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 1 1 531 1 3 9 2,909
"Peso problem" explanations for term structure anomalies 0 0 1 27 0 0 6 144
Aggregate Idiosyncratic Volatility 0 1 1 76 1 5 15 304
Aggregate Idiosyncratic Volatility 0 0 1 24 0 2 11 140
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 1 17 0 2 7 87
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 1 7 10 0 1 14 29
Asymmetric Volatility and Risk in Equity Markets 0 0 7 956 1 5 29 2,464
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 1 651 0 1 14 2,278
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 1 3 320 2 2 8 962
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 109 0 0 1 575
Conditioning Information and Variance on Pricing Kernals 0 0 0 0 1 2 3 30
Dating the Integration of World Equity Markets 0 0 1 333 0 5 19 1,516
Diversification, Integration and Emerging Market Closed-End Funds 0 1 1 227 0 3 6 771
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 2 246 0 0 7 763
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 9 197 1 4 23 582
Does Financial Liberalization Spur Growth? 1 1 6 946 3 4 35 2,279
Does Financial Liberalization Spur Growth? 2 2 15 922 8 19 109 2,484
Emerging Equity Market Volatility 2 3 10 2,906 4 9 40 8,144
Emerging Equity Markets and Economic Development 0 4 5 559 0 5 24 1,528
Expectations Hypotheses Tests 0 1 4 330 1 3 15 1,489
Financial Openness and Productivity 0 1 5 150 0 4 40 411
Flights to Safety 0 0 7 84 2 6 26 342
Flights to Safety 1 4 9 47 5 11 27 88
Flights to Safety 0 1 1 27 1 3 10 71
Foreign Speculators and Emerging Equity Markets 2 3 3 209 2 4 10 706
Foreign Speculators and Emerging Equity Markets 1 10 10 749 3 15 22 2,753
Global Crises and Equity Market Contagion 0 0 7 268 7 19 84 533
Global Growth Opportunities and Market Integration 1 4 6 302 2 6 31 1,571
Global crises and equity market contagion 0 2 4 44 1 6 18 139
Global crises and equity market contagion 0 1 7 163 1 5 23 344
Growth Volatility and Financial Liberalization 5 11 14 428 6 17 39 1,043
How do Regimes Affect Asset Allocation? 0 1 5 359 0 4 15 787
Inflation and the Stock Market:Understanding the "Fed Model" 1 1 1 107 1 3 8 337
International Asset Allocation with Time-Varying Correlations 0 0 0 914 0 1 3 2,641
International Stock Return Comovements 0 0 1 41 0 1 6 162
International Stock Return Comovements 0 0 3 229 2 6 26 582
International Stock Return Comovements 1 1 1 190 1 1 7 584
International stock return comovements 1 1 1 1 2 2 3 3
Liquidity and Expected Returns: Lessons From Emerging Markets 3 8 12 548 5 10 36 1,502
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 4 145 1 2 17 474
Macro Risks and the Term Structure of Interest Rates 3 5 28 28 3 6 28 28
Macro Risks and the Term Structure of Interest Rates 2 8 59 59 2 10 24 24
Macroeconomic Regimes 0 0 3 120 0 0 11 185
Macroeconomic Regimes 0 0 3 60 1 2 18 152
Macroeconomic Regimes 0 1 3 126 2 3 10 64
Macroeconomic Regimes 0 1 3 20 0 2 9 73
Macroeconomic regimes 0 0 1 1 2 3 6 6
Market Integration and Contagion 0 1 3 634 1 4 13 1,454
New-Keynesian Macroeconomics and the Term Structure 0 0 2 360 1 1 38 1,039
New-Keynesian Macroeconomics and the Term Structure 0 0 1 114 1 3 8 409
New-Keynesian Macroeconomics and the Term Structure 0 0 1 292 1 3 7 921
New-Keynesian Macroeconomics and the Term Structure 1 1 3 251 1 2 9 646
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 4 182 0 1 9 819
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 1 3 260 0 1 6 929
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 0 8 154
On the Global Financial Market Integration “Swoosh” and the Trilemma 2 6 85 85 5 15 48 48
