Access Statistics for Geert Bekaert

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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 0 1 1 2,943
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 3 6 382 1 11 40 3,851
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 0 0 1 188
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 0 0 192
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 1 1 40 0 3 6 257
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 1 18 0 0 2 140
Asymmetric Volatility and Risk in Equity Markets 1 1 5 1,012 4 6 20 2,774
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 3 679 1 5 12 2,441
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 1 1 327 0 2 5 1,024
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 0 588
Conditioning Information and Variance on Pricing Kernals 0 0 1 1 0 0 2 38
Currency Factors 0 0 0 26 0 0 3 130
Currency Factors 0 0 0 11 0 2 3 107
Dating the Integration of World Equity Markets 0 0 0 337 0 1 1 1,608
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 1 6 814
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 255 0 1 7 877
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 2 216 0 1 7 746
Does Financial Liberalization Spur Growth? 0 0 0 967 0 8 17 2,822
Does Financial Liberalization Spur Growth? 0 0 0 979 1 5 12 2,541
Emerging Equity Market Volatility 1 1 1 2,937 1 3 9 8,314
Emerging Equity Markets and Economic Development 0 0 1 572 0 0 5 1,662
Expectations Hypotheses Tests 0 0 2 344 0 1 6 1,602
FLIGHTS TO SAFETY 0 0 2 66 0 2 6 184
Financial Openness and Productivity 0 0 0 174 0 1 8 558
Flights to Safety 0 0 0 32 0 0 3 144
Flights to Safety 0 0 0 64 0 1 1 294
Flights to Safety 0 1 3 127 0 7 16 621
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 0 0 771 0 2 12 2,978
Foreign Speculators and Emerging Equity Markets 0 0 1 218 0 1 3 837
Global Crises and Equity Market Contagion 0 0 0 303 0 1 4 735
Global Growth Opportunities and Market Integration 0 0 0 309 0 0 5 1,740
Global crises and equity market contagion 1 2 4 222 3 8 28 612
Global crises and equity market contagion 0 0 0 51 0 0 1 242
Good Carry, Bad Carry 0 0 0 18 1 1 4 118
Good Carry, Bad Carry 0 0 2 13 0 1 10 87
Growth Volatility and Financial Liberalization 0 0 0 450 0 1 2 1,156
How do Regimes Affect Asset Allocation? 0 0 0 375 0 1 6 962
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 1 119 0 0 4 394
International Asset Allocation with Time-Varying Correlations 0 2 3 924 0 2 5 2,687
International Stock Return Comovements 0 0 0 234 0 0 2 688
International Stock Return Comovements 0 0 0 191 0 1 2 672
International Stock Return Comovements 0 0 0 42 0 0 1 239
International Yield Co-movements 0 0 0 3 0 2 2 14
International stock return comovements 0 0 1 106 0 1 3 324
Liquidity and Expected Returns: Lessons From Emerging Markets 0 1 2 573 0 2 8 1,637
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 0 2 7 561
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 1 2 3 76
Macro Risks and the Term Structure of Interest Rates 0 0 0 74 0 0 0 149
Macroeconomic Regimes 1 1 1 66 1 1 3 238
Macroeconomic Regimes 0 0 0 22 0 0 3 124
Macroeconomic Regimes 0 0 0 130 1 1 3 256
Macroeconomic Regimes 0 0 0 132 1 3 4 144
Macroeconomic regimes 0 1 1 9 0 1 1 93
Market Integration and Contagion 0 0 0 648 0 0 1 1,595
New-Keynesian Macroeconomics and the Term Structure 0 0 1 363 0 0 1 1,139
New-Keynesian Macroeconomics and the Term Structure 0 0 1 255 0 1 3 736
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 0 1 990
New-Keynesian Macroeconomics and the Term Structure 0 0 0 117 0 1 2 519
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 0 0 851
