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 3 19 2,963
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 0 2 385 5 13 78 3,935
Aggregate Idiosyncratic Volatility 0 0 0 31 0 0 9 198
Aggregate Idiosyncratic Volatility 0 0 0 76 1 5 24 481
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 2 3 18 211
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 40 0 1 17 274
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 0 20 0 8 20 162
Asymmetric Volatility and Risk in Equity Markets 0 0 1 1,013 0 5 57 2,833
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 1 5 24 2,465
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 328 0 1 14 1,040
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 0 7 45
Currency Factors 0 0 1 12 0 1 7 114
Currency Factors 0 0 1 28 0 1 18 149
Dating the Integration of World Equity Markets 1 1 1 338 1 1 23 1,631
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 2 18 832
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 0 2 21 898
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 2 221 0 5 29 779
Does Financial Liberalization Spur Growth? 0 0 1 981 0 2 42 2,585
Does Financial Liberalization Spur Growth? 0 0 0 967 2 6 33 2,856
Emerging Equity Market Volatility 0 0 2 2,940 1 2 38 8,353
Emerging Equity Markets and Economic Development 0 0 1 573 2 3 16 1,678
Expectations Hypotheses Tests 0 0 0 344 0 0 14 1,617
FLIGHTS TO SAFETY 0 0 0 66 1 2 10 197
Financial Openness and Productivity 0 1 1 175 1 3 27 586
Flights to Safety 0 0 1 128 2 12 64 687
Flights to Safety 0 0 1 65 1 3 26 321
Flights to Safety 1 2 4 36 1 6 22 166
Forecasting International Stock Market Variances 0 0 1 1 0 0 9 9
Foreign Speculators and Emerging Equity Markets 0 0 1 772 0 2 28 3,007
Foreign Speculators and Emerging Equity Markets 0 0 0 218 1 2 22 859
Global Crises and Equity Market Contagion 0 0 0 303 1 2 15 750
Global Growth Opportunities and Market Integration 0 0 1 310 1 2 17 1,758
Global crises and equity market contagion 0 0 2 228 1 8 44 665
Global crises and equity market contagion 0 0 1 52 0 0 15 257
Good Carry, Bad Carry 0 1 1 19 0 1 12 130
Good Carry, Bad Carry 0 0 0 13 0 1 18 105
Growth Volatility and Financial Liberalization 0 0 0 450 0 5 20 1,176
How do Regimes Affect Asset Allocation? 0 2 5 383 7 16 52 1,018
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 2 2 13 410
International Asset Allocation with Time-Varying Correlations 0 1 1 925 0 5 25 2,714
International Stock Return Comovements 0 0 0 234 1 2 7 696
International Stock Return Comovements 0 0 0 42 1 1 18 259
International Stock Return Comovements 0 0 0 191 0 1 10 683
International Yield Co-movements 0 0 1 4 0 0 10 25
International stock return comovements 0 0 2 108 0 2 14 339
Liquidity and Expected Returns: Lessons From Emerging Markets 0 2 2 576 0 7 36 1,676
Liquidity and Expected Returns: Lessons from Emerging Markets 0 1 1 153 1 2 24 588
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 2 4 28 104
Macro Risks and the Term Structure of Interest Rates 0 0 1 75 0 1 17 167
Macroeconomic Regimes 0 0 0 132 1 6 25 173
Macroeconomic Regimes 0 0 0 130 0 1 10 267
Macroeconomic Regimes 0 0 0 22 0 1 21 145
Macroeconomic Regimes 0 0 0 66 1 2 23 264
Macroeconomic regimes 0 0 0 9 0 1 10 104
Market Integration and Contagion 0 0 1 649 0 2 25 1,620
New-Keynesian Macroeconomics and the Term Structure 0 0 1 256 0 3 44 781
New-Keynesian Macroeconomics and the Term Structure 0 0 1 118 1 5 25 544
New-Keynesian Macroeconomics and the Term Structure 0 1 1 364 0 3 31 1,171
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 1 32 1,023
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 2 9 860
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 0 3 20 982
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 24 223
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 111 1 3 17 212
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 0 1 19 193
Political Risk Spreads 0 2 4 98 2 8 33 397
Regime Switches in Interest Rates 2 5 8 1,173 4 11 45 2,957
Risk and return in international corporate bond markets 0 0 2 26 0 2 23 108
Risk, Monetary Policy and Asset Prices in a Global World 0 0 0 3 0 1 9 18
Risk, Uncertainty and Asset Prices 0 0 0 118 0 0 10 532
Risk, Uncertainty and Asset Prices 0 0 1 48 0 1 17 344
Risk, Uncertainty and Monetary Policy 0 0 1 331 1 2 17 1,247