On the Link Between the Volatility and Skewness of Growth 0 2 4 60 0 6 13 98
Political Risk Spreads 0 1 5 72 1 2 23 179
Regime Switches in Interest Rates 1 4 22 1,097 3 9 55 2,649
Risk, Uncertainty and Asset Prices 0 0 0 36 0 0 5 196
Risk, Uncertainty and Asset Prices 0 0 1 115 0 0 9 434
Risk, Uncertainty and Monetary Policy 2 7 24 311 8 26 105 1,017
Risk, Uncertainty and Monetary Policy 0 0 2 36 0 0 14 154
Risk, uncertainty and monetary policy 0 0 0 56 0 0 6 103
Risk, uncertainty and monetary policy 1 2 9 75 2 5 23 115
Risk, uncertainty, and asset prices 0 2 5 185 1 4 16 446
Stock Return Predictability: Is it There? 1 3 25 1,101 4 12 72 2,938
Stock and Bond Pricing in an Affine Economy 0 0 1 421 0 0 7 1,451
Stock and Bond Returns with Moody Investors 0 0 1 56 0 6 15 311
Stock and Bond Returns with Moody Investors 0 0 0 153 0 1 8 508
Stock and Bond Returns with Moody Investors 0 0 0 132 1 3 11 656
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 0 0 0 635
The Determinants of Stock and Bond Return Comovements 1 4 11 142 3 7 35 503
The Dynamics of Emerging Market Equity Flows 0 2 2 314 1 4 10 1,408
The European Union, the Euro, and Equity Market Integration 0 0 1 19 3 5 16 120
The European Union, the Euro, and Equity Market Integration 1 1 2 67 5 7 17 155
The Global Crisis and Equity Market Contagion 1 5 30 139 5 16 73 305
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 232 0 2 6 943
The Term Structure of Real Rates and Expected Inflation 0 0 1 250 0 1 12 683
The Term Structure of Real Rates and Expected Inflation 0 0 2 441 1 1 10 1,028
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 1 146 1 1 4 367
The VIX, the Variance Premium and Stock Market Volatility 0 1 6 133 0 3 14 188
The VIX, the variance premium and stock market volatility 0 5 10 79 1 27 123 192
The contribution of speculators to effective financial markets 0 0 1 82 0 0 2 200
The determinants of stock and bond return comovements 1 1 4 309 2 7 31 877
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 2 6 373
The role of capital markets in economic growth 2 4 28 1,146 7 14 117 4,217
Time-Varying World Market Integration 1 2 11 1,043 2 5 33 2,731
Uncovered Interest Rate Parity and the Term Structure 0 0 2 523 2 5 22 1,825
What Segments Equity Markets? 0 0 2 77 0 4 13 331
What Segments Equity Markets? 0 0 3 13 0 3 10 86
What Segments Equity Markets? 0 0 1 75 0 1 11 233
What do asset prices have to say about risk appetite and uncertainty? 1 2 3 73 1 2 8 208
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 1 6 0 0 7 20
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 1 14 0 1 7 38
Why Stocks May Disappoint 0 0 0 281 1 2 6 915
Total Working Papers 45 139 603 26,708 141 451 2,080 81,522


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 3 34 1 2 14 146
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 1 2 6 6 1 5 25 25
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 1 8 31 1,875
Bad environments, good environments: A non-Gaussian asymmetric volatility model 3 3 4 15 13 13 35 94
Caloric Consumption in Industrializing Belgium 1 1 1 6 2 2 3 24
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 152 1 1 7 511
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 3 224
Dating the integration of world equity markets 1 3 7 277 2 12 28 1,004
Diversification, Integration and Emerging Market Closed-End Funds 0 1 5 170 2 6 17 524
Do macro variables, asset markets, or surveys forecast inflation better? 8 13 57 541 14 33 123 1,325
Does financial liberalization spur growth? 1 4 17 581 3 12 54 1,402
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 37 0 0 1 138
