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 1 1 1 2,943
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 3 3 6 382 6 10 47 3,846
Aggregate Idiosyncratic Volatility 0 1 1 31 0 1 1 188
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
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 1 1 1 40 1 2 4 255
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 0 0 4 1,011 0 3 15 2,768
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 3 679 3 3 12 2,439
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 1 2 327 2 3 8 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 1 11 0 1 3 105
Currency Factors 0 0 0 26 0 1 3 130
Dating the Integration of World Equity Markets 0 0 0 337 1 1 1 1,608
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 1 1 7 814
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 255 0 2 7 876
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 2 216 0 4 6 745
Does Financial Liberalization Spur Growth? 0 0 1 979 3 4 14 2,539
Does Financial Liberalization Spur Growth? 0 0 2 967 1 4 13 2,815
Emerging Equity Market Volatility 0 0 0 2,936 1 1 7 8,312
Emerging Equity Markets and Economic Development 0 0 1 572 0 1 5 1,662
Expectations Hypotheses Tests 0 0 3 344 0 1 6 1,601
FLIGHTS TO SAFETY 0 1 2 66 1 3 5 183
Financial Openness and Productivity 0 0 1 174 1 3 11 558
Flights to Safety 0 0 0 64 0 0 0 293
Flights to Safety 0 0 2 126 4 5 15 618
Flights to Safety 0 0 0 32 0 0 3 144
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 0 0 771 1 3 15 2,977
Foreign Speculators and Emerging Equity Markets 0 1 1 218 0 1 3 836
Global Crises and Equity Market Contagion 0 0 0 303 1 2 4 735
Global Growth Opportunities and Market Integration 0 0 0 309 0 2 7 1,740
Global crises and equity market contagion 0 0 0 51 0 0 1 242
Global crises and equity market contagion 1 2 4 221 3 8 25 607
Good Carry, Bad Carry 0 0 2 13 1 1 11 87
Good Carry, Bad Carry 0 0 0 18 0 0 5 117
Growth Volatility and Financial Liberalization 0 0 0 450 0 0 1 1,155
How do Regimes Affect Asset Allocation? 0 0 1 375 1 1 11 962
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 1 119 0 1 4 394
International Asset Allocation with Time-Varying Correlations 0 1 2 922 0 1 4 2,685
International Stock Return Comovements 0 0 0 234 0 0 2 688
International Stock Return Comovements 0 0 0 191 1 1 2 672
International Stock Return Comovements 0 0 0 42 0 1 1 239
International Yield Co-movements 0 0 1 3 2 2 3 14
International stock return comovements 0 0 1 106 1 1 4 324
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 1 572 1 3 9 1,636
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 1 2 6 560
Macro Risks and the Term Structure of Interest Rates 0 0 0 74 0 0 0 149
Macro Risks and the Term Structure of Interest Rates 0 0 1 35 0 0 2 74
Macroeconomic Regimes 0 0 0 65 0 1 2 237
Macroeconomic Regimes 0 0 0 22 0 2 3 124
Macroeconomic Regimes 0 0 0 130 0 0 2 255
Macroeconomic Regimes 0 0 0 132 1 2 2 142
Macroeconomic regimes 1 1 1 9 1 1 1 93
Market Integration and Contagion 0 0 0 648 0 1 1 1,595
New-Keynesian Macroeconomics and the Term Structure 0 0 1 255 0 0 2 735
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 0 1 990
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 0 117 1 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 1 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 1 1 1 110 1 2 5 192
On the Link Between the Volatility and Skewness of Growth 0 0 2 73 1 1 3 173
Political Risk Spreads 0 0 2 92 1 4 16 357
Regime Switches in Interest Rates 1 1 7 1,162 1 3 15 2,905
Risk and return in international corporate bond markets 0 0 1 23 0 1 5 82
Risk, Monetary Policy and Asset Prices in a Global World 1 1 2 2 2 2 4 6
Risk, Uncertainty and Asset Prices 0 0 0 47 0 0 1 326
Risk, Uncertainty and Asset Prices 0 0 0 118 0 0 1 522
Risk, Uncertainty and Monetary Policy 0 0 0 41 1 2 5 272
Risk, Uncertainty and Monetary Policy 0 0 1 330 1 2 4 1,226
