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 0 534 2 3 21 2,965
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 0 2 385 1 8 76 3,938
Aggregate Idiosyncratic Volatility 0 0 0 31 2 2 10 200
Aggregate Idiosyncratic Volatility 0 0 0 76 1 5 28 485
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 2 4 19 213
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 40 1 2 18 276
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 1 1 1 21 2 2 22 164
Asymmetric Volatility and Risk in Equity Markets 0 0 0 1,013 1 4 60 2,837
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 1 3 26 2,467
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 2 3 330 1 2 16 1,042
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 0 7 45
Currency Factors 1 1 2 13 1 2 9 116
Currency Factors 0 0 1 28 3 4 21 153
Dating the Integration of World Equity Markets 0 1 1 338 0 1 22 1,631
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 1 17 833
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 3 4 25 902
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 1 221 0 4 32 783
Does Financial Liberalization Spur Growth? 0 0 0 967 4 7 38 2,861
Does Financial Liberalization Spur Growth? 0 0 1 981 0 0 40 2,585
Emerging Equity Market Volatility 0 0 2 2,940 0 1 35 8,353
Emerging Equity Markets and Economic Development 0 0 1 573 1 5 18 1,681
Expectations Hypotheses Tests 0 0 0 344 1 1 14 1,618
FLIGHTS TO SAFETY 0 0 0 66 2 4 13 200
Financial Openness and Productivity 0 0 1 175 1 2 27 587
Flights to Safety 0 0 1 65 0 3 28 323
Flights to Safety 0 2 3 130 1 7 68 692
Flights to Safety 0 1 4 36 1 6 26 171
Forecasting International Stock Market Variances 0 0 1 1 1 1 10 10
Foreign Speculators and Emerging Equity Markets 0 0 0 772 1 1 26 3,008
Foreign Speculators and Emerging Equity Markets 0 0 0 218 0 2 23 860
Global Crises and Equity Market Contagion 0 0 0 303 0 3 17 752
Global Growth Opportunities and Market Integration 0 0 1 310 1 3 19 1,760
Global crises and equity market contagion 0 0 2 228 1 4 45 668
Global crises and equity market contagion 0 0 1 52 0 0 14 257
Good Carry, Bad Carry 0 0 0 13 0 0 18 105
Good Carry, Bad Carry 0 0 1 19 2 3 14 133
Growth Volatility and Financial Liberalization 0 0 0 450 0 1 21 1,177
How do Regimes Affect Asset Allocation? 0 1 4 384 0 11 51 1,022
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 2 4 14 412
International Asset Allocation with Time-Varying Correlations 0 0 1 925 1 2 24 2,716
International Stock Return Comovements 0 0 0 42 0 1 17 259
International Stock Return Comovements 0 0 0 191 1 1 10 684
International Stock Return Comovements 0 0 0 234 1 3 9 698
International Yield Co-movements 0 0 1 4 0 2 12 27
International stock return comovements 0 0 1 108 0 1 14 340
Liquidity and Expected Returns: Lessons From Emerging Markets 4 4 6 580 5 8 41 1,684
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 1 153 1 2 25 589
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 0 3 29 105
Macro Risks and the Term Structure of Interest Rates 0 0 0 75 0 2 17 169
Macroeconomic Regimes 0 0 0 132 1 3 27 175
Macroeconomic Regimes 0 0 0 22 0 0 21 145
Macroeconomic Regimes 0 0 0 66 0 1 23 264
Macroeconomic Regimes 0 0 0 130 1 1 11 268
Macroeconomic regimes 0 0 0 9 0 1 11 105
Market Integration and Contagion 0 0 0 649 2 3 26 1,623
New-Keynesian Macroeconomics and the Term Structure 0 0 0 256 1 3 43 784
New-Keynesian Macroeconomics and the Term Structure 0 0 1 364 0 2 31 1,173
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 1 32 1,024
New-Keynesian Macroeconomics and the Term Structure 0 0 0 118 0 2 21 545
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 2 10 862
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 0 0 20 982
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 0 24 223
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 111 1 3 19 214
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 0 2 20 195
Political Risk Spreads 0 0 4 98 1 4 33 399
Regime Switches in Interest Rates 1 4 9 1,175 2 10 47 2,963
Risk and return in international corporate bond markets 0 0 2 26 1 3 25 111
Risk, Monetary Policy and Asset Prices in a Global World 0 0 0 3 0 0 9 18
Risk, Uncertainty and Asset Prices 0 0 0 48 0 2 16 346
Risk, Uncertainty and Asset Prices 0 0 0 118 1 3 12 535
Risk, Uncertainty and Monetary Policy 0 0 0 43 0 3 79 355
