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 0 1 2,943
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 1 6 383 2 6 39 3,856
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 1 1 2 189
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 1 1 193
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 1 40 0 0 6 257
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 1 2 19 0 1 3 141
Asymmetric Volatility and Risk in Equity Markets 0 1 3 1,012 0 6 16 2,776
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 2 679 0 1 9 2,441
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 327 1 2 7 1,026
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 1 38
Currency Factors 0 0 0 26 0 0 2 130
Currency Factors 0 0 0 11 0 0 3 107
Dating the Integration of World Equity Markets 0 0 0 337 0 0 1 1,608
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 0 5 814
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 255 0 0 7 877
Do macro variables, asset markets, or surveys forecast inflation better? 2 2 4 218 2 2 9 748
Does Financial Liberalization Spur Growth? 0 0 0 967 0 0 16 2,822
Does Financial Liberalization Spur Growth? 0 0 0 979 0 1 9 2,541
Emerging Equity Market Volatility 0 1 1 2,937 0 1 9 8,314
Emerging Equity Markets and Economic Development 0 0 0 572 0 0 4 1,662
Expectations Hypotheses Tests 0 0 2 344 0 0 6 1,602
FLIGHTS TO SAFETY 0 0 1 66 1 2 7 186
Financial Openness and Productivity 0 0 0 174 0 0 5 558
Flights to Safety 0 0 2 127 1 1 12 622
Flights to Safety 0 0 0 64 0 0 1 294
Flights to Safety 0 0 0 32 0 0 2 144
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 0 0 771 0 0 10 2,978
Foreign Speculators and Emerging Equity Markets 0 0 1 218 0 0 3 837
Global Crises and Equity Market Contagion 0 0 0 303 0 0 4 735
Global Growth Opportunities and Market Integration 0 0 0 309 1 1 4 1,741
Global crises and equity market contagion 0 0 0 51 0 0 1 242
Global crises and equity market contagion 1 4 7 225 4 9 30 618
Good Carry, Bad Carry 0 0 0 13 0 0 4 87
Good Carry, Bad Carry 0 0 0 18 0 1 2 118
Growth Volatility and Financial Liberalization 0 0 0 450 0 0 2 1,156
How do Regimes Affect Asset Allocation? 1 3 3 378 2 4 8 966
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 1 119 1 3 7 397
International Asset Allocation with Time-Varying Correlations 0 0 3 924 1 1 6 2,688
International Stock Return Comovements 0 0 0 234 1 1 3 689
International Stock Return Comovements 0 0 0 42 0 0 1 239
International Stock Return Comovements 0 0 0 191 1 1 3 673
International Yield Co-movements 0 0 0 3 0 0 2 14
International stock return comovements 0 0 0 106 0 0 1 324
Liquidity and Expected Returns: Lessons From Emerging Markets 0 1 3 574 1 3 9 1,640
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 3 3 10 564
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 0 1 3 76
Macro Risks and the Term Structure of Interest Rates 0 0 0 74 1 1 1 150
Macroeconomic Regimes 0 0 0 132 2 4 7 147
Macroeconomic Regimes 0 0 0 130 1 2 4 257
Macroeconomic Regimes 0 0 0 22 0 0 3 124
Macroeconomic Regimes 0 1 1 66 1 2 4 239
Macroeconomic regimes 0 0 1 9 1 1 2 94
Market Integration and Contagion 0 0 0 648 0 0 1 1,595
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 1 1 991
New-Keynesian Macroeconomics and the Term Structure 0 0 0 117 0 0 1 519
New-Keynesian Macroeconomics and the Term Structure 0 0 1 363 1 1 2 1,140
New-Keynesian Macroeconomics and the Term Structure 0 0 0 255 1 1 3 737
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 1 962
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 2 198
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 110 2 2 6 195
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 1 1 2 174
Political Risk Spreads 1 2 4 94 3 5 18 362
Regime Switches in Interest Rates 1 2 6 1,164 2 4 16 2,910
Risk and return in international corporate bond markets 0 1 1 24 0 1 6 84
Risk, Monetary Policy and Asset Prices in a Global World 0 1 2 3 0 2 6 9
Risk, Uncertainty and Asset Prices 0 0 0 47 0 1 2 327
