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 1 2 2,944
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 0 5 383 2 6 35 3,862
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 0 1 3 190
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 1 1 2 194
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 1 40 1 1 6 258
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 1 3 20 0 1 3 142
Asymmetric Volatility and Risk in Equity Markets 1 1 3 1,013 1 1 16 2,777
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 0 0 5 2,441
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 327 0 0 5 1,026
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 0 588
Currency Factors 0 0 0 11 0 0 3 107
Currency Factors 0 1 1 27 1 2 3 132
Dating the Integration of World Equity Markets 0 0 0 337 0 1 2 1,609
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 2 2 5 816
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 255 0 0 6 877
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 6 220 0 3 11 751
Does Financial Liberalization Spur Growth? 0 0 0 967 0 1 14 2,823
Does Financial Liberalization Spur Growth? 0 1 1 980 1 4 11 2,545
Emerging Equity Market Volatility 0 1 2 2,938 1 4 8 8,318
Emerging Equity Markets and Economic Development 0 0 0 572 0 1 2 1,663
Expectations Hypotheses Tests 0 0 0 344 0 2 5 1,604
FLIGHTS TO SAFETY 0 0 1 66 0 1 7 187
Financial Openness and Productivity 0 0 0 174 1 2 6 560
Flights to Safety 0 0 0 32 0 1 2 145
Flights to Safety 0 0 2 127 0 2 14 624
Flights to Safety 0 0 0 64 0 1 2 295
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 1 1 772 1 4 9 2,982
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 2 735
Global Growth Opportunities and Market Integration 0 0 0 309 0 0 3 1,741
Global crises and equity market contagion 0 1 7 226 1 5 29 623
Global crises and equity market contagion 0 0 0 51 1 1 2 243
Good Carry, Bad Carry 0 0 0 18 1 1 2 119
Good Carry, Bad Carry 0 0 0 13 0 0 1 87
Growth Volatility and Financial Liberalization 0 0 0 450 0 0 1 1,156
How do Regimes Affect Asset Allocation? 1 2 5 380 3 5 11 971
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 0 1 5 398
International Asset Allocation with Time-Varying Correlations 0 0 3 924 1 4 9 2,692
International Stock Return Comovements 0 0 0 42 0 3 4 242
International Stock Return Comovements 0 0 0 191 0 1 4 674
International Stock Return Comovements 0 0 0 234 0 0 2 689
International Yield Co-movements 0 0 0 3 0 1 3 15
International stock return comovements 0 1 1 107 0 2 3 326
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 2 574 2 3 10 1,643
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 0 0 6 564
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 0 0 2 76
Macro Risks and the Term Structure of Interest Rates 1 1 1 75 1 2 3 152
Macroeconomic Regimes 0 0 0 130 0 0 2 257
Macroeconomic Regimes 0 0 0 132 0 1 8 148
Macroeconomic Regimes 0 0 1 66 0 2 5 241
Macroeconomic Regimes 0 0 0 22 0 0 3 124
Macroeconomic regimes 0 0 1 9 0 0 2 94
Market Integration and Contagion 0 1 1 649 1 2 3 1,597
New-Keynesian Macroeconomics and the Term Structure 1 1 1 256 2 4 6 741
New-Keynesian Macroeconomics and the Term Structure 0 0 1 363 0 2 4 1,142
New-Keynesian Macroeconomics and the Term Structure 1 1 1 118 2 5 6 524
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 1 2 992
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 1 1 852
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 2 199
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 110 0 0 5 195
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 0 1 3 175
Political Risk Spreads 0 0 2 94 1 4 17 366
Regime Switches in Interest Rates 0 2 5 1,166 1 6 16 2,916
Risk and return in international corporate bond markets 0 0 1 24 0 2 7 86
Risk, Monetary Policy and Asset Prices in a Global World 0 0 2 3 0 0 6 9
Risk, Uncertainty and Asset Prices 0 0 0 118 0 1 2 523
Risk, Uncertainty and Asset Prices 0 1 1 48 0 3 5 330
