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 0 0 2,942
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 1 5 378 3 13 58 3,830
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 0 30 0 0 2 187
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 0 0 0 39 1 2 2 253
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 0 17 0 1 1 139
Asymmetric Volatility and Risk in Equity Markets 0 1 5 1,010 1 2 15 2,762
Capital Flows and the Behavior of Emerging Market Equity Returns 0 1 5 679 0 3 12 2,436
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 326 0 2 6 1,021
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 0 588
Conditioning Information and Variance on Pricing Kernals 1 1 1 1 1 1 2 38
Currency Factors 0 0 1 11 0 0 2 104
Currency Factors 0 0 0 26 0 1 2 129
Dating the Integration of World Equity Markets 0 0 0 337 0 0 0 1,607
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 2 5 811
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 1 1 1 255 3 4 5 874
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 0 214 0 1 1 740
Does Financial Liberalization Spur Growth? 0 0 1 979 1 3 13 2,535
Does Financial Liberalization Spur Growth? 0 0 3 967 1 4 13 2,810
Emerging Equity Market Volatility 0 0 1 2,936 0 2 7 8,310
Emerging Equity Markets and Economic Development 0 0 1 572 0 3 4 1,661
Expectations Hypotheses Tests 0 2 3 344 0 3 7 1,599
FLIGHTS TO SAFETY 0 0 1 65 0 0 3 180
Financial Openness and Productivity 0 0 1 174 0 1 9 554
Flights to Safety 0 0 2 125 1 1 11 611
Flights to Safety 0 0 0 64 0 0 1 293
Flights to Safety 0 0 1 32 0 1 3 143
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 0 0 217 1 1 2 835
Foreign Speculators and Emerging Equity Markets 0 0 0 771 1 6 15 2,974
Global Crises and Equity Market Contagion 0 0 1 303 0 2 5 733
Global Growth Opportunities and Market Integration 0 0 0 309 0 1 10 1,738
Global crises and equity market contagion 0 1 5 219 0 3 23 594
Global crises and equity market contagion 0 0 0 51 1 1 2 242
Good Carry, Bad Carry 0 0 0 18 0 1 6 117
Good Carry, Bad Carry 0 0 2 13 0 3 10 86
Growth Volatility and Financial Liberalization 0 0 0 450 0 0 1 1,155
How do Regimes Affect Asset Allocation? 0 0 1 375 0 0 10 960
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 2 119 0 1 4 393
International Asset Allocation with Time-Varying Correlations 0 0 2 921 0 0 3 2,683
International Stock Return Comovements 0 0 0 42 0 0 0 238
International Stock Return Comovements 0 0 0 234 0 1 2 687
International Stock Return Comovements 0 0 0 191 0 0 2 670
International Yield Co-movements 0 0 1 3 0 0 2 12
International stock return comovements 0 0 2 106 0 0 4 323
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 1 572 0 1 10 1,633
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 0 4 4 558
Macro Risks and the Term Structure of Interest Rates 0 0 1 74 0 0 2 149
Macro Risks and the Term Structure of Interest Rates 0 0 1 35 0 1 2 74
Macroeconomic Regimes 0 0 2 65 0 0 3 236
Macroeconomic Regimes 0 0 1 130 0 2 3 255
Macroeconomic Regimes 0 0 0 132 0 0 1 140
Macroeconomic Regimes 0 0 0 22 0 0 0 121
Macroeconomic regimes 0 0 1 8 0 0 1 92
Market Integration and Contagion 0 0 0 648 0 0 1 1,594
New-Keynesian Macroeconomics and the Term Structure 0 0 0 117 0 0 1 518
New-Keynesian Macroeconomics and the Term Structure 0 0 0 362 0 0 0 1,138
New-Keynesian Macroeconomics and the Term Structure 0 0 1 255 0 1 2 735
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 0 1 990
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 1 264 0 0 2 961
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 1 197
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 0 109 0 0 4 190
On the Link Between the Volatility and Skewness of Growth 0 0 2 73 0 0 3 172
Political Risk Spreads 0 1 3 92 0 4 11 349
Regime Switches in Interest Rates 0 2 8 1,161 1 5 16 2,901
Risk and return in international corporate bond markets 0 0 2 23 1 2 6 80
Risk, Monetary Policy and Asset Prices in a Global World 0 0 1 1 0 0 2 3
