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 0 4 17 2,960
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 0 2 385 5 24 73 3,927
Aggregate Idiosyncratic Volatility 0 0 0 31 0 1 10 198
Aggregate Idiosyncratic Volatility 0 0 0 76 3 7 22 479
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 3 15 208
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 40 0 3 16 273
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 1 20 0 3 13 154
Asymmetric Volatility and Risk in Equity Markets 0 0 1 1,013 1 14 53 2,829
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 2 4 21 2,462
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 328 0 7 14 1,039
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 4 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 4 7 45
Currency Factors 0 1 2 28 0 7 18 148
Currency Factors 0 0 1 12 0 1 6 113
Dating the Integration of World Equity Markets 0 0 0 337 0 6 22 1,630
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 1 5 17 831
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 0 4 19 896
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 5 221 2 14 30 776
Does Financial Liberalization Spur Growth? 0 0 2 981 1 16 43 2,584
Does Financial Liberalization Spur Growth? 0 0 0 967 2 12 30 2,852
Emerging Equity Market Volatility 0 0 3 2,940 0 13 37 8,351
Emerging Equity Markets and Economic Development 0 0 1 573 1 4 14 1,676
Expectations Hypotheses Tests 0 0 0 344 0 3 15 1,617
FLIGHTS TO SAFETY 0 0 0 66 1 3 11 196
Financial Openness and Productivity 0 0 0 174 0 3 25 583
Flights to Safety 0 1 2 34 1 5 17 161
Flights to Safety 0 1 1 128 7 32 61 682
Flights to Safety 0 0 1 65 1 9 25 319
Forecasting International Stock Market Variances 0 0 1 1 0 1 9 9
Foreign Speculators and Emerging Equity Markets 0 0 1 772 1 14 28 3,006
Foreign Speculators and Emerging Equity Markets 0 0 0 218 1 15 21 858
Global Crises and Equity Market Contagion 0 0 0 303 0 4 13 748
Global Growth Opportunities and Market Integration 0 0 1 310 1 8 17 1,757
Global crises and equity market contagion 0 0 4 228 3 13 46 660
Global crises and equity market contagion 0 1 1 52 0 4 15 257
Good Carry, Bad Carry 0 0 0 18 0 1 11 129
Good Carry, Bad Carry 0 0 0 13 0 6 17 104
Growth Volatility and Financial Liberalization 0 0 0 450 1 1 16 1,172
How do Regimes Affect Asset Allocation? 0 1 4 381 2 13 40 1,004
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 0 4 12 408
International Asset Allocation with Time-Varying Correlations 0 0 0 924 3 6 25 2,712
International Stock Return Comovements 0 0 0 42 0 6 19 258
International Stock Return Comovements 0 0 0 191 0 2 10 682
International Stock Return Comovements 0 0 0 234 0 0 6 694
International Yield Co-movements 0 0 1 4 0 4 11 25
International stock return comovements 0 0 2 108 1 4 14 338
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 0 574 2 9 32 1,671
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 0 5 25 586
Macro Risks and the Term Structure of Interest Rates 0 0 1 75 0 1 17 166
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 0 3 24 100
Macroeconomic Regimes 0 0 0 66 0 3 24 262
Macroeconomic Regimes 0 0 0 132 1 5 23 168
Macroeconomic Regimes 0 0 0 130 1 4 11 267
Macroeconomic Regimes 0 0 0 22 1 3 21 145
Macroeconomic regimes 0 0 0 9 0 4 10 103
Market Integration and Contagion 0 0 1 649 2 11 25 1,620
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 1 16 32 1,023
New-Keynesian Macroeconomics and the Term Structure 0 0 1 256 1 10 43 779
New-Keynesian Macroeconomics and the Term Structure 0 0 1 118 2 9 22 541
New-Keynesian Macroeconomics and the Term Structure 0 0 0 363 1 19 30 1,169
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 2 8 859
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 3 9 20 982
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 11 24 222
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 111 1 3 17 210
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 1 5 20 193
Political Risk Spreads 1 2 4 97 5 17 35 394
Regime Switches in Interest Rates 2 2 7 1,170 3 14 41 2,949
Risk and return in international corporate bond markets 0 1 2 26 1 8 23 107
Risk, Monetary Policy and Asset Prices in a Global World 0 0 0 3 1 1 9 18
Risk, Uncertainty and Asset Prices 0 0 0 118 0 4 10 532