Risk, Uncertainty and Monetary Policy 0 1 2 43 0 2 6 276
Risk, Uncertainty and Monetary Policy 1 1 1 331 1 4 8 1,232
Risk, monetary policy and asset prices in a global world 0 1 1 11 1 4 11 31
Risk, uncertainty and monetary policy 1 1 7 126 1 3 20 337
Risk, uncertainty and monetary policy 1 1 2 69 2 3 13 285
Risk, uncertainty, and asset prices 0 0 0 195 0 2 7 556
Stock Return Predictability: Is it There? 0 3 13 1,181 2 9 40 3,345
Stock and Bond Pricing in an Affine Economy 0 0 1 430 0 0 2 1,502
Stock and Bond Returns with Moody Investors 0 0 0 155 0 1 2 559
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 0 747
Stock and Bond Returns with Moody Investors 0 0 0 57 0 0 2 373
Target Zones and Exchange Rates: An Empirical Investigation 0 0 1 180 0 0 1 668
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 0 0 1 11
The Determinants of Stock and Bond Return Comovements 0 0 1 160 2 3 8 643
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 0 2 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 0 2 5 241
The Global Crisis and Equity Market Contagion 1 1 1 183 1 3 11 505
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 1 2 967
The International Commonality of Idiosyncratic Variances 0 0 0 4 1 2 4 17
The Term Structure of Real Rates and Expected Inflation 0 0 3 455 0 0 7 1,140
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 2 6 801
The Time Variation in Risk Appetite and Uncertainty 1 1 2 47 2 2 6 301
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 1 1 395
The VIX, the Variance Premium and Stock Market Volatility 0 1 2 147 0 7 22 365
The VIX, the variance premium and stock market volatility 0 1 6 128 0 2 15 600
The Variance Risk Premium in Equilibrium Models 0 0 0 17 0 0 2 124
The contribution of speculators to effective financial markets 0 1 1 84 0 1 1 214
The determinants of stock and bond return comovements 0 0 1 327 1 1 7 1,049
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 3 405
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 2 4 76
The role of capital markets in economic growth 1 2 4 1,183 1 2 5 4,357
Time-Varying World Market Integration 0 0 2 1,072 1 2 11 2,890
Uncovered Interest Rate Parity and the Term Structure 0 0 1 528 0 3 5 1,873
What Segments Equity Markets? 0 0 0 16 0 1 3 212
What Segments Equity Markets? 0 0 0 80 1 1 3 391
What Segments Equity Markets? 0 0 0 81 3 4 12 315
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 95 0 4 5 328
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 1 124
Why Stocks May Disappoint 0 0 0 289 0 1 2 1,091
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 1 1 195
Total Working Papers 11 34 121 28,821 50 185 669 98,659
1 registered items for which data could not be found

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 1 367
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 5 38 1 5 13 302
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 0 4 37 2,447
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 37 1 2 4 191
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 1 3 43
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 3 173 1 1 9 604
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 0 0 0 2 1 4 9 19
Dating the integration of world equity markets 0 1 1 296 1 4 13 1,271
Diversification, Integration and Emerging Market Closed-End Funds 0 0 4 215 1 1 9 672
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 8 617 7 10 41 1,957
Does financial liberalization spur growth? 0 2 13 738 2 7 56 2,107
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 2 3 8 794 3 6 24 2,048
Emerging equity markets and economic development 0 0 3 246 0 2 16 804
Emerging equity markets in a globalized world 0 0 2 4 3 3 8 19
Emerging markets finance 2 2 10 304 5 11 36 924
Equity Market Liberalization in Emerging Markets 0 0 1 32 0 0 3 144
Equity market liberalization in emerging markets 0 0 2 171 0 0 6 435
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 0 1 113 0 2 6 443
Expected idiosyncratic volatility 1 1 4 4 2 3 11 11