Risk, Uncertainty and Asset Prices 0 0 0 118 0 0 0 521
Risk, Uncertainty and Asset Prices 0 0 0 47 0 0 0 325
Risk, Uncertainty and Monetary Policy 0 1 1 330 0 1 2 1,224
Risk, Uncertainty and Monetary Policy 0 0 0 41 0 0 5 270
Risk, monetary policy and asset prices in a global world 0 0 10 10 2 3 22 22
Risk, uncertainty and monetary policy 0 0 2 119 1 4 20 318
Risk, uncertainty and monetary policy 1 1 2 68 1 2 5 273
Risk, uncertainty, and asset prices 0 0 1 195 0 0 3 549
Stock Return Predictability: Is it There? 0 3 12 1,168 3 9 35 3,308
Stock and Bond Pricing in an Affine Economy 1 1 2 430 1 2 6 1,501
Stock and Bond Returns with Moody Investors 0 0 0 155 0 1 4 557
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 3 747
Stock and Bond Returns with Moody Investors 0 0 0 57 0 0 1 371
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 0 0 3 667
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 0 0 1 159 0 2 5 635
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 1 2 1,511
The European Union, the Euro, and Equity Market Integration 0 0 0 69 0 0 0 236
The European Union, the Euro, and Equity Market Integration 0 0 1 21 0 0 2 180
The Global Crisis and Equity Market Contagion 0 0 1 182 0 2 5 494
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 1 236 0 0 1 965
The International Commonality of Idiosyncratic Variances 0 0 3 4 0 1 11 13
The Term Structure of Real Rates and Expected Inflation 0 0 1 452 1 1 2 1,134
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 1 2 796
The Time Variation in Risk Appetite and Uncertainty 0 0 4 45 1 2 23 296
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 1 1 394
The VIX, the Variance Premium and Stock Market Volatility 0 0 3 145 0 2 17 343
The VIX, the variance premium and stock market volatility 0 1 3 122 0 2 11 585
The Variance Risk Premium in Equilibrium Models 0 0 1 17 0 1 4 122
The contribution of speculators to effective financial markets 0 0 0 83 0 1 1 213
The determinants of stock and bond return comovements 1 1 2 327 3 5 8 1,045
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 1 402
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 1 1 1 7
The role of capital markets in economic growth 0 1 1 1,179 0 3 6 4,352
Time-Varying World Market Integration 0 0 2 1,070 0 3 10 2,879
Uncovered Interest Rate Parity and the Term Structure 0 0 0 527 1 1 2 1,869
What Segments Equity Markets? 0 0 0 81 0 1 2 303
What Segments Equity Markets? 0 0 0 80 0 0 1 388
What Segments Equity Markets? 0 0 0 16 0 0 1 209
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 1 1 3 1,090
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 5 20 129 28,705 34 146 595 98,061


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 1 46 0 1 6 366
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 4 33 0 3 18 289
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 3 7 34 2,413
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 36 1 1 3 188
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 0 0 40
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 1 2 170 1 3 10 596
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 0 0 2 2 0 0 8 10
Dating the integration of world equity markets 0 0 2 295 1 2 7 1,259
Diversification, Integration and Emerging Market Closed-End Funds 1 1 4 212 1 2 10 664
Do macro variables, asset markets, or surveys forecast inflation better? 0 4 7 609 6 17 40 1,922
Does financial liberalization spur growth? 1 5 14 726 5 19 58 2,056
Economic and Financial Integration in Europe 0 0 1 4 0 0 2 21
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 0 2 786 0 1 9 2,024
Emerging equity markets and economic development 2 2 3 245 5 6 17 793
Emerging equity markets in a globalized world 0 0 0 2 0 1 9 11
Emerging markets finance 0 1 5 294 0 2 15 888
Equity Market Liberalization in Emerging Markets 0 0 1 31 0 1 8 141
Equity market liberalization in emerging markets 1 1 2 170 2 2 5 431
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 1 205
Expectations Hypotheses Tests 0 0 2 112 0 3 10 437