Risk, monetary policy and asset prices in a global world 0 0 1 10 0 1 12 24
Risk, uncertainty and monetary policy 1 3 4 122 3 5 17 324
Risk, uncertainty and monetary policy 0 0 2 68 2 5 10 278
Risk, uncertainty, and asset prices 0 0 1 195 2 2 5 552
Stock Return Predictability: Is it There? 3 6 19 1,176 9 16 47 3,328
Stock and Bond Pricing in an Affine Economy 0 0 2 430 0 1 7 1,502
Stock and Bond Returns with Moody Investors 0 0 0 155 0 0 4 557
Stock and Bond Returns with Moody Investors 0 0 0 57 1 1 2 372
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 3 747
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 0 0 1 667
Target zones and exchange rates: An empirical investigation 0 0 0 0 0 0 0 10
Target zones and exchange rates: An empirical investigation 0 0 0 1 0 0 0 11
The Determinants of Stock and Bond Return Comovements 1 1 2 160 2 2 9 639
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 1 3 1,512
The European Union, the Euro, and Equity Market Integration 0 0 0 21 1 2 2 182
The European Union, the Euro, and Equity Market Integration 0 1 1 70 1 2 2 238
The Global Crisis and Equity Market Contagion 0 0 0 182 0 1 9 500
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 0 0 965
The International Commonality of Idiosyncratic Variances 0 0 3 4 0 0 10 13
The Term Structure of Real Rates and Expected Inflation 0 2 2 454 0 3 5 1,138
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 2 3 798
The Time Variation in Risk Appetite and Uncertainty 0 0 0 45 0 0 11 296
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 2 145 0 4 15 348
The VIX, the variance premium and stock market volatility 0 0 3 123 0 1 12 590
The Variance Risk Premium in Equilibrium Models 0 0 1 17 1 1 4 123
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 2 2 11 1,048
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 0 72
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 1 402
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 1 7
The role of capital markets in economic growth 1 1 2 1,180 1 1 5 4,353
Time-Varying World Market Integration 1 1 2 1,071 2 2 12 2,882
Uncovered Interest Rate Parity and the Term Structure 0 0 0 527 0 0 1 1,869
What Segments Equity Markets? 0 0 0 16 0 2 3 211
What Segments Equity Markets? 0 0 0 80 1 2 3 390
What Segments Equity Markets? 0 0 0 81 1 4 8 309
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 94 0 0 1 323
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 1 18 0 0 2 123
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 17 31 119 28,745 80 174 642 98,299


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 1 5 367
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 1 4 35 0 2 12 292
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 1 9 35 2,426
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 36 0 0 2 188
Caloric Consumption in Industrializing Belgium 0 0 0 8 1 2 2 42
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 1 4 173 1 3 13 602
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 0 0 1 2 1 3 8 14
Dating the integration of world equity markets 0 0 2 295 2 4 11 1,263
Diversification, Integration and Emerging Market Closed-End Funds 0 2 6 215 1 3 13 670
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 10 613 3 8 42 1,933
Does financial liberalization spur growth? 3 4 19 733 11 22 73 2,084
Economic and Financial Integration in Europe 0 0 0 4 0 1 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 0 2 4 788 1 3 12 2,028
Emerging equity markets and economic development 0 1 3 246 1 3 19 799
Emerging equity markets in a globalized world 0 0 0 2 0 1 6 12
Emerging markets finance 1 1 5 297 4 6 21 898
Equity Market Liberalization in Emerging Markets 0 0 1 32 1 1 7 143
Equity market liberalization in emerging markets 0 0 2 170 0 0 5 431
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 0 205
Expectations Hypotheses Tests 0 0 2 112 0 2 10 439
