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 0 533 0 0 5 2,928
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 43 109 130 130 415 1,063 1,130 1,130
Aggregate Idiosyncratic Volatility 0 0 0 76 2 4 32 365
Aggregate Idiosyncratic Volatility 0 0 2 28 0 0 14 175
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 0 11 116
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 39 2 5 15 215
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 0 16 1 3 12 72
Asymmetric Volatility and Risk in Equity Markets 1 1 6 987 2 11 52 2,598
Capital Flows and the Behavior of Emerging Market Equity Returns 0 1 3 658 1 4 16 2,309
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 322 0 1 10 990
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 109 0 0 7 585
Conditioning Information and Variance on Pricing Kernals 0 0 0 0 0 0 3 33
Currency Factors 0 2 9 23 0 5 46 82
Currency Factors 0 1 1 8 2 7 23 58
Dating the Integration of World Equity Markets 0 0 0 337 1 2 15 1,590
Diversification, Integration and Emerging Market Closed-End Funds 0 0 1 236 0 1 8 796
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 3 249 1 5 36 819
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 1 205 0 3 29 644
Does Financial Liberalization Spur Growth? 0 0 10 952 7 22 68 2,673
Does Financial Liberalization Spur Growth? 1 1 3 962 6 10 38 2,405
Emerging Equity Market Volatility 1 3 7 2,922 4 10 34 8,234
Emerging Equity Markets and Economic Development 0 0 1 565 0 7 24 1,581
Expectations Hypotheses Tests 0 2 3 339 0 3 18 1,536
FLIGHTS TO SAFETY 3 5 11 57 10 22 67 114
Financial Openness and Productivity 0 1 4 171 3 5 31 483
Flights to Safety 0 0 0 30 1 4 15 122
Flights to Safety 1 3 10 113 4 10 50 476
Flights to Safety 0 1 3 61 2 11 42 197
Foreign Speculators and Emerging Equity Markets 0 0 4 769 3 6 44 2,839
Foreign Speculators and Emerging Equity Markets 0 0 4 213 2 6 33 764
Global Crises and Equity Market Contagion 1 5 11 294 4 14 45 669
Global Growth Opportunities and Market Integration 0 0 0 308 3 12 33 1,652
Global crises and equity market contagion 0 0 2 47 1 5 31 209
Global crises and equity market contagion 1 4 8 185 3 16 55 466
Good Carry, Bad Carry 0 0 2 11 0 1 14 34
Good Carry, Bad Carry 1 1 4 13 1 6 37 64
Growth Volatility and Financial Liberalization 1 1 4 447 4 6 20 1,108
How do Regimes Affect Asset Allocation? 0 3 4 365 1 8 27 852
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 1 111 0 1 9 369
International Asset Allocation with Time-Varying Correlations 0 0 0 917 0 0 3 2,657
International Stock Return Comovements 0 0 0 42 1 3 10 181
International Stock Return Comovements 0 0 0 191 1 3 11 614
International Stock Return Comovements 0 0 0 232 0 4 15 630
International stock return comovements 0 0 1 101 1 5 19 304
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 4 566 0 3 22 1,575
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 148 0 6 23 529
Macro Risks and the Term Structure of Interest Rates 0 0 1 32 0 1 10 58
Macro Risks and the Term Structure of Interest Rates 0 0 3 70 0 1 12 87
Macroeconomic Regimes 0 0 0 21 0 2 13 102
Macroeconomic Regimes 0 0 2 130 0 1 18 105
Macroeconomic Regimes 0 0 0 62 2 6 17 201
Macroeconomic Regimes 0 0 1 127 1 3 14 223
Macroeconomic regimes 0 0 0 5 1 3 9 36
Market Integration and Contagion 1 1 1 644 4 9 24 1,510
New-Keynesian Macroeconomics and the Term Structure 0 0 0 294 0 4 15 955
New-Keynesian Macroeconomics and the Term Structure 0 0 0 253 0 3 19 684
New-Keynesian Macroeconomics and the Term Structure 0 0 0 361 0 7 23 1,095
New-Keynesian Macroeconomics and the Term Structure 0 0 1 117 0 0 16 445
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 1 184 2 4 14 844
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 262 0 2 9 952
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 1 2 16 188
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 1 2 106 2 7 28 145
On the Link Between the Volatility and Skewness of Growth 0 3 3 67 1 7 17 141