Risk, Uncertainty and Asset Prices 0 0 1 48 0 0 16 343
Risk, Uncertainty and Monetary Policy 0 0 1 43 0 1 78 352
Risk, Uncertainty and Monetary Policy 0 0 1 331 0 2 17 1,245
Risk, monetary policy and asset prices in a global world 0 0 1 11 0 6 29 56
Risk, uncertainty and monetary policy 0 0 2 70 0 3 14 294
Risk, uncertainty and monetary policy 0 0 4 128 2 7 46 377
Risk, uncertainty, and asset prices 0 0 0 195 1 2 12 565
Stock Return Predictability: Is it There? 0 2 5 1,183 0 24 70 3,406
Stock and Bond Pricing in an Affine Economy 0 0 2 432 0 5 16 1,518
Stock and Bond Returns with Moody Investors 0 0 0 57 0 2 17 390
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 7 754
Stock and Bond Returns with Moody Investors 0 0 0 155 0 2 13 571
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 180 1 10 24 692
Target zones and exchange rates: An empirical investigation 0 0 0 1 0 3 6 17
Target zones and exchange rates: An empirical investigation 0 0 0 0 0 6 15 26
The Determinants of Stock and Bond Return Comovements 1 2 2 162 1 8 35 675
The Dynamics of Emerging Market Equity Flows 0 0 0 314 1 3 10 1,522
The European Union, the Euro, and Equity Market Integration 0 0 0 21 1 5 10 192
The European Union, the Euro, and Equity Market Integration 0 0 0 70 2 6 21 259
The Global Crisis and Equity Market Contagion 1 2 3 185 4 17 94 595
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 4 13 979
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 1 10 24
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 4 19 817
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 7 23 1,162
The Time Variation in Risk Appetite and Uncertainty 1 1 3 49 1 6 24 323
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 1 3 21 415
The VIX, the Variance Premium and Stock Market Volatility 0 0 3 148 3 20 72 425
The VIX, the variance premium and stock market volatility 0 0 4 130 1 8 36 632
The Variance Risk Premium in Equilibrium Models 0 0 0 17 2 5 20 144
The contribution of speculators to effective financial markets 0 0 1 84 0 1 9 222
The determinants of stock and bond return comovements 0 0 0 327 0 3 17 1,065
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 3 14 417
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 8 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 3 15 23
The role of capital markets in economic growth 0 0 5 1,185 0 1 10 4,364
Time-Varying World Market Integration 1 1 1 1,073 4 21 56 2,944
Uncovered Interest Rate Parity and the Term Structure 0 0 1 529 0 4 19 1,889
What Segments Equity Markets? 0 0 0 80 1 11 26 416
What Segments Equity Markets? 0 0 0 81 1 8 46 356
What Segments Equity Markets? 0 0 0 16 1 3 25 236
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 95 0 6 18 342
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 0 0 2 33
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 18 1 4 7 131
Why Stocks May Disappoint 0 0 0 289 1 8 17 1,107
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 4 9 203
Total Working Papers 7 18 98 28,876 101 747 2,641 101,092

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 1 4 38 405
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 2 39 1 5 27 322
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 2 9 44 2,485
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 0 37 2 6 18 207
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 1 6 48
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 0 5 16 618
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 1 5 9 256
Currency Factors 0 0 1 3 2 11 28 43
Dating the integration of world equity markets 0 0 2 297 1 8 27 1,293
Diversification, Integration and Emerging Market Closed-End Funds 0 0 1 216 0 1 15 685
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 8 623 6 19 70 2,014
Does financial liberalization spur growth? 0 3 7 743 2 23 68 2,164
Economic and Financial Integration in Europe 0 0 0 4 1 3 9 31
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 2 3 12 229
Emerging equity market volatility 2 5 18 808 9 40 98 2,134
Emerging equity markets and economic development 0 0 0 246 0 3 21 823
Emerging equity markets in a globalized world 1 3 4 8 3 17 47 61
Emerging markets finance 0 2 11 311 2 24 116 1,026
Equity Market Liberalization in Emerging Markets 0 0 0 32 0 18 22 166