Risk, Uncertainty and Monetary Policy 0 0 0 331 1 4 18 1,250
Risk, monetary policy and asset prices in a global world 0 0 0 11 0 2 27 58
Risk, uncertainty and monetary policy 0 0 2 128 3 7 50 387
Risk, uncertainty and monetary policy 0 0 1 70 1 4 13 298
Risk, uncertainty, and asset prices 0 0 0 195 0 1 10 566
Stock Return Predictability: Is it There? 0 1 3 1,184 2 5 67 3,412
Stock and Bond Pricing in an Affine Economy 0 0 2 432 0 0 16 1,518
Stock and Bond Returns with Moody Investors 0 1 1 58 1 2 21 394
Stock and Bond Returns with Moody Investors 0 0 0 155 1 1 13 572
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 8 755
Target Zones and Exchange Rates: An Empirical Investigation 0 0 1 181 0 1 27 695
Target zones and exchange rates: An empirical investigation 0 0 0 1 0 2 10 21
Target zones and exchange rates: An empirical investigation 0 0 0 0 0 0 15 26
The Determinants of Stock and Bond Return Comovements 0 0 2 162 0 11 46 689
The Dynamics of Emerging Market Equity Flows 0 0 0 314 1 1 10 1,523
The European Union, the Euro, and Equity Market Integration 0 0 0 21 1 2 12 194
The European Union, the Euro, and Equity Market Integration 0 0 0 70 1 1 20 261
The Global Crisis and Equity Market Contagion 0 0 3 186 1 6 99 604
The Global Cross-Section of Corporate Bonds: Market, Maturity and Liquidity 0 1 1 1 2 4 4 4
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 1 14 981
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 1 8 25
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 3 25 1,165
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 4 21 822
The Time Variation in Risk Appetite and Uncertainty 1 2 4 51 3 5 32 333
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 0 21 416
The VIX, the Variance Premium and Stock Market Volatility 0 0 2 149 5 10 77 442
The VIX, the variance premium and stock market volatility 0 1 3 131 2 6 40 640
The Variance Risk Premium in Equilibrium Models 0 1 1 18 1 4 24 148
The contribution of speculators to effective financial markets 0 0 0 84 0 1 9 223
The determinants of stock and bond return comovements 0 0 0 327 0 45 61 1,110
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 16 24
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 6 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 13 418
The role of capital markets in economic growth 0 0 2 1,185 0 1 8 4,365
Time-Varying World Market Integration 0 2 3 1,075 3 6 60 2,950
Uncovered Interest Rate Parity and the Term Structure 0 0 1 529 0 1 17 1,890
What Segments Equity Markets? 0 0 0 16 0 1 25 237
What Segments Equity Markets? 0 0 1 82 2 4 47 362
What Segments Equity Markets? 0 0 0 80 0 1 27 418
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 95 0 0 14 342
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 0 1 4 35
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 18 1 2 11 135
Why Stocks May Disappoint 0 0 0 289 2 3 20 1,111
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 1 9 204
Total Working Papers 9 26 96 28,918 96 350 2,889 101,586

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 47 1 4 43 410
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 1 39 2 2 22 324
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 3 4 46 2,493
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 0 37 2 3 19 210
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 1 6 49
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 0 1 16 620
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 2 2 11 258
Currency Factors 2 2 3 5 4 6 31 50
Dating the integration of world equity markets 0 0 1 297 2 2 25 1,296
Diversification, Integration and Emerging Market Closed-End Funds 0 0 1 216 2 3 16 688
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 8 625 1 10 70 2,027
Does financial liberalization spur growth? 0 1 7 745 0 6 67 2,174
Economic and Financial Integration in Europe 0 0 0 4 0 2 11 33
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 0 0 12 229
Emerging equity market volatility 0 4 19 813 8 12 106 2,154
Emerging equity markets and economic development 0 0 0 246 0 0 21 825
Emerging equity markets in a globalized world 0 1 6 10 1 6 50 69
Emerging markets finance 0 0 8 312 4 6 111 1,035
Equity Market Liberalization in Emerging Markets 0 0 0 32 1 4 27 171
Equity market liberalization in emerging markets 0 0 2 173 1 2 29 464
