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 1 5 29 455 9 19 126 2,479
"Peso problem" explanations for term structure anomalies 0 0 0 0 3 9 27 27
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 1 6 6 6 11 33 33 33
Asymmetric Volatility and Risk in Equity Markets 6 15 71 790 8 23 138 1,873
Capital Flows and the Behavior of Emerging Market Equity Returns 1 7 34 564 1 13 73 2,016
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 2 4 31 186 6 11 83 530
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 4 102 1 4 29 513
Conditioning Information and Variance on Pricing Kernals 0 2 3 48 0 4 24 278
Dating the Integration of World Equity Markets 1 4 21 298 3 15 67 1,340
Diversification, Integration and Emerging Market Closed-End Funds 1 4 26 162 4 15 100 526
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 8 13 33 131 18 34 117 377
Do macro variables, asset markets, or surveys forecast inflation better? 2 7 23 131 5 16 59 347
Does Financial Liberalization Spur Growth? 12 42 156 559 35 101 305 1,098
Does Financial Liberalization Spur Growth? 4 18 53 656 18 48 141 1,562
Emerging Equity Market Volatility 19 39 180 2,296 56 158 543 6,234
Emerging Equity Markets and Economic Development 2 3 12 501 4 12 32 1,340
Expectations Hypotheses Tests 1 1 15 262 4 8 39 1,278
Financial Openness and Productivity 4 12 47 47 11 21 73 73
Foreign Speculators and Emerging Equity Markets 2 5 23 149 6 12 57 458
Foreign Speculators and Emerging Equity Markets 6 11 64 628 14 30 141 2,267
Global Growth Opportunities and Market Integration 1 8 33 204 18 43 149 871
Growth Volatility and Financial Liberalization 2 10 40 254 6 24 88 545
How do Regimes Affect Asset Allocation? 1 6 38 228 1 17 72 481
Inflation and the Stock Market:Understanding the "Fed Model" 3 13 34 34 12 40 89 89
International Asset Allocation with Time-Varying Correlations 5 10 44 806 18 39 135 2,382
International Stock Return Comovements 10 20 36 99 17 36 113 301
International Stock Return Comovements 0 2 14 18 5 11 37 44
International Stock Return Comovements 0 1 11 166 3 5 35 347
International stock return comovements 4 11 37 37 10 25 78 78
Liquidity and Expected Returns: Lessons From Emerging Markets 10 12 34 288 23 31 93 679
Liquidity and Expected Returns: Lessons from Emerging Markets 5 20 35 99 14 49 102 258
Market Integration and Contagion 5 11 49 506 8 20 87 1,048
New-Keynesian Macroeconomics and the Term Structure 2 4 26 190 3 10 49 410
New-Keynesian Macroeconomics and the Term Structure 2 3 18 75 2 9 48 224
New-Keynesian Macroeconomics and the Term Structure 2 7 37 268 6 22 86 702
New-Keynesian Macroeconomics and the Term Structure 1 4 29 201 6 15 77 575
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 6 156 1 4 30 687
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 3 18 199 2 11 46 742
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 3 10 27 27
Regime Switches in Interest Rates 2 14 51 848 12 29 104 1,993
Risk, Uncertainty and Asset Prices 0 3 8 27 1 4 24 102
Risk, Uncertainty and Asset Prices 0 2 11 87 4 16 48 238
Risk, uncertainty, and asset prices 0 3 21 161 2 7 37 319
Stock Return Predictability: Is it There? 5 14 61 916 13 31 144 2,325
Stock and Bond Pricing in an Affine Economy 2 7 36 372 4 18 90 1,241
Stock and Bond Returns with Moody Investors 0 0 6 118 4 7 44 547
Stock and Bond Returns with Moody Investors 2 2 14 47 5 12 52 203
Stock and Bond Returns with Moody Investors 2 4 28 99 7 13 62 270
Target Zones and Exchange Rates: An Empirical Investigation 0 5 13 153 2 10 45 487
The Determinants of Stock and Bond Return Comovements 3 23 23 23 13 44 44 44
The Dynamics of Emerging Market Equity Flows 4 7 19 276 6 14 57 1,242
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 2 4 14 179 4 10 52 754
The Term Structure of Real Rates and Expected Inflation 5 16 85 249 17 42 187 495
The Term Structure of Real Rates and Expected Inflation 0 1 15 208 9 23 67 469
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 2 6 17 103 6 11 37 246
The contribution of speculators to effective financial markets 1 2 15 37 4 6 29 97
The determinants of stock and bond return comovements 5 11 55 115 9 28 137 259
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 5 11 24 292
The role of capital markets in economic growth 24 55 190 338 77 154 460 856
Time-Varying World Market Integration 10 31 145 681 17 65 278 1,746
Uncovered Interest Rate Parity and the Term Structure 3 8 28 453 18 35 102 1,531
What Do Asset Prices Have to Say About Risk Appetite and Uncertainty? 3 16 16 16 5 9 9 9
What Segments Equity Markets? 2 4 28 28 4 8 47 47
Why Stocks May Disappoint 2 5 9 256 3 13 30 782
Total Working Papers 205 586 2,278 17,589 626 1,627 5,858 51,733

