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 1 1 531 0 1 9 2,909
"Peso problem" explanations for term structure anomalies 0 0 1 27 0 0 5 144
Aggregate Idiosyncratic Volatility 0 0 1 24 2 2 9 142
Aggregate Idiosyncratic Volatility 0 0 1 76 0 2 13 305
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 1 17 0 0 6 87
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 3 3 4 38 3 3 5 187
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 7 10 2 4 14 33
Asymmetric Volatility and Risk in Equity Markets 0 1 8 957 1 6 31 2,469
Capital Flows and the Behavior of Emerging Market Equity Returns 0 1 2 652 0 1 14 2,279
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 2 3 321 1 3 5 963
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 109 0 0 1 575
Conditioning Information and Variance on Pricing Kernals 0 0 0 0 0 1 3 30
Dating the Integration of World Equity Markets 0 0 0 333 1 2 18 1,518
Diversification, Integration and Emerging Market Closed-End Funds 1 4 5 231 1 4 8 775
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 0 246 0 1 5 764
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 10 198 1 3 19 584
Does Financial Liberalization Spur Growth? 1 3 13 923 10 20 103 2,496
Does Financial Liberalization Spur Growth? 1 2 6 947 2 8 33 2,284
Emerging Equity Market Volatility 1 3 9 2,907 2 7 34 8,147
Emerging Equity Markets and Economic Development 1 1 6 560 1 3 24 1,531
Expectations Hypotheses Tests 0 0 3 330 0 3 14 1,491
Financial Openness and Productivity 0 1 6 151 0 2 42 413
Flights to Safety 2 4 12 50 6 14 34 97
Flights to Safety 0 1 8 85 1 5 23 345
Flights to Safety 0 0 1 27 1 4 8 74
Foreign Speculators and Emerging Equity Markets 0 2 3 209 1 6 13 710
Foreign Speculators and Emerging Equity Markets 0 4 13 752 0 6 24 2,756
Global Crises and Equity Market Contagion 2 2 8 270 6 23 90 549
Global Growth Opportunities and Market Integration 1 4 9 305 9 13 37 1,582
Global crises and equity market contagion 0 0 4 44 0 2 18 140
Global crises and equity market contagion 1 1 5 164 1 4 22 347
Growth Volatility and Financial Liberalization 3 10 19 433 3 12 43 1,049
How do Regimes Affect Asset Allocation? 0 0 5 359 4 5 17 792
Inflation and the Stock Market:Understanding the "Fed Model" 0 1 1 107 0 2 8 338
International Asset Allocation with Time-Varying Correlations 0 1 1 915 0 3 6 2,644
International Stock Return Comovements 0 1 2 42 0 1 5 163
International Stock Return Comovements 2 2 4 231 3 7 27 587
International Stock Return Comovements 0 2 2 191 1 4 6 587
International stock return comovements 0 2 2 2 0 6 7 7
Liquidity and Expected Returns: Lessons From Emerging Markets 2 6 15 551 3 9 36 1,506
Liquidity and Expected Returns: Lessons from Emerging Markets 0 1 5 146 1 4 18 477
Macro Risks and the Term Structure of Interest Rates 0 3 60 60 1 5 27 27
Macro Risks and the Term Structure of Interest Rates 0 4 9 29 0 5 24 30
Macroeconomic Regimes 0 0 3 20 0 0 7 73
Macroeconomic Regimes 0 0 3 120 0 0 8 185
Macroeconomic Regimes 0 0 3 60 0 2 17 153
Macroeconomic Regimes 0 0 2 126 0 2 8 64
Macroeconomic regimes 0 0 1 1 0 2 6 6
Market Integration and Contagion 0 1 3 635 0 3 13 1,456
New-Keynesian Macroeconomics and the Term Structure 0 1 2 251 0 2 7 647
New-Keynesian Macroeconomics and the Term Structure 0 0 1 360 2 3 37 1,041
New-Keynesian Macroeconomics and the Term Structure 0 0 0 114 0 1 6 409
New-Keynesian Macroeconomics and the Term Structure 0 0 1 292 0 1 5 921
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 4 182 0 0 9 819
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 3 260 0 1 6 930
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 7 155