Financial Openness and Productivity 0 0 5 190 1 8 24 810
Flights to Safety 2 5 9 44 2 8 20 207
Foreign Speculators and Emerging Equity Markets 2 8 32 278 9 32 118 1,093
Global Growth Opportunities and Market Integration 0 0 1 137 1 4 11 612
Globalization and Asset Returns 0 0 3 22 0 1 9 136
Good Carry, Bad Carry 0 0 1 12 0 0 5 103
Growth volatility and financial liberalization 1 2 3 295 1 4 11 919
How Regimes Affect Asset Allocation 1 1 1 1 1 1 1 1
Inflation and the stock market: Understanding the "Fed Model" 0 0 4 193 3 10 37 845
Inflation and the stock market: Understanding the “Fed Model” 1 1 2 15 1 2 9 198
Inflation risk and the inflation risk premium 1 1 1 3 2 2 6 22
International Asset Allocation With Regime Shifts 0 0 0 1 8 17 58 1,433
International Stock Return Comovements 0 0 7 191 3 5 23 690
International Yield Comovements 0 0 1 7 0 0 5 21
Liquidity and Expected Returns: Lessons from Emerging Markets 0 3 13 164 2 13 38 626
Macro risks and the term structure of interest rates 0 1 3 44 1 4 38 160
Macroeconomic regimes 0 0 1 98 0 1 9 453
Market Integration and Contagion 0 1 5 1,075 0 3 20 2,780
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 2 6 19 1,725
New Keynesian Macroeconomics and the Term Structure 0 0 1 4 1 2 5 22
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 0 2 588
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 2 2 271 0 2 4 662
On biases in the measurement of foreign exchange risk premiums 0 4 5 330 1 7 16 783
On the Link Between the Volatility and Skewness of Growth 0 0 3 22 0 3 10 155
On the global financial market integration “swoosh” and the trilemma 1 1 3 36 4 5 15 218
Peso problem explanations for term structure anomalies 0 0 0 173 1 2 5 736
Political risk and international valuation 0 0 1 51 2 3 17 239
Political risk spreads 0 1 6 79 3 7 30 413
Regime Switches in Interest Rates 0 0 0 0 0 3 13 1,227
Research in emerging markets finance: looking to the future 0 0 7 282 0 2 20 858
Risk and return in international corporate bond markets 0 0 1 6 1 2 5 35
Risk, uncertainty and monetary policy 0 0 1 25 2 5 15 438
Risk, uncertainty and monetary policy 1 6 26 529 14 28 102 1,467
Risk, uncertainty, and asset prices 1 3 5 270 2 6 21 987
Short rate nonlinearities and regime switches 0 0 0 77 0 0 1 234
Stock Return Predictability: Is it There? 1 2 4 28 4 5 12 229
Stock and bond returns with Moody Investors 0 0 0 42 1 1 5 320
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 0 2 2 1 1 9 12
Target zones and exchange rates:: An empirical investigation 0 0 1 71 0 2 6 334
The European Union, the Euro, and equity market integration 0 3 7 159 0 7 21 638
The Global Crisis and Equity Market Contagion 0 1 1 98 2 8 14 394
The Term Structure of Real Rates and Expected Inflation 1 3 7 241 2 8 20 756
The Time Variation in Risk Appetite and Uncertainty 0 2 7 10 3 12 25 38
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 2 456
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 0 1 10 193 5 10 46 721
The Variance Risk Premium in Equilibrium Models* 0 0 2 2 0 0 5 5
The dynamics of emerging market equity flows 0 0 0 168 2 4 8 652
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 1 5 378
The term structure of real rates and expected inflation 0 0 1 413 0 2 8 1,337
Time-Varying World Market Integration 2 2 14 498 3 4 38 1,469
Uncovered interest rate parity and the term structure 0 1 2 334 2 4 10 973
What Segments Equity Markets? 0 2 4 69 1 6 23 468
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 0 1 5 137
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 1 22 0 2 10 103
Why stocks may disappoint 0 0 1 243 1 1 4 761
Total Journal Articles 21 71 281 11,856 124 351 1,317 47,967


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 2 8 35 269
Total Books 0 0 0 0 2 8 35 269


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 7 421
Total Chapters 0 0 3 145 0 1 7 421


Statistics updated 2025-03-03