29 414 7 29 99 1,398
Why Stocks May Disappoint 1 1 12 246 4 11 40 745
Total Working Papers 169 542 2,136 14,936 441 1,454 5,657 45,805

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Volatility and Risk in Equity Markets 0 0 5 5 12 41 174 1,289
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 6 12 54 2 15 43 180
Conditioning Information and Variance Bounds on Pricing Kernels 1 3 4 18 1 8 20 106
Dating the integration of world equity markets 5 10 33 98 11 27 94 296
Diversification, Integration and Emerging Market Closed-End Funds 0 2 15 41 1 10 45 141
Do macro variables, asset markets, or surveys forecast inflation better? 3 7 21 26 13 29 68 78
Does financial liberalization spur growth? 4 9 66 186 12 27 147 378
Editor's foreword to the special issue: "On the predictability of asset returns" 0 2 3 24 0 4 9 91
Emerging equity market volatility 4 14 65 348 11 36 146 777
Emerging equity markets and economic development 2 2 9 103 2 8 27 267
Emerging markets finance 3 7 26 151 7 16 63 353
Equity market liberalization in emerging markets 0 5 26 133 0 8 45 278
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 1 6 22 1 7 27 86
Expectations Hypotheses Tests 2 4 7 32 6 12 31 100
Foreign Speculators and Emerging Equity Markets 5 14 28 92 9 28 62 258
Global Growth Opportunities and Market Integration 2 4 25 39 7 17 75 102
Growth volatility and financial liberalization 2 6 22 45 3 16 53 100
International Asset Allocation With Regime Shifts 0 0 1 1 3 11 45 647
Market Integration and Contagion 5 16 51 140 12 34 112 323
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 3 3 10 35 143 1,169
On biases in tests of the expectations hypothesis of the term structure of interest rates 3 6 15 99 3 7 29 209
On biases in the measurement of foreign exchange risk premiums 6 15 37 124 9 23 63 292
Peso problem explanations for term structure anomalies 2 4 15 100 5 12 32 340
Regime Switches in Interest Rates 0 0 0 0 7 14 57 482
Research in emerging markets finance: looking to the future 1 6 18 105 7 18 54 268
Short rate nonlinearities and regime switches 2 3 11 37 3 8 24 91
Target zones and exchange rates:: An empirical investigation 0 1 5 36 0 2 12 120
The Term Structure of Real Rates and Expected Inflation 3 12 13 13 12 37 38 38
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 2 5 35 328
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 1 2 5 90 3 5 18 355
The dynamics of emerging market equity flows 0 0 3 83 1 3 15 260
The implications of first-order risk aversion for asset market risk premiums 0 0 8 49 0 2 21 119
The term structure of real rates and expected inflation 6 17 52 293 20 50 146 705
Time-Varying World Market Integration 7 15 41 131 17 43 116 312
Uncovered interest rate parity and the term structure 6 24 51 51 11 55 108 108
Why stocks may disappoint 2 3 30 129 3 7 51 252
Total Journal Articles 77 220 732 2,901 226 680 2,248 11,298

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Statistics updated 2008-08-03