On the Global Financial Market Integration “Swoosh” and the Trilemma 2 4 87 87 0 7 50 50
On the Link Between the Volatility and Skewness of Growth 0 0 4 60 1 4 15 102
Political Risk Spreads 2 4 9 76 2 6 26 184
Regime Switches in Interest Rates 0 1 17 1,097 0 5 46 2,651
Risk, Uncertainty and Asset Prices 0 0 0 36 0 0 4 196
Risk, Uncertainty and Asset Prices 0 0 1 115 0 0 5 434
Risk, Uncertainty and Monetary Policy 0 0 2 36 0 0 8 154
Risk, Uncertainty and Monetary Policy 0 5 25 314 5 21 102 1,030
Risk, uncertainty and monetary policy 1 3 10 77 1 8 21 121
Risk, uncertainty and monetary policy 1 1 1 57 2 2 4 105
Risk, uncertainty, and asset prices 0 1 5 186 0 6 19 451
Stock Return Predictability: Is it There? 1 2 24 1,102 2 8 69 2,942
Stock and Bond Pricing in an Affine Economy 1 1 2 422 1 1 6 1,452
Stock and Bond Returns with Moody Investors 0 0 0 132 1 2 8 657
Stock and Bond Returns with Moody Investors 0 0 1 56 1 2 15 313
Stock and Bond Returns with Moody Investors 0 0 0 153 1 2 8 510
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 0 0 0 635
The Determinants of Stock and Bond Return Comovements 1 4 14 145 1 6 36 506
The Dynamics of Emerging Market Equity Flows 0 0 2 314 0 1 8 1,408
The European Union, the Euro, and Equity Market Integration 0 0 1 19 2 6 17 123
The European Union, the Euro, and Equity Market Integration 0 1 2 67 0 5 15 155
The Global Crisis and Equity Market Contagion 1 2 26 140 2 11 69 311
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 1 1 1 233 1 1 6 944
The Term Structure of Real Rates and Expected Inflation 0 0 0 250 4 7 14 690
The Term Structure of Real Rates and Expected Inflation 0 0 2 441 2 5 10 1,032
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 1 146 0 1 3 367
The VIX, the Variance Premium and Stock Market Volatility 1 2 7 135 2 5 17 193
The VIX, the variance premium and stock market volatility 1 6 16 85 4 15 133 206
The contribution of speculators to effective financial markets 0 0 1 82 1 1 2 201
The determinants of stock and bond return comovements 0 3 5 311 3 8 34 883
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 5 373
The role of capital markets in economic growth 1 5 27 1,149 6 17 114 4,227
Time-Varying World Market Integration 1 4 12 1,046 1 6 27 2,735
Uncovered Interest Rate Parity and the Term Structure 0 0 2 523 0 3 20 1,826
What Segments Equity Markets? 0 2 4 79 0 2 14 333
What Segments Equity Markets? 0 0 3 13 0 0 9 86
What Segments Equity Markets? 0 0 1 75 0 0 9 233
What do asset prices have to say about risk appetite and uncertainty? 0 1 3 73 0 1 8 208
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 1 6 0 2 9 22
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 1 14 0 2 7 40
Why Stocks May Disappoint 0 0 0 281 1 2 6 916
Total Working Papers 37 130 621 26,793 117 416 2,042 81,797


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 1 1 3 35 5 7 17 152
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 3 8 8 8 12 36 36
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 0 4 31 1,878
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 3 4 15 0 13 25 94
Caloric Consumption in Industrializing Belgium 0 1 1 6 0 2 3 24
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 152 2 3 6 513
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 1 1 4 225
Dating the integration of world equity markets 0 1 7 277 2 5 29 1,007
Diversification, Integration and Emerging Market Closed-End Funds 1 3 5 173 2 7 18 529
Do macro variables, asset markets, or surveys forecast inflation better? 1 13 52 546 4 33 121 1,344
Does financial liberalization spur growth? 0 1 17 581 1 9 58 1,408
Economic and Financial Integration in Europe 0 0 0 0 1 4 4 4