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 0 0 2 962
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 0 1 197
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 1 1 110 0 2 6 193
On the Link Between the Volatility and Skewness of Growth 0 0 1 73 0 1 2 173
Political Risk Spreads 0 0 2 92 1 2 14 358
Regime Switches in Interest Rates 0 1 7 1,162 0 2 16 2,906
Risk and return in international corporate bond markets 0 0 1 23 0 1 6 83
Risk, Monetary Policy and Asset Prices in a Global World 1 2 2 3 2 5 6 9
Risk, Uncertainty and Asset Prices 0 0 0 118 0 0 1 522
Risk, Uncertainty and Asset Prices 0 0 0 47 0 0 1 326
Risk, Uncertainty and Monetary Policy 0 1 1 42 1 3 7 274
Risk, Uncertainty and Monetary Policy 0 0 1 330 2 3 6 1,228
Risk, monetary policy and asset prices in a global world 0 0 1 10 2 3 11 27
Risk, uncertainty and monetary policy 1 2 5 123 4 9 22 330
Risk, uncertainty and monetary policy 0 0 2 68 1 4 12 280
Risk, uncertainty, and asset prices 0 0 1 195 0 3 5 553
Stock Return Predictability: Is it There? 0 3 14 1,176 3 14 42 3,333
Stock and Bond Pricing in an Affine Economy 0 0 2 430 0 0 6 1,502
Stock and Bond Returns with Moody Investors 0 0 0 57 1 2 3 373
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 1 747
Stock and Bond Returns with Moody Investors 0 0 0 155 0 1 5 558
Target Zones and Exchange Rates: An Empirical Investigation 1 1 1 180 1 1 2 668
Target zones and exchange rates: An empirical investigation 0 0 0 1 0 0 0 11
Target zones and exchange rates: An empirical investigation 0 0 0 0 1 1 1 11
The Determinants of Stock and Bond Return Comovements 0 1 1 160 0 3 8 640
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 0 3 1,512
The European Union, the Euro, and Equity Market Integration 0 0 0 21 0 1 2 182
The European Union, the Euro, and Equity Market Integration 0 0 1 70 0 1 2 238
The Global Crisis and Equity Market Contagion 0 0 0 182 1 1 10 501
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 1 1 966
The International Commonality of Idiosyncratic Variances 0 0 3 4 1 1 10 14
The Term Structure of Real Rates and Expected Inflation 0 1 3 455 0 1 6 1,139
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 1 3 798
The Time Variation in Risk Appetite and Uncertainty 0 1 1 46 0 1 9 297
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 0 1 394
The VIX, the Variance Premium and Stock Market Volatility 0 0 1 145 1 3 16 351
The VIX, the variance premium and stock market volatility 1 3 6 126 2 4 15 594
The Variance Risk Premium in Equilibrium Models 0 0 1 17 0 1 3 123
The contribution of speculators to effective financial markets 0 0 0 83 0 0 1 213
The determinants of stock and bond return comovements 0 0 2 327 0 2 9 1,048
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 2 8
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 2 403
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 2 2 74
The role of capital markets in economic growth 0 1 2 1,180 1 2 6 4,354
Time-Varying World Market Integration 0 1 2 1,071 3 6 15 2,886
Uncovered Interest Rate Parity and the Term Structure 0 0 0 527 0 0 1 1,869
What Segments Equity Markets? 0 0 0 80 0 1 3 390
What Segments Equity Markets? 0 0 0 16 0 0 2 211
What Segments Equity Markets? 0 0 0 81 0 1 8 309
What do asset prices have to say about risk appetite and uncertainty? 0 1 1 95 0 1 2 324
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 0 0 0 31
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 18 0 1 2 124
Why Stocks May Disappoint 0 0 0 289 0 0 2 1,090
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 8 35 115 28,763 44 192 657 98,411