Risk, Uncertainty and Asset Prices 0 0 0 118 0 0 1 522
Risk, Uncertainty and Monetary Policy 0 0 1 42 0 1 4 274
Risk, Uncertainty and Monetary Policy 0 0 1 330 0 2 5 1,228
Risk, monetary policy and asset prices in a global world 0 0 0 10 0 2 8 27
Risk, uncertainty and monetary policy 0 0 2 68 2 3 13 282
Risk, uncertainty and monetary policy 1 3 6 125 3 8 20 334
Risk, uncertainty, and asset prices 0 0 0 195 1 1 5 554
Stock Return Predictability: Is it There? 0 2 14 1,178 0 6 41 3,336
Stock and Bond Pricing in an Affine Economy 0 0 1 430 0 0 3 1,502
Stock and Bond Returns with Moody Investors 0 0 0 57 0 1 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 0 3 558
Target Zones and Exchange Rates: An Empirical Investigation 0 1 1 180 0 1 1 668
Target zones and exchange rates: An empirical investigation 0 0 0 0 0 1 1 11
Target zones and exchange rates: An empirical investigation 0 0 0 1 0 0 0 11
The Determinants of Stock and Bond Return Comovements 0 0 1 160 0 0 8 640
The Dynamics of Emerging Market Equity Flows 0 0 0 314 1 1 3 1,513
The European Union, the Euro, and Equity Market Integration 0 0 0 21 0 0 2 182
The European Union, the Euro, and Equity Market Integration 0 0 1 70 1 1 3 239
The Global Crisis and Equity Market Contagion 0 0 0 182 1 2 10 502
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 0 1 966
The International Commonality of Idiosyncratic Variances 0 0 0 4 1 2 6 15
The Term Structure of Real Rates and Expected Inflation 0 0 3 455 1 1 7 1,140
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 1 4 799
The Time Variation in Risk Appetite and Uncertainty 0 0 1 46 0 2 7 299
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 1 1 1 146 5 8 19 358
The VIX, the variance premium and stock market volatility 1 2 6 127 2 6 16 598
The Variance Risk Premium in Equilibrium Models 0 0 0 17 0 1 3 124
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 0 9 1,048
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 2 74
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 2 8
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 1 3 404
The role of capital markets in economic growth 1 1 3 1,181 1 2 6 4,355
Time-Varying World Market Integration 0 1 2 1,072 0 5 13 2,888
Uncovered Interest Rate Parity and the Term Structure 0 1 1 528 0 1 2 1,870
What Segments Equity Markets? 0 0 0 80 0 0 3 390
What Segments Equity Markets? 0 0 0 16 0 0 2 211
What Segments Equity Markets? 0 0 0 81 1 2 10 311
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 95 0 0 1 324
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 0 2 124
Why Stocks May Disappoint 0 0 0 289 0 0 1 1,090
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 10 33 111 28,788 61 145 640 98,512

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 0 2 367
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 1 3 5 38 2 5 11 297
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 2 14 37 2,443
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 37 0 0 2 189
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 0 2 42
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 4 173 1 1 10 603
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 0 0 1 2 0 1 6 15
Dating the integration of world equity markets 0 0 1 295 1 2 12 1,267
Diversification, Integration and Emerging Market Closed-End Funds 0 0 4 215 1 1 9 671
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 11 616 3 9 44 1,947
Does financial liberalization spur growth? 0 2 15 736 4 14 65 2,100
Economic and Financial Integration in Europe 0 0 0 4 0 0 1 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 3 5 791 6 13 21 2,042
Emerging equity markets and economic development 0 0 3 246 0 3 16 802
Emerging equity markets in a globalized world 0 1 2 4 2 3 7 16
Emerging markets finance 2 5 9 302 3 13 29 913
Equity Market Liberalization in Emerging Markets 0 0 1 32 0 0 5 144
Equity market liberalization in emerging markets 1 1 3 171 3 4 7 435
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 0 205
