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 3 8 17 2,960
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 1 3 385 13 28 71 3,922
Aggregate Idiosyncratic Volatility 0 0 0 31 1 1 10 198
Aggregate Idiosyncratic Volatility 0 0 0 76 3 8 19 476
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 3 4 16 208
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 40 3 4 16 273
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 2 20 3 3 14 154
Asymmetric Volatility and Risk in Equity Markets 0 0 1 1,013 9 19 54 2,828
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 2 6 19 2,460
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 328 6 7 15 1,039
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 3 4 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 3 4 7 45
Currency Factors 1 1 2 28 5 10 18 148
Currency Factors 0 0 1 12 1 2 6 113
Dating the Integration of World Equity Markets 0 0 0 337 3 6 22 1,630
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 2 6 16 830
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 3 5 19 896
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 5 221 10 14 28 774
Does Financial Liberalization Spur Growth? 0 0 0 967 8 10 28 2,850
Does Financial Liberalization Spur Growth? 0 0 2 981 10 20 42 2,583
Emerging Equity Market Volatility 0 0 3 2,940 10 14 37 8,351
Emerging Equity Markets and Economic Development 0 0 1 573 2 4 13 1,675
Expectations Hypotheses Tests 0 0 0 344 2 6 15 1,617
FLIGHTS TO SAFETY 0 0 0 66 2 2 11 195
Financial Openness and Productivity 0 0 0 174 3 14 25 583
Flights to Safety 0 1 2 34 2 4 16 160
Flights to Safety 1 1 1 128 11 27 54 675
Flights to Safety 0 0 1 65 5 12 24 318
Forecasting International Stock Market Variances 0 0 1 1 1 3 9 9
Foreign Speculators and Emerging Equity Markets 0 0 1 772 11 13 27 3,005
Foreign Speculators and Emerging Equity Markets 0 0 0 218 14 16 20 857
Global Crises and Equity Market Contagion 0 0 0 303 3 4 13 748
Global Growth Opportunities and Market Integration 0 1 1 310 4 8 16 1,756
Global crises and equity market contagion 1 1 1 52 4 5 15 257
Global crises and equity market contagion 0 0 6 228 7 13 45 657
Good Carry, Bad Carry 0 0 0 18 0 3 11 129
Good Carry, Bad Carry 0 0 0 13 4 10 17 104
Growth Volatility and Financial Liberalization 0 0 0 450 0 3 15 1,171
How do Regimes Affect Asset Allocation? 1 1 6 381 8 14 40 1,002
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 2 4 14 408
International Asset Allocation with Time-Varying Correlations 0 0 0 924 3 5 22 2,709
International Stock Return Comovements 0 0 0 42 4 6 19 258
International Stock Return Comovements 0 0 0 191 2 3 10 682
International Stock Return Comovements 0 0 0 234 0 0 6 694
International Yield Co-movements 0 0 1 4 2 7 11 25
International stock return comovements 0 1 2 108 1 4 13 337
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 1 574 5 14 32 1,669
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 2 7 25 586
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 3 4 24 100
Macro Risks and the Term Structure of Interest Rates 0 0 1 75 1 2 17 166
Macroeconomic Regimes 0 0 0 66 3 3 24 262
Macroeconomic Regimes 0 0 0 132 4 6 23 167
Macroeconomic Regimes 0 0 0 130 3 4 10 266
Macroeconomic Regimes 0 0 0 22 2 5 20 144
Macroeconomic regimes 0 0 0 9 2 4 10 103
Market Integration and Contagion 0 0 1 649 9 9 23 1,618
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 15 17 32 1,022
New-Keynesian Macroeconomics and the Term Structure 0 0 1 256 9 16 42 778
New-Keynesian Macroeconomics and the Term Structure 0 0 0 363 18 19 29 1,168
New-Keynesian Macroeconomics and the Term Structure 0 0 1 118 6 8 20 539
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 1 7 858
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 5 7 17 979
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 10 11 25 222
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 111 2 2 16 209
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 2 4 19 192
Political Risk Spreads 0 1 4 96 8 13 31 389
Regime Switches in Interest Rates 0 0 6 1,168 9 15 40 2,946
Risk and return in international corporate bond markets 1 1 3 26 5 8 23 106
Risk, Monetary Policy and Asset Prices in a Global World 0 0 0 3 0 2 8 17