Political Risk Spreads 0 0 1 82 0 4 17 228
Regime Switches in Interest Rates 1 2 7 1,129 5 9 40 2,761
Risk and return in international corporate bond markets 3 4 14 14 6 14 23 23
Risk, Uncertainty and Asset Prices 0 0 1 116 2 5 12 465
Risk, Uncertainty and Asset Prices 0 0 4 42 1 3 16 227
Risk, Uncertainty and Monetary Policy 0 0 0 40 2 4 24 210
Risk, Uncertainty and Monetary Policy 0 1 4 326 3 7 38 1,187
Risk, uncertainty and monetary policy 0 0 0 61 4 9 28 170
Risk, uncertainty and monetary policy 0 0 3 92 3 6 39 219
Risk, uncertainty, and asset prices 0 0 1 191 0 4 11 483
Stock Return Predictability: Is it There? 2 4 14 1,134 8 15 58 3,080
Stock and Bond Pricing in an Affine Economy 0 1 4 427 1 2 9 1,483
Stock and Bond Returns with Moody Investors 0 0 0 153 1 6 14 533
Stock and Bond Returns with Moody Investors 0 0 0 133 0 2 13 678
Stock and Bond Returns with Moody Investors 0 0 0 57 0 3 14 334
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 2 4 12 649
Target zones and exchange rates: An empirical investigation 0 0 0 0 1 2 3 3
The Determinants of Stock and Bond Return Comovements 0 0 1 155 2 5 19 564
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 1 5 1,428
The European Union, the Euro, and Equity Market Integration 0 0 0 19 2 2 12 150
The European Union, the Euro, and Equity Market Integration 0 0 0 68 0 2 14 186
The Global Crisis and Equity Market Contagion 0 3 6 167 4 19 60 435
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 234 0 1 9 959
The Term Structure of Real Rates and Expected Inflation 0 0 0 252 5 12 28 729
The Term Structure of Real Rates and Expected Inflation 0 1 1 446 2 8 23 1,074
The Time Variation in Risk Appetite and Uncertainty 1 4 11 22 7 49 85 117
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 146 0 2 11 381
The VIX, the Variance Premium and Stock Market Volatility 0 0 0 140 1 6 18 237
The VIX, the variance premium and stock market volatility 1 1 3 96 5 12 45 335
The Variance Risk Premium in Equilibrium Models 0 0 12 12 1 8 31 31
The contribution of speculators to effective financial markets 0 0 1 83 1 1 6 208
The determinants of stock and bond return comovements 0 1 4 323 6 9 29 959
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 2 2
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 11 395
The role of capital markets in economic growth 0 0 4 1,166 1 5 25 4,318
Time-Varying World Market Integration 0 2 5 1,060 1 6 31 2,829
Uncovered Interest Rate Parity and the Term Structure 0 1 3 527 1 3 14 1,856
What Segments Equity Markets? 0 0 0 15 0 3 17 121
What Segments Equity Markets? 0 0 0 80 0 2 14 360
What Segments Equity Markets? 0 0 1 79 1 4 11 260
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 92 1 2 14 276
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 0 0 2 29
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 15 2 4 21 76
Why Stocks May Disappoint 1 1 2 286 3 6 21 968
\\"Peso problem\\" explanations for term structure anomalies 0 0 0 28 1 4 8 158
Total Working Papers 64 175 379 27,848 589 1,662 3,533 88,787


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 1 42 2 7 26 213
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 1 1 3 21 5 15 41 135
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 4 13 80 2,146
Bad environments, good environments: A non-Gaussian asymmetric volatility model 1 2 6 29 4 6 31 161
Caloric Consumption in Industrializing Belgium 0 0 1 7 1 4 8 35
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 1 1 154 3 6 14 536
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 2 7 243
Dating the integration of world equity markets 0 0 3 283 4 11 39 1,135
Diversification, Integration and Emerging Market Closed-End Funds 1 2 7 194 1 9 26 607
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 4 566 2 9 69 1,528
Does financial liberalization spur growth? 1 2 17 670 7 24 113 1,775
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 37 0 0 2 145
Emerging equity market volatility 1 11 32 744 10 31 124 1,866