Expectations Hypotheses Tests 0 1 2 113 0 2 9 441
Financial Openness and Productivity 0 1 3 192 1 8 24 819
Flights to Safety 0 0 6 44 4 7 19 214
Foreign Speculators and Emerging Equity Markets 3 9 29 288 7 22 109 1,125
Global Growth Opportunities and Market Integration 0 2 2 139 1 5 13 617
Globalization and Asset Returns 0 0 1 22 0 2 7 138
Good Carry, Bad Carry 0 0 0 12 0 0 3 103
Growth volatility and financial liberalization 0 4 6 299 2 14 22 933
How Regimes Affect Asset Allocation 0 0 1 1 0 1 2 2
Inflation and the stock market: Understanding the "Fed Model" 0 1 6 196 0 5 39 855
Inflation and the stock market: Understanding the “Fed Model” 0 0 1 15 1 2 8 200
Inflation risk and the inflation risk premium 0 0 1 3 1 1 5 23
International Asset Allocation With Regime Shifts 0 0 0 1 5 29 81 1,466
International Stock Return Comovements 0 0 5 192 0 2 21 694
International Yield Comovements 0 0 0 7 1 1 4 23
Liquidity and Expected Returns: Lessons from Emerging Markets 1 4 13 168 2 11 38 637
Macro risks and the term structure of interest rates 0 1 4 46 2 5 23 167
Macroeconomic regimes 0 0 0 98 1 3 8 457
Market Integration and Contagion 1 2 6 1,077 3 7 25 2,790
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 0 3 18 1,729
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 1 2 589
New Keynesian Macroeconomics and the Term Structure 0 0 1 4 0 1 6 23
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 1 3 272 0 1 4 663
On biases in the measurement of foreign exchange risk premiums 0 0 4 330 0 5 16 788
On the Link Between the Volatility and Skewness of Growth 0 0 1 22 0 0 8 156
On the global financial market integration “swoosh” and the trilemma 1 1 2 37 2 3 15 222
Peso problem explanations for term structure anomalies 0 0 0 173 0 0 3 736
Political risk and international valuation 2 2 2 53 5 6 17 246
Political risk spreads 2 3 7 83 6 11 31 425
Regime Switches in Interest Rates 0 0 0 0 0 3 11 1,230
Research in emerging markets finance: looking to the future 0 2 5 284 1 6 16 864
Risk and return in international corporate bond markets 0 0 0 6 0 0 3 35
Risk, uncertainty and monetary policy 1 8 27 537 8 22 92 1,493
Risk, uncertainty and monetary policy 0 0 1 26 0 2 12 441
Risk, uncertainty, and asset prices 0 2 5 272 1 8 19 995
Short rate nonlinearities and regime switches 0 0 0 77 0 2 3 236
Stock Return Predictability: Is it There? 1 1 8 32 3 11 23 243
Stock and bond returns with Moody Investors 0 0 0 42 0 0 4 320
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 1 2 3 4 1 5 10 17
Target zones and exchange rates:: An empirical investigation 0 1 2 72 0 2 8 336
The European Union, the Euro, and equity market integration 0 1 7 160 2 4 22 643
The Global Crisis and Equity Market Contagion 2 2 5 102 3 5 19 402
The Term Structure of Real Rates and Expected Inflation 0 1 5 242 1 3 17 760
The Time Variation in Risk Appetite and Uncertainty 1 6 11 17 2 21 43 63
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 1 1 4 458
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 2 13 198 8 13 48 739
The Variance Risk Premium in Equilibrium Models* 0 0 2 2 0 1 5 6
The dynamics of emerging market equity flows 1 2 2 170 7 9 17 663
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 1 1 1 414 1 3 6 1,340
Time-Varying World Market Integration 0 1 10 499 1 12 39 1,487
Uncovered interest rate parity and the term structure 0 1 3 335 1 6 13 979
What Segments Equity Markets? 2 2 4 71 4 10 25 478
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 1 1 6 138
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 0 22 1 1 10 105
Why stocks may disappoint 0 2 3 245 0 2 7 765
Total Journal Articles 27 86 288 11,963 119 394 1,352 48,447

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 6 13 39 286
Total Books 0 0 0 0 6 13 39 286

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 1 145 2 3 8 425
Total Chapters 0 0 1 145 2 3 8 425

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Statistics updated 2025-07-04