Risk, Uncertainty and Asset Prices 0 0 1 48 0 2 17 343
Risk, Uncertainty and Asset Prices 0 0 0 118 4 5 10 532
Risk, Uncertainty and Monetary Policy 0 0 1 331 1 3 17 1,245
Risk, Uncertainty and Monetary Policy 0 0 1 43 0 8 78 352
Risk, monetary policy and asset prices in a global world 0 0 1 11 5 13 29 56
Risk, uncertainty and monetary policy 0 0 5 128 5 10 45 375
Risk, uncertainty and monetary policy 0 0 2 70 1 3 14 294
Risk, uncertainty, and asset prices 0 0 0 195 1 1 11 564
Stock Return Predictability: Is it There? 1 2 7 1,183 18 30 73 3,406
Stock and Bond Pricing in an Affine Economy 0 1 2 432 5 8 16 1,518
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 2 3 13 571
Stock and Bond Returns with Moody Investors 0 0 0 57 2 3 17 390
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 180 9 14 23 691
Target zones and exchange rates: An empirical investigation 0 0 0 0 6 7 15 26
Target zones and exchange rates: An empirical investigation 0 0 0 1 3 3 6 17
The Determinants of Stock and Bond Return Comovements 0 1 1 161 1 12 34 674
The Dynamics of Emerging Market Equity Flows 0 0 0 314 2 2 9 1,521
The European Union, the Euro, and Equity Market Integration 0 0 0 21 2 4 9 191
The European Union, the Euro, and Equity Market Integration 0 0 0 70 3 6 19 257
The Global Crisis and Equity Market Contagion 1 1 2 184 10 18 90 591
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 2 4 13 979
The International Commonality of Idiosyncratic Variances 0 0 0 4 1 1 10 24
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 6 8 23 1,162
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 3 5 19 817
The Time Variation in Risk Appetite and Uncertainty 0 0 2 48 4 7 25 322
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 2 3 20 414
The VIX, the Variance Premium and Stock Market Volatility 0 0 3 148 11 26 71 422
The VIX, the variance premium and stock market volatility 0 1 4 130 6 17 37 631
The Variance Risk Premium in Equilibrium Models 0 0 0 17 1 7 19 142
The contribution of speculators to effective financial markets 0 0 1 84 1 1 9 222
The determinants of stock and bond return comovements 0 0 0 327 0 4 17 1,065
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 2 4 14 417
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 2 4 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 0 0 1 1,072 14 26 54 2,940
Uncovered Interest Rate Parity and the Term Structure 0 0 2 529 4 4 20 1,889
What Segments Equity Markets? 0 0 0 81 2 12 46 355
What Segments Equity Markets? 0 0 0 80 7 13 25 415
What Segments Equity Markets? 0 0 0 16 2 6 24 235
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 95 3 7 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 3 4 6 130
Why Stocks May Disappoint 0 0 0 289 5 8 16 1,106
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 2 7 201
Total Working Papers 7 16 106 28,869 487 883 2,580 100,991

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 2 3 37 404
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 3 39 2 6 28 321
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 5 13 49 2,483
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 0 37 3 4 16 205
Caloric Consumption in Industrializing Belgium 0 0 0 8 1 2 6 48
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 4 6 16 618
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 4 5 8 255
Currency Factors 0 0 1 3 6 11 26 41
Dating the integration of world equity markets 0 0 2 297 7 7 26 1,292
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? 1 2 9 623 7 17 67 2,008
Does financial liberalization spur growth? 0 3 7 743 13 24 72 2,162
Economic and Financial Integration in Europe 0 0 0 4 2 3 8 30
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 1 2 10 227
Emerging equity market volatility 2 4 17 806 18 42 92 2,125
Emerging equity markets and economic development 0 0 0 246 2 5 22 823
Emerging equity markets in a globalized world 1 2 3 7 8 18 44 58
Emerging markets finance 0 2 13 311 16 36 118 1,024
Equity Market Liberalization in Emerging Markets 0 0 0 32 18 18 22 166
Equity market liberalization in emerging markets 0 0 2 172 5 9 26 457
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 2 3 7 212