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 0 5 10 27 136 1,445
Caloric Consumption in Industrializing Belgium 1 1 1 1 1 2 4 4
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 4 6 27 83 5 15 58 253
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 1 20 1 2 10 119
Dating the integration of world equity markets 3 7 36 140 7 17 95 421
Diversification, Integration and Emerging Market Closed-End Funds 0 7 22 64 1 8 45 200
Do macro variables, asset markets, or surveys forecast inflation better? 3 6 32 68 5 16 90 195
Does financial liberalization spur growth? 10 19 72 263 18 37 142 543
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 2 26 0 0 5 96
Emerging equity market volatility 5 15 59 429 7 23 107 917
Emerging equity markets and economic development 0 3 13 121 1 6 26 302
Emerging markets finance 3 6 23 179 5 15 53 418
Equity Market Liberalization in Emerging Markets 1 2 5 5 3 6 13 13
Equity market liberalization in emerging markets 0 3 6 141 3 6 17 300
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 1 5 16 38 1 7 34 123
Expectations Hypotheses Tests 4 4 14 50 5 8 40 149
Foreign Speculators and Emerging Equity Markets 1 5 27 132 5 11 74 364
Global Growth Opportunities and Market Integration 0 2 22 68 5 9 56 183
Growth volatility and financial liberalization 1 7 29 79 7 15 54 168
International Asset Allocation With Regime Shifts 0 0 0 1 4 11 65 744
Liquidity and Expected Returns: Lessons from Emerging Markets 7 11 31 39 15 24 63 87
Market Integration and Contagion 11 27 135 298 17 47 219 582
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 5 20 102 1,303
On biases in tests of the expectations hypothesis of the term structure of interest rates 1 6 23 125 4 13 37 252
On biases in the measurement of foreign exchange risk premiums 2 7 46 180 4 11 66 373
Peso problem explanations for term structure anomalies 1 4 20 121 2 9 39 381
Regime Switches in Interest Rates 0 0 0 0 8 14 57 558
Research in emerging markets finance: looking to the future 2 7 27 143 7 20 62 363
Risk, uncertainty, and asset prices 4 14 56 56 5 31 160 160
Short rate nonlinearities and regime switches 0 2 4 43 1 4 12 106
Target zones and exchange rates:: An empirical investigation 2 4 8 44 2 8 17 141
The Term Structure of Real Rates and Expected Inflation 5 13 47 68 12 30 124 194
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 2 4 31 364
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 2 4 12 103 5 11 27 386
The dynamics of emerging market equity flows 2 4 15 99 3 11 33 297
The implications of first-order risk aversion for asset market risk premiums 0 1 3 55 2 4 9 132
The term structure of real rates and expected inflation 3 6 40 343 5 21 110 838
Time-Varying World Market Integration 6 14 67 208 7 25 123 466
Uncovered interest rate parity and the term structure 4 5 41 103 12 20 98 239
Why stocks may disappoint 0 0 16 150 1 5 32 294
Total Journal Articles 89 227 998 4,094 213 573 2,545 14,473

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 3 9 9 0 7 18 18
Total Chapters 0 3 9 9 0 7 18 18

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Statistics updated 2009-11-04