Financial Openness and Productivity 0 0 7 190 1 3 27 801
Flights to Safety 0 0 4 38 0 1 17 197
Foreign Speculators and Emerging Equity Markets 3 6 23 267 8 26 88 1,049
Global Growth Opportunities and Market Integration 0 0 1 137 2 3 7 608
Globalization and Asset Returns 1 1 3 22 1 1 11 135
Good Carry, Bad Carry 0 0 1 12 1 3 5 103
Growth volatility and financial liberalization 0 0 1 293 0 3 19 915
How Regimes Affect Asset Allocation 0 0 0 0 0 0 0 0
Inflation and the stock market: Understanding the "Fed Model" 0 3 7 193 3 13 30 830
Inflation and the stock market: Understanding the “Fed Model” 0 0 1 14 1 3 7 196
Inflation risk and the inflation risk premium 0 0 0 2 1 1 7 20
International Asset Allocation With Regime Shifts 0 0 0 1 5 12 34 1,402
International Stock Return Comovements 1 4 12 191 2 10 32 685
International Yield Comovements 0 0 3 7 0 1 8 21
Liquidity and Expected Returns: Lessons from Emerging Markets 1 4 9 160 2 12 31 612
Macro risks and the term structure of interest rates 0 0 3 42 0 10 41 155
Macroeconomic regimes 0 0 2 98 2 2 11 451
Market Integration and Contagion 0 3 6 1,074 0 8 28 2,773
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 3 6 17 1,717
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 0 2 587
New Keynesian Macroeconomics and the Term Structure 0 0 0 3 0 2 3 19
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 269 0 1 3 660
On biases in the measurement of foreign exchange risk premiums 0 0 6 326 0 3 18 775
On the Link Between the Volatility and Skewness of Growth 1 1 3 22 2 2 11 151
On the global financial market integration “swoosh” and the trilemma 0 0 2 35 2 4 16 211
Peso problem explanations for term structure anomalies 0 0 0 173 0 1 3 734
Political risk and international valuation 0 0 2 51 3 5 19 234
Political risk spreads 1 2 6 78 4 10 23 404
Regime Switches in Interest Rates 0 0 0 0 2 4 13 1,223
Research in emerging markets finance: looking to the future 1 1 6 281 2 6 18 855
Risk and return in international corporate bond markets 0 0 1 6 1 1 4 33
Risk, uncertainty and monetary policy 4 8 26 520 9 22 104 1,429
Risk, uncertainty and monetary policy 0 0 1 25 2 3 11 432
Risk, uncertainty, and asset prices 0 0 3 267 3 4 17 980
Short rate nonlinearities and regime switches 0 0 0 77 1 1 1 234
Stock Return Predictability: Is it There? 0 1 4 26 0 2 9 223
Stock and bond returns with Moody Investors 0 0 0 42 0 1 5 319
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 1 1 2 2 3 3 10 11
Target zones and exchange rates:: An empirical investigation 0 0 1 71 1 2 7 332
The European Union, the Euro, and equity market integration 0 1 5 155 2 5 21 629
The Global Crisis and Equity Market Contagion 0 0 2 97 1 2 12 386
The Term Structure of Real Rates and Expected Inflation 0 1 7 238 0 2 18 747
The Time Variation in Risk Appetite and Uncertainty 0 0 6 6 0 2 23 23
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 1 2 456
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 1 1 568
The VIX, the variance premium and stock market volatility 0 3 7 188 0 8 39 701
The Variance Risk Premium in Equilibrium Models* 0 2 2 2 2 4 5 5
The dynamics of emerging market equity flows 0 0 0 168 2 2 4 648
The implications of first-order risk aversion for asset market risk premiums 0 0 1 87 0 0 4 375
The term structure of real rates and expected inflation 0 0 1 413 0 0 6 1,335
Time-Varying World Market Integration 0 7 13 496 0 12 39 1,462
Uncovered interest rate parity and the term structure 0 1 2 333 0 2 7 969
What Segments Equity Markets? 0 0 3 67 1 4 16 459
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 27 1 3 6 136
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 2 22 0 3 12 100
Why stocks may disappoint 0 0 3 242 0 0 7 758
Total Journal Articles 19 65 254 11,754 101 317 1,209 47,491


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 5 13 55 260
Total Books 0 0 0 0 5 13 55 260


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 6 420
Total Chapters 0 0 3 145 0 1 6 420


Statistics updated 2024-11-05