Emerging equity markets and economic development 0 1 1 237 1 5 21 728
Emerging markets finance 0 0 5 270 2 5 41 802
Equity Market Liberalization in Emerging Markets 0 0 1 26 2 3 9 115
Equity market liberalization in emerging markets 0 0 0 162 2 3 10 409
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 5 203
Expectations Hypotheses Tests 0 0 2 103 1 5 19 395
Financial Openness and Productivity 0 1 6 161 5 14 72 645
Flights to Safety 0 5 9 9 5 20 50 50
Foreign Speculators and Emerging Equity Markets 1 3 3 221 5 10 41 853
Global Growth Opportunities and Market Integration 0 0 0 133 6 13 35 545
Globalization and Asset Returns 1 1 6 14 6 10 38 90
Good Carry, Bad Carry 0 1 6 6 2 7 25 25
Growth volatility and financial liberalization 0 1 9 276 3 14 55 797
Inflation and the stock market: Understanding the "Fed Model" 0 1 2 176 2 9 44 675
Inflation and the stock market: Understanding the “Fed Model” 0 0 0 7 1 3 11 164
International Asset Allocation With Regime Shifts 0 0 0 1 3 9 47 1,267
International Stock Return Comovements 0 1 2 178 2 15 47 590
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 1 137 1 8 34 508
Macroeconomic regimes 0 0 5 85 2 6 35 363
Market Integration and Contagion 0 8 22 1,018 11 36 106 2,481
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 6 16 24 1,619
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 3 5 24 562
New Keynesian Macroeconomics and the Term Structure 0 0 0 0 0 1 3 3
On biases in tests of the expectations hypothesis of the term structure of interest rates 1 2 6 266 1 4 21 563
On biases in the measurement of foreign exchange risk premiums 0 1 3 310 3 8 31 727
On the Link Between the Volatility and Skewness of Growth 0 1 8 9 4 15 51 58
On the global financial market integration “swoosh” and the trilemma 0 1 11 18 5 13 81 114
Peso problem explanations for term structure anomalies 0 0 0 169 3 5 22 707
Political risk and international valuation 0 0 4 28 3 8 33 137
Political risk spreads 0 1 4 59 5 14 42 283
Regime Switches in Interest Rates 0 0 0 0 11 25 78 1,080
Research in emerging markets finance: looking to the future 0 1 4 267 1 3 10 801
Risk, uncertainty and monetary policy 8 18 60 380 16 50 182 942
Risk, uncertainty and monetary policy 0 0 4 20 7 14 88 273
Risk, uncertainty, and asset prices 2 2 19 241 7 16 62 784
Short rate nonlinearities and regime switches 0 1 1 77 0 1 5 228
Stock Return Predictability: Is it There? 2 4 12 13 7 16 56 77
Stock and bond returns with Moody Investors 0 1 3 35 1 9 22 263
Target zones and exchange rates:: An empirical investigation 1 1 2 64 3 5 10 291
The European Union, the Euro, and equity market integration 0 0 3 134 1 3 33 527
The Global Crisis and Equity Market Contagion 0 4 9 77 5 16 67 288
The Term Structure of Real Rates and Expected Inflation 0 0 1 207 4 6 27 660
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 1 2 4 453
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 131 2 6 12 556
The VIX, the variance premium and stock market volatility 0 5 15 154 11 32 104 540
The dynamics of emerging market equity flows 0 0 5 166 1 5 32 603
The implications of first-order risk aversion for asset market risk premiums 0 0 0 84 2 4 14 346
The term structure of real rates and expected inflation 0 0 2 407 4 9 21 1,261
Time-Varying World Market Integration 1 6 16 457 9 20 87 1,287
Uncovered interest rate parity and the term structure 1 2 12 323 7 22 85 899
What Segments Equity Markets? 0 0 4 48 2 9 41 360
What do asset prices have to say about risk appetite and uncertainty? 0 1 3 16 1 3 20 78
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 2 11 1 1 13 64
Why stocks may disappoint 0 1 4 215 5 19 59 610
Total Journal Articles 24 96 372 10,600 247 717 2,789 40,274


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
International Financial Management 0 0 0 0 4 10 26 84
Total Books 0 0 0 0 4 10 26 84


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 3 138 0 2 15 380
Total Chapters 0 0 3 138 0 2 15 380


Statistics updated 2021-01-03