Risk, Uncertainty and Monetary Policy 0 0 1 43 1 1 78 353
Risk, monetary policy and asset prices in a global world 0 0 0 11 1 1 28 57
Risk, uncertainty and monetary policy 0 0 2 70 0 0 11 294
Risk, uncertainty and monetary policy 0 0 3 128 1 6 46 381
Risk, uncertainty, and asset prices 0 0 0 195 0 1 11 565
Stock Return Predictability: Is it There? 1 1 5 1,184 1 2 68 3,408
Stock and Bond Pricing in an Affine Economy 0 0 2 432 0 0 16 1,518
Stock and Bond Returns with Moody Investors 0 0 0 133 0 1 8 755
Stock and Bond Returns with Moody Investors 0 0 0 155 0 0 13 571
Stock and Bond Returns with Moody Investors 1 1 1 58 1 3 20 393
Target Zones and Exchange Rates: An Empirical Investigation 0 1 1 181 0 3 26 694
Target zones and exchange rates: An empirical investigation 0 0 0 1 0 2 8 19
Target zones and exchange rates: An empirical investigation 0 0 0 0 0 0 15 26
The Determinants of Stock and Bond Return Comovements 0 1 2 162 0 4 37 678
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 1 9 1,522
The European Union, the Euro, and Equity Market Integration 0 0 0 21 0 1 10 192
The European Union, the Euro, and Equity Market Integration 0 0 0 70 0 3 19 260
The Global Crisis and Equity Market Contagion 0 2 4 186 2 9 97 600
The Global Cross-Section of Corporate Bonds: Market, Maturity and Liquidity 1 1 1 1 1 1 1 1
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 1 14 980
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 0 9 24
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 1 19 818
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 0 22 1,162
The Time Variation in Risk Appetite and Uncertainty 1 2 4 50 2 8 31 330
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 2 21 416
The VIX, the Variance Premium and Stock Market Volatility 0 1 3 149 3 13 73 435
The VIX, the variance premium and stock market volatility 1 1 4 131 3 6 38 637
The Variance Risk Premium in Equilibrium Models 1 1 1 18 1 3 21 145
The contribution of speculators to effective financial markets 0 0 1 84 0 0 9 222
The determinants of stock and bond return comovements 0 0 0 327 1 1 18 1,066
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 15 23
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 14 418
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 6 82
The role of capital markets in economic growth 0 0 4 1,185 1 1 10 4,365
Time-Varying World Market Integration 1 2 2 1,074 1 5 56 2,945
Uncovered Interest Rate Parity and the Term Structure 0 0 1 529 0 0 16 1,889
What Segments Equity Markets? 0 0 0 80 1 3 28 418
What Segments Equity Markets? 0 1 1 82 1 4 48 359
What Segments Equity Markets? 0 0 0 16 0 1 24 236
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 95 0 0 17 342
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 0 1 3 34
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 18 1 4 10 134
Why Stocks May Disappoint 0 0 0 289 0 2 17 1,108
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 2 8 203
Total Working Papers 11 34 106 28,903 74 319 2,734 101,310

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 1 1 47 1 3 40 407
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 1 39 0 1 22 322
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 0 6 44 2,489
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 0 37 0 2 17 207
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 0 6 48
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 0 1 16 619
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 1 9 256
Currency Factors 0 0 1 3 2 5 30 46
Dating the integration of world equity markets 0 0 1 297 0 2 26 1,294
Diversification, Integration and Emerging Market Closed-End Funds 0 0 1 216 1 1 15 686
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 7 623 5 14 74 2,022
Does financial liberalization spur growth? 1 2 8 745 5 11 72 2,173
Economic and Financial Integration in Europe 0 0 0 4 1 2 10 32
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 0 2 12 229
Emerging equity market volatility 2 5 19 811 2 19 101 2,144
Emerging equity markets and economic development 0 0 0 246 0 2 23 825
Emerging equity markets in a globalized world 1 3 6 10 2 7 49 65
Emerging markets finance 0 1 10 312 1 6 116 1,030
Equity Market Liberalization in Emerging Markets 0 0 0 32 1 2 24 168