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 37 0 0 1 138
Emerging equity market volatility 1 2 6 630 7 16 46 1,518
Emerging equity markets and economic development 1 3 5 227 2 10 26 664
Emerging markets finance 1 3 8 250 2 8 29 699
Equity Market Liberalization in Emerging Markets 0 0 2 23 0 0 5 96
Equity market liberalization in emerging markets 0 1 3 160 0 2 7 386
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 1 3 58 0 2 5 189
Expectations Hypotheses Tests 1 3 3 98 2 6 13 363
Financial Openness and Productivity 2 4 11 138 6 12 47 466
Foreign Speculators and Emerging Equity Markets 0 0 2 209 3 8 23 758
Global Growth Opportunities and Market Integration 1 1 4 131 5 11 30 467
Globalization and Asset Returns 1 2 3 3 3 9 24 24
Growth volatility and financial liberalization 1 2 13 243 2 15 59 656
Inflation and the stock market: Understanding the "Fed Model" 0 3 12 165 0 8 33 565
Inflation and the stock market: Understanding the “Fed Model” 0 0 0 5 0 1 6 132
Inflation risk and the inflation risk premium 1 5 15 94 1 6 28 320
International Asset Allocation With Regime Shifts 0 0 0 1 5 23 74 1,094
International Stock Return Comovements 0 2 8 168 1 11 25 501
Liquidity and Expected Returns: Lessons from Emerging Markets 0 1 4 128 1 7 20 422
Macroeconomic regimes 0 4 17 64 2 8 38 189
Market Integration and Contagion 0 2 23 962 10 21 86 2,198
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 0 6 22 1,548
New Keynesian Macroeconomics and the Term Structure 0 1 6 148 0 4 20 484
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 1 3 250 0 4 12 522
On biases in the measurement of foreign exchange risk premiums 1 1 3 288 1 3 13 653
Peso problem explanations for term structure anomalies 0 2 2 166 1 5 8 655
Political risk and international valuation 1 3 7 19 2 7 29 68
Political risk spreads 0 0 5 44 5 9 34 168
Regime Switches in Interest Rates 0 0 0 0 0 4 26 903
Research in emerging markets finance: looking to the future 1 2 4 256 2 6 20 755
Risk, uncertainty and monetary policy 1 1 6 7 6 9 36 47
Risk, uncertainty and monetary policy 1 7 45 234 6 24 92 506
Risk, uncertainty, and asset prices 0 0 3 197 0 1 22 626
Short rate nonlinearities and regime switches 0 0 1 75 0 1 3 212
Stock and bond returns with Moody Investors 0 0 1 30 1 5 13 220
Target zones and exchange rates:: An empirical investigation 0 0 1 61 0 1 4 263
The European Union, the Euro, and equity market integration 0 1 1 123 1 11 28 423
The Global Crisis and Equity Market Contagion 0 1 17 55 0 5 47 171
The Term Structure of Real Rates and Expected Inflation 0 1 9 193 3 10 23 589
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 2 447
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 1 131 0 0 6 536
The VIX, the variance premium and stock market volatility 2 6 30 101 3 16 58 232
The dynamics of emerging market equity flows 0 3 5 151 0 5 19 510
The implications of first-order risk aversion for asset market risk premiums 0 0 0 82 0 3 7 298
The term structure of real rates and expected inflation 0 1 3 400 4 10 33 1,204
Time-Varying World Market Integration 1 9 19 402 1 19 43 1,077
Uncovered interest rate parity and the term structure 2 4 12 300 5 13 33 754
What Segments Equity Markets? 0 2 10 30 5 12 39 227
What do asset prices have to say about risk appetite and uncertainty? 0 0 5 8 0 2 13 28
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 1 1 0 2 17 17
Why stocks may disappoint 1 2 6 192 4 7 20 493
Total Journal Articles 24 113 445 9,564 128 488 1,719 33,695
1 registered items for which data could not be found


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 6 128 1 5 20 339
Total Chapters 0 1 6 128 1 5 20 339


Statistics updated 2018-01-04