Financial Openness and Productivity 1 1 3 193 3 9 28 828
Flights to Safety 1 1 7 45 2 6 23 220
Foreign Speculators and Emerging Equity Markets 1 5 29 293 1 8 92 1,133
Global Growth Opportunities and Market Integration 0 0 2 139 0 1 12 618
Globalization and Asset Returns 0 0 1 22 0 0 4 138
Good Carry, Bad Carry 0 0 0 12 0 0 1 103
Growth volatility and financial liberalization 0 1 7 300 0 6 24 939
How Regimes Affect Asset Allocation 0 0 1 1 2 4 6 6
Inflation and the stock market: Understanding the "Fed Model" 0 0 3 196 2 8 36 863
Inflation risk and the inflation risk premium 1 1 2 4 1 2 6 25
International Asset Allocation With Regime Shifts 0 0 0 1 8 17 86 1,483
International Stock Return Comovements 1 1 3 193 1 2 13 696
International Yield Comovements 0 0 0 7 1 1 3 24
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 9 168 1 3 30 640
Macro risks and the term structure of interest rates 1 1 5 47 1 2 14 169
Macroeconomic regimes 0 0 0 98 1 1 9 458
Market Integration and Contagion 0 3 6 1,080 4 14 31 2,804
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 0 3 18 1,732
New Keynesian Macroeconomics and the Term Structure 0 0 1 4 0 1 5 24
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 4 6 593
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 3 272 0 0 3 663
On biases in the measurement of foreign exchange risk premiums 0 0 4 330 0 0 13 788
On the Link Between the Volatility and Skewness of Growth 0 0 1 22 0 2 9 158
On the global financial market integration “swoosh” and the trilemma 0 0 2 37 0 5 18 227
Peso problem explanations for term structure anomalies 0 0 0 173 0 2 4 738
Political risk and international valuation 0 0 2 53 2 4 19 250
Political risk spreads 0 4 10 87 1 19 44 444
Regime Switches in Interest Rates 0 0 0 0 2 8 17 1,238
Research in emerging markets finance: looking to the future 0 0 4 284 0 2 13 866
Risk and return in international corporate bond markets 0 0 0 6 0 1 4 36
Risk, uncertainty and monetary policy 2 5 26 542 11 28 101 1,521
Risk, uncertainty and monetary policy 0 1 2 27 1 3 14 444
Risk, uncertainty, and asset prices 0 0 5 272 0 3 21 998
Short rate nonlinearities and regime switches 0 0 0 77 0 1 4 237
Stock Return Predictability: Is it There? 2 3 9 35 2 11 31 254
Stock and bond returns with Moody Investors 0 0 0 42 0 2 3 322
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 0 3 4 1 3 12 20
Target zones and exchange rates:: An empirical investigation 0 0 1 72 0 0 5 336
The European Union, the Euro, and equity market integration 0 0 5 160 0 1 17 644
The Global Crisis and Equity Market Contagion 0 2 7 104 0 6 23 408
The International Commonality of Idiosyncratic Variances 1 1 2 2 4 4 6 6
The Term Structure of Real Rates and Expected Inflation 0 1 5 243 1 3 16 763
The Time Variation in Risk Appetite and Uncertainty 0 0 11 17 2 13 53 76
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 2 458
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 0 0 568
The VIX, the variance premium and stock market volatility 0 1 11 199 3 10 48 749
The Variance Risk Premium in Equilibrium Models* 0 0 0 2 0 0 3 6
The dynamics of emerging market equity flows 1 3 5 173 1 38 55 701
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 3 378
Time-Varying World Market Integration 0 0 3 499 2 3 28 1,490
Uncovered interest rate parity and the term structure 0 0 2 335 0 2 12 981
What Segments Equity Markets? 0 0 4 71 0 2 22 480
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 0 2 5 140
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 0 22 1 2 7 107
Why stocks may disappoint 0 0 3 245 0 0 7 765
Total Journal Articles 17 45 275 11,583 90 338 1,395 47,255
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 9 11 42 297
Total Books 0 0 0 0 9 11 42 297

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 1 1 1 146 2 2 7 427
Total Chapters 1 1 1 146 2 2 7 427

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Statistics updated 2025-10-06