Equity market liberalization in emerging markets 0 1 2 173 0 5 27 462
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 1 8 213
Expectations Hypotheses Tests 0 0 0 113 0 1 14 456
Expected idiosyncratic volatility 0 0 7 10 1 14 67 76
Financial Openness and Productivity 0 0 5 197 1 6 36 857
Flights to Safety 1 4 12 56 3 11 45 260
Foreign Speculators and Emerging Equity Markets 1 2 15 306 2 12 90 1,219
Global Growth Opportunities and Market Integration 0 1 5 144 0 3 25 642
Globalization and Asset Returns 0 0 2 24 1 3 26 164
Good Carry, Bad Carry 0 0 0 12 3 3 6 109
Growth volatility and financial liberalization 0 0 2 302 1 3 39 973
How Regimes Affect Asset Allocation 1 1 2 3 1 9 29 32
Inflation and the stock market: Understanding the "Fed Model" 0 0 1 197 2 14 58 914
Inflation risk and the inflation risk premium 0 0 4 7 2 9 24 47
International Asset Allocation With Regime Shifts 0 0 0 1 15 48 204 1,674
International Stock Return Comovements 1 1 5 197 1 11 43 737
International Yield Comovements 1 1 1 8 1 2 10 33
Liquidity and Expected Returns: Lessons from Emerging Markets 0 3 6 174 1 11 43 681
Macro risks and the term structure of interest rates 0 1 3 49 2 6 29 196
Macroeconomic regimes 0 0 1 99 0 0 10 467
Market Integration and Contagion 2 6 13 1,093 10 25 107 2,905
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 1 1 16 1,747
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 1 3 26 617
New Keynesian Macroeconomics and the Term Structure 0 0 1 5 1 1 10 33
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 0 1 4 334 0 2 20 808
On the Link Between the Volatility and Skewness of Growth 0 0 2 24 0 4 30 187
On the global financial market integration “swoosh” and the trilemma 0 0 0 37 0 3 31 254
Peso problem explanations for term structure anomalies 0 0 0 173 2 3 38 776
Political risk and international valuation 0 0 10 63 2 11 61 308
Political risk spreads 0 0 9 93 1 4 57 491
Regime Switches in Interest Rates 0 0 0 0 1 4 45 1,277
Research in emerging markets finance: looking to the future 0 0 4 288 0 2 34 898
Risk and return in international corporate bond markets 0 0 2 8 1 4 16 51
Risk, uncertainty and monetary policy 0 0 6 32 1 2 72 514
Risk, uncertainty and monetary policy 0 3 20 560 9 31 157 1,656
Risk, uncertainty, and asset prices 0 2 6 278 0 4 36 1,032
Short rate nonlinearities and regime switches 0 0 0 77 0 1 14 250
Stock Return Predictability: Is it There? 0 0 3 36 1 6 57 307
Stock and bond returns with Moody Investors 0 0 0 42 0 2 29 351
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 0 3 7 1 2 27 45
Target zones and exchange rates:: An empirical investigation 0 0 0 72 0 4 20 356
The European Union, the Euro, and equity market integration 0 0 0 160 1 2 15 658
The Global Crisis and Equity Market Contagion 0 1 2 105 2 8 30 434
The International Commonality of Idiosyncratic Variances 1 1 2 3 1 2 22 24
The Term Structure of Real Rates and Expected Inflation 1 1 1 244 1 4 16 777
The Time Variation in Risk Appetite and Uncertainty 1 2 10 27 4 14 112 180
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 9 467
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 1 22 590
The VIX, the variance premium and stock market volatility 1 6 13 212 4 25 90 831
The Variance Risk Premium in Equilibrium Models* 0 1 4 6 0 1 21 27
The dynamics of emerging market equity flows 0 0 1 173 0 3 34 733
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 7 385
Time-Varying World Market Integration 0 0 9 508 1 7 86 1,573
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks 0 3 9 9 1 9 33 33
Uncovered interest rate parity and the term structure 0 0 0 335 0 3 25 1,005
What Segments Equity Markets? 1 1 2 73 1 2 20 498
What do asset prices have to say about risk appetite and uncertainty? 0 1 1 28 1 2 18 156
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 2 24 1 3 26 131
Why stocks may disappoint 0 0 0 245 0 2 15 780
Total Journal Articles 16 56 268 11,826 108 466 3,052 50,091
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 3 11 68 355
Total Books 0 0 0 0 3 11 68 355

Chapter File Downloads Abstract Views
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Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 10 155 2 5 77 502
Total Chapters 0 0 10 155 2 5 77 502

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Statistics updated 2026-08-07