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 0 46 0 1 4 367
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 1 1 5 36 1 1 12 293
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 5 9 39 2,434
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 1 1 37 0 1 2 189
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 1 2 42
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 1 4 173 0 1 9 602
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 0 0 1 2 1 2 8 15
Dating the integration of world equity markets 0 0 1 295 1 5 12 1,266
Diversification, Integration and Emerging Market Closed-End Funds 0 0 6 215 0 1 11 670
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 10 614 3 11 43 1,941
Does financial liberalization spur growth? 2 6 19 736 4 17 68 2,090
Economic and Financial Integration in Europe 0 0 0 4 0 0 2 22
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 0 0 0 217
Emerging equity market volatility 1 1 5 789 4 6 15 2,033
Emerging equity markets and economic development 0 0 3 246 2 3 16 801
Emerging equity markets in a globalized world 1 2 2 4 1 2 7 14
Emerging markets finance 1 2 6 298 6 12 25 906
Equity Market Liberalization in Emerging Markets 0 0 1 32 0 2 6 144
Equity market liberalization in emerging markets 0 0 2 170 0 0 4 431
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 0 205
Expectations Hypotheses Tests 1 1 3 113 1 1 10 440
Financial Openness and Productivity 0 1 5 191 2 4 23 813
Flights to Safety 0 2 8 44 2 4 18 209
Foreign Speculators and Emerging Equity Markets 4 7 32 283 5 24 112 1,108
Global Growth Opportunities and Market Integration 1 1 1 138 2 3 11 614
Globalization and Asset Returns 0 0 1 22 1 1 6 137
Good Carry, Bad Carry 0 0 1 12 0 0 5 103
Growth volatility and financial liberalization 1 2 4 296 3 4 13 922
How Regimes Affect Asset Allocation 0 1 1 1 1 2 2 2
Inflation and the stock market: Understanding the "Fed Model" 1 3 7 196 4 12 45 854
Inflation and the stock market: Understanding the “Fed Model” 0 1 2 15 1 2 8 199
Inflation risk and the inflation risk premium 0 1 1 3 0 2 5 22
International Asset Allocation With Regime Shifts 0 0 0 1 15 27 71 1,452
International Stock Return Comovements 0 1 6 192 1 6 24 693
International Yield Comovements 0 0 0 7 0 1 3 22
Liquidity and Expected Returns: Lessons from Emerging Markets 1 1 11 165 5 7 37 631
Macro risks and the term structure of interest rates 1 2 4 46 1 4 22 163
Macroeconomic regimes 0 0 1 98 1 2 9 455
Market Integration and Contagion 0 0 4 1,075 3 6 23 2,786
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 1 4 18 1,727
New Keynesian Macroeconomics and the Term Structure 0 0 1 4 1 2 6 23
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 1 1 2 589
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 271 0 0 3 662
On biases in the measurement of foreign exchange risk premiums 0 0 4 330 4 5 19 787
On the Link Between the Volatility and Skewness of Growth 0 0 2 22 0 1 10 156
On the global financial market integration “swoosh” and the trilemma 0 1 2 36 0 5 13 219
Peso problem explanations for term structure anomalies 0 0 0 173 0 1 5 736
Political risk and international valuation 0 0 1 51 0 3 18 240
Political risk spreads 1 2 7 81 3 7 29 417
Regime Switches in Interest Rates 0 0 0 0 2 2 13 1,229
Research in emerging markets finance: looking to the future 0 0 6 282 1 1 17 859
Risk and return in international corporate bond markets 0 0 1 6 0 1 5 35
Risk, uncertainty and monetary policy 0 1 1 26 2 5 15 441
Risk, uncertainty and monetary policy 7 8 30 536 13 31 99 1,484
Risk, uncertainty, and asset prices 0 1 5 270 2 4 19 989
Short rate nonlinearities and regime switches 0 0 0 77 0 0 1 234
Stock Return Predictability: Is it There? 0 4 7 31 3 10 17 235
Stock and bond returns with Moody Investors 0 0 0 42 0 1 4 320
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 1 1 3 3 2 3 11 14
Target zones and exchange rates:: An empirical investigation 0 0 1 71 1 1 7 335
The European Union, the Euro, and equity market integration 1 1 7 160 1 2 21 640
The Global Crisis and Equity Market Contagion 0 2 3 100 1 6 17 398
The Term Structure of Real Rates and Expected Inflation 1 2 8 242 2 5 22 759
The Time Variation in Risk Appetite and Uncertainty 3 4 10 14 13 20 37 55
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 1 3 457
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 0 1 568
The VIX, the variance premium and stock market volatility 1 4 13 197 2 12 45 728
The Variance Risk Premium in Equilibrium Models* 0 0 2 2 0 0 4 5
The dynamics of emerging market equity flows 0 0 0 168 1 5 10 655
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 3 378
The term structure of real rates and expected inflation 0 0 0 413 0 0 4 1,337
Time-Varying World Market Integration 0 2 14 498 7 16 46 1,482
Uncovered interest rate parity and the term structure 0 0 2 334 1 3 8 974
What Segments Equity Markets? 0 0 3 69 3 4 22 471
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 0 0 5 137
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 1 22 0 1 10 104
Why stocks may disappoint 0 0 1 243 0 3 6 763
Total Journal Articles 31 73 295 11,908 143 353 1,327 48,196

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 3 9 35 276
Total Books 0 0 0 0 3 9 35 276

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 3 145 0 1 7 422
Total Chapters 0 0 3 145 0 1 7 422

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Statistics updated 2025-05-12