Equity market liberalization in emerging markets 1 1 3 173 4 12 29 461
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 1 4 8 213
Expectations Hypotheses Tests 0 0 0 113 1 2 15 456
Expected idiosyncratic volatility 0 1 7 10 4 19 60 66
Financial Openness and Productivity 0 1 5 197 2 9 35 853
Flights to Safety 2 6 10 54 4 12 43 253
Foreign Speculators and Emerging Equity Markets 1 4 20 305 7 30 96 1,214
Global Growth Opportunities and Market Integration 0 1 4 143 1 9 24 640
Globalization and Asset Returns 0 1 2 24 2 12 25 163
Good Carry, Bad Carry 0 0 0 12 0 0 3 106
Growth volatility and financial liberalization 0 0 3 302 1 8 40 971
How Regimes Affect Asset Allocation 0 0 1 2 3 10 24 26
Inflation and the stock market: Understanding the "Fed Model" 0 0 1 197 2 13 47 902
Inflation risk and the inflation risk premium 0 0 4 7 5 6 21 43
International Asset Allocation With Regime Shifts 0 0 0 1 8 45 173 1,634
International Stock Return Comovements 0 1 4 196 1 7 33 727
International Yield Comovements 0 0 0 7 1 3 10 32
Liquidity and Expected Returns: Lessons from Emerging Markets 1 1 5 172 3 11 38 673
Macro risks and the term structure of interest rates 1 1 3 49 2 8 27 192
Macroeconomic regimes 0 0 1 99 0 5 11 467
Market Integration and Contagion 2 4 13 1,089 7 35 100 2,887
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 0 3 17 1,746
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 2 12 27 616
New Keynesian Macroeconomics and the Term Structure 0 0 1 5 0 1 9 32
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 1 1 4 334 2 6 20 808
On the Link Between the Volatility and Skewness of Growth 0 0 2 24 1 7 28 184
On the global financial market integration “swoosh” and the trilemma 0 0 1 37 2 4 33 253
Peso problem explanations for term structure anomalies 0 0 0 173 0 10 37 773
Political risk and international valuation 0 1 12 63 3 9 59 300
Political risk spreads 0 2 12 93 3 15 71 490
Regime Switches in Interest Rates 0 0 0 0 0 8 43 1,273
Research in emerging markets finance: looking to the future 0 3 4 288 1 6 34 897
Risk and return in international corporate bond markets 0 0 2 8 2 5 14 49
Risk, uncertainty and monetary policy 0 2 6 32 0 9 71 512
Risk, uncertainty and monetary policy 1 2 22 558 12 31 152 1,637
Risk, uncertainty, and asset prices 0 0 4 276 1 8 35 1,029
Short rate nonlinearities and regime switches 0 0 0 77 0 2 13 249
Stock Return Predictability: Is it There? 0 0 5 36 2 10 63 303
Stock and bond returns with Moody Investors 0 0 0 42 0 6 29 349
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 0 4 7 1 6 28 44
Target zones and exchange rates:: An empirical investigation 0 0 0 72 4 16 20 356
The European Union, the Euro, and equity market integration 0 0 0 160 0 5 15 656
The Global Crisis and Equity Market Contagion 1 1 5 105 4 8 31 430
The International Commonality of Idiosyncratic Variances 0 0 2 2 1 8 22 23
The Term Structure of Real Rates and Expected Inflation 0 0 1 243 1 5 15 774
The Time Variation in Risk Appetite and Uncertainty 1 4 10 26 5 33 110 171
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 3 10 467
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 4 21 589
The VIX, the variance premium and stock market volatility 1 3 10 207 7 19 82 813
The Variance Risk Premium in Equilibrium Models* 0 2 3 5 0 13 20 26
The dynamics of emerging market equity flows 0 0 4 173 1 11 75 731
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 3 7 385
Time-Varying World Market Integration 0 1 9 508 2 33 82 1,568
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks 2 3 8 8 6 13 30 30
Uncovered interest rate parity and the term structure 0 0 0 335 0 6 24 1,002
What Segments Equity Markets? 0 0 3 72 0 5 22 496
What do asset prices have to say about risk appetite and uncertainty? 1 1 1 28 1 4 18 155
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 1 2 24 0 8 24 128
Why stocks may disappoint 0 0 0 245 1 5 14 779
Total Journal Articles 19 64 278 11,789 159 825 2,987 49,784
2 registered items for which data could not be found

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 5 25 69 349
Total Books 0 0 0 0 5 25 69 349

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 1 10 155 2 24 76 499
Total Chapters 0 1 10 155 2 24 76 499

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 2026-06-04