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 8 213
Expectations Hypotheses Tests 0 0 0 113 2 2 15 458
Expected idiosyncratic volatility 0 0 6 10 1 3 67 78
Financial Openness and Productivity 0 0 4 197 0 2 30 858
Flights to Safety 1 3 13 58 5 11 48 268
Foreign Speculators and Emerging Equity Markets 0 1 13 306 1 6 90 1,223
Global Growth Opportunities and Market Integration 0 0 5 144 1 1 25 643
Globalization and Asset Returns 1 1 3 25 1 2 27 165
Good Carry, Bad Carry 0 0 0 12 0 3 6 109
Growth volatility and financial liberalization 1 1 3 303 2 3 36 975
How Regimes Affect Asset Allocation 1 2 3 4 2 7 32 38
Inflation and the stock market: Understanding the "Fed Model" 0 0 1 197 3 9 58 921
Inflation and the stock market: Understanding the “Fed Model” 0 0 1 17 0 0 19 221
Inflation risk and the inflation risk premium 0 0 3 7 0 3 23 48
International Asset Allocation With Regime Shifts 0 0 0 1 17 47 223 1,706
International Stock Return Comovements 1 2 5 198 1 3 43 739
International Yield Comovements 0 1 1 8 1 4 12 36
Liquidity and Expected Returns: Lessons from Emerging Markets 2 3 9 177 5 10 50 690
Macro risks and the term structure of interest rates 0 0 2 49 7 9 34 203
Macroeconomic regimes 1 1 2 100 1 1 10 468
Market Integration and Contagion 4 7 18 1,098 9 24 115 2,919
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 0 3 17 1,749
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 1 24 617
New Keynesian Macroeconomics and the Term Structure 0 0 1 5 0 1 9 33
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 1 273 0 0 9 672
On biases in the measurement of foreign exchange risk premiums 0 0 4 334 1 1 21 809
On the Link Between the Volatility and Skewness of Growth 0 0 2 24 1 1 30 188
On the global financial market integration “swoosh” and the trilemma 0 0 0 37 0 1 28 255
Peso problem explanations for term structure anomalies 0 0 0 173 0 2 38 776
Political risk and international valuation 0 4 14 67 5 12 68 318
Political risk spreads 0 0 6 93 1 5 51 495
Regime Switches in Interest Rates 0 0 0 0 0 1 39 1,277
Research in emerging markets finance: looking to the future 0 0 4 288 0 2 34 900
Risk and return in international corporate bond markets 0 0 2 8 1 2 16 52
Risk, uncertainty and monetary policy 4 7 25 567 13 30 156 1,677
Risk, uncertainty and monetary policy 0 0 5 32 1 3 72 516
Risk, uncertainty, and asset prices 1 1 7 279 3 5 39 1,037
Short rate nonlinearities and regime switches 0 0 0 77 2 2 15 252
Stock Return Predictability: Is it There? 0 0 1 36 3 4 56 310
Stock and bond returns with Moody Investors 0 0 0 42 1 1 30 352
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 1 4 8 1 3 27 47
Target zones and exchange rates:: An empirical investigation 0 0 0 72 1 3 23 359
The European Union, the Euro, and equity market integration 0 0 0 160 0 1 14 658
The Global Crisis and Equity Market Contagion 0 0 1 105 0 5 29 437
The International Commonality of Idiosyncratic Variances 1 2 2 4 2 5 22 28
The Term Structure of Real Rates and Expected Inflation 0 1 1 244 1 2 15 778
The Time Variation in Risk Appetite and Uncertainty 1 5 14 31 7 18 118 194
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 9 467
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 1 1 23 591
The VIX, the variance premium and stock market volatility 4 5 17 216 11 22 100 849
The Variance Risk Premium in Equilibrium Models* 0 1 5 7 0 1 22 28
The dynamics of emerging market equity flows 0 0 0 173 0 1 33 734
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 1 8 386
The term structure of real rates and expected inflation 0 0 0 414 2 3 22 1,363
Time-Varying World Market Integration 1 1 10 509 1 3 85 1,575
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks 1 1 10 10 5 10 42 42
Uncovered interest rate parity and the term structure 1 1 1 336 2 3 27 1,008
What Segments Equity Markets? 0 2 3 74 0 3 20 500
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 28 2 4 19 159
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 2 24 0 1 24 131
Why stocks may disappoint 0 0 0 245 2 2 17 782
Total Journal Articles 29 64 292 12,305 164 395 3,161 51,959

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 7 19 74 371
Total Books 0 0 0 0 7 19 74 371

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 2 11 157 0 5 78 505
Total Chapters 0 2 11 157 0 5 78 505

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11