Expectations Hypotheses Tests 0 0 0 113 1 1 15 455
Expected idiosyncratic volatility 0 2 8 10 7 24 58 62
Financial Openness and Productivity 1 1 6 197 3 8 38 851
Flights to Safety 3 4 8 52 5 10 40 249
Foreign Speculators and Emerging Equity Markets 2 5 21 304 18 34 99 1,207
Global Growth Opportunities and Market Integration 0 3 5 143 6 10 25 639
Globalization and Asset Returns 0 1 2 24 8 10 24 161
Good Carry, Bad Carry 0 0 0 12 0 1 3 106
Growth volatility and financial liberalization 0 0 6 302 4 8 48 970
How Regimes Affect Asset Allocation 0 1 1 2 7 9 21 23
Inflation and the stock market: Understanding the "Fed Model" 0 0 1 197 8 15 46 900
Inflation risk and the inflation risk premium 0 1 4 7 0 2 16 38
International Asset Allocation With Regime Shifts 0 0 0 1 21 60 174 1,626
International Stock Return Comovements 1 1 4 196 4 8 33 726
International Yield Comovements 0 0 0 7 2 3 9 31
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 6 171 5 14 39 670
Macro risks and the term structure of interest rates 0 0 2 48 5 7 27 190
Macroeconomic regimes 0 1 1 99 4 7 12 467
Market Integration and Contagion 2 3 12 1,087 17 38 94 2,880
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 3 5 19 1,746
New Keynesian Macroeconomics and the Term Structure 0 0 1 5 1 3 9 32
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 8 11 25 614
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 273 0 0 10 672
On biases in the measurement of foreign exchange risk premiums 0 0 3 333 0 6 19 806
On the Link Between the Volatility and Skewness of Growth 0 1 2 24 6 9 27 183
On the global financial market integration “swoosh” and the trilemma 0 0 1 37 1 7 32 251
Peso problem explanations for term structure anomalies 0 0 0 173 6 17 37 773
Political risk and international valuation 1 3 12 63 3 13 57 297
Political risk spreads 1 2 12 93 8 16 70 487
Regime Switches in Interest Rates 0 0 0 0 6 10 44 1,273
Research in emerging markets finance: looking to the future 1 3 6 288 1 8 37 896
Risk and return in international corporate bond markets 0 0 2 8 3 4 12 47
Risk, uncertainty and monetary policy 1 4 21 557 11 31 141 1,625
Risk, uncertainty and monetary policy 2 2 6 32 8 16 71 512
Risk, uncertainty, and asset prices 0 1 6 276 5 14 39 1,028
Short rate nonlinearities and regime switches 0 0 0 77 2 2 15 249
Stock Return Predictability: Is it There? 0 0 5 36 5 11 66 301
Stock and bond returns with Moody Investors 0 0 0 42 4 12 29 349
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 1 4 7 4 9 29 43
Target zones and exchange rates:: An empirical investigation 0 0 1 72 7 13 17 352
The European Union, the Euro, and equity market integration 0 0 0 160 1 6 16 656
The Global Crisis and Equity Market Contagion 0 0 4 104 3 5 28 426
The International Commonality of Idiosyncratic Variances 0 0 2 2 5 8 21 22
The Term Structure of Real Rates and Expected Inflation 0 0 1 243 4 4 14 773
The Time Variation in Risk Appetite and Uncertainty 2 7 11 25 17 42 111 166
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 2 4 10 467
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 2 4 21 589
The VIX, the variance premium and stock market volatility 2 2 9 206 5 24 78 806
The Variance Risk Premium in Equilibrium Models* 2 2 3 5 10 17 21 26
The dynamics of emerging market equity flows 0 0 5 173 5 11 75 730
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 4 7 385
Time-Varying World Market Integration 0 3 10 508 24 36 84 1,566
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks 0 3 6 6 1 12 24 24
Uncovered interest rate parity and the term structure 0 0 1 335 5 7 28 1,002
What Segments Equity Markets? 0 1 3 72 4 8 25 496
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 2 5 17 154
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 2 2 24 6 11 24 128
Why stocks may disappoint 0 0 2 245 3 4 15 778
Total Journal Articles 25 73 288 11,770 443 933 2,960 49,625
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 11 26 68 344
Total Books 0 0 0 0 11 26 68 344

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 2 10 155 11 30 75 497
Total Chapters 1 2 10 155 11 30 75 497

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Statistics updated 2026-05-06