Emerging equity market volatility 1 2 5 629 6 14 42 1,508
Emerging equity markets and economic development 2 3 5 226 4 7 22 658
Emerging markets finance 2 2 8 249 4 5 35 695
Equity Market Liberalization in Emerging Markets 0 1 2 23 0 1 6 96
Equity market liberalization in emerging markets 1 1 3 160 2 4 8 386
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 1 2 3 58 1 2 5 188
Expectations Hypotheses Tests 1 1 1 96 2 5 9 359
Financial Openness and Productivity 1 3 10 135 2 11 44 456
Foreign Speculators and Emerging Equity Markets 0 1 2 209 3 6 20 753
Global Growth Opportunities and Market Integration 0 0 6 130 4 8 30 460
Globalization and Asset Returns 0 1 1 1 3 8 18 18
Growth volatility and financial liberalization 1 4 13 242 7 16 53 648
Inflation and the stock market: Understanding the "Fed Model" 3 3 13 165 5 8 34 562
Inflation and the stock market: Understanding the “Fed Model” 0 0 0 5 0 1 5 131
Inflation risk and the inflation risk premium 2 4 12 91 3 5 26 317
International Asset Allocation With Regime Shifts 0 0 0 1 11 21 77 1,082
International Stock Return Comovements 1 3 7 167 4 6 20 494
Liquidity and Expected Returns: Lessons from Emerging Markets 1 1 4 128 2 3 19 417
Macroeconomic regimes 3 8 17 63 5 11 43 186
Market Integration and Contagion 1 6 26 961 4 23 85 2,181
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 6 11 25 1,548
New Keynesian Macroeconomics and the Term Structure 1 2 7 148 3 7 21 483
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 249 1 2 11 519
On biases in the measurement of foreign exchange risk premiums 0 2 2 287 2 5 12 652
Peso problem explanations for term structure anomalies 2 2 2 166 4 5 9 654
Political risk and international valuation 2 4 8 18 5 8 36 66
Political risk spreads 0 1 6 44 1 5 29 160
Regime Switches in Interest Rates 0 0 0 0 1 8 28 900
Research in emerging markets finance: looking to the future 1 2 4 255 1 3 16 750
Risk, uncertainty and monetary policy 5 17 50 232 8 25 92 490
Risk, uncertainty and monetary policy 0 1 6 6 2 11 35 40
Risk, uncertainty, and asset prices 0 0 6 197 0 4 28 625
Short rate nonlinearities and regime switches 0 0 2 75 0 0 4 211
Stock and bond returns with Moody Investors 0 0 1 30 1 4 9 216
Target zones and exchange rates:: An empirical investigation 0 0 1 61 1 1 4 263
The European Union, the Euro, and equity market integration 1 1 3 123 6 10 28 418
The Global Crisis and Equity Market Contagion 1 4 18 55 5 14 51 171
The Term Structure of Real Rates and Expected Inflation 0 1 8 192 4 5 21 583
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 3 447
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 1 131 0 0 6 536
The VIX, the variance premium and stock market volatility 2 8 30 97 4 14 52 220
The dynamics of emerging market equity flows 1 2 7 149 1 5 20 506
The implications of first-order risk aversion for asset market risk premiums 0 0 0 82 1 3 6 296
The term structure of real rates and expected inflation 1 1 3 400 4 4 32 1,198
Time-Varying World Market Integration 7 9 18 400 13 17 42 1,071
Uncovered interest rate parity and the term structure 1 2 14 297 3 7 34 744
What Segments Equity Markets? 0 4 8 28 2 13 31 217
What do asset prices have to say about risk appetite and uncertainty? 0 0 5 8 0 0 15 26
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 1 1 1 2 6 17 17
Why stocks may disappoint 0 2 5 190 1 5 17 487
Total Journal Articles 61 139 457 9,512 194 461 1,676 33,401
1 registered items for which data could not be found


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 0 5 127 2 2 18 336
Total Chapters 0 0 5 127 2 2 18 336


Statistics updated 2017-11-04