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 2 2,944
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 1 6 383 1 6 40 3,857
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 0 1 2 189
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 1 1 193
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 1 40 0 0 6 257
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 1 2 3 20 1 2 4 142
Asymmetric Volatility and Risk in Equity Markets 0 0 3 1,012 0 2 16 2,776
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 1 679 0 0 8 2,441
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 327 0 2 7 1,026
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 1 38
Currency Factors 1 1 1 27 1 1 3 131
Currency Factors 0 0 0 11 0 0 3 107
Dating the Integration of World Equity Markets 0 0 0 337 0 0 1 1,608
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 0 5 814
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 255 0 0 7 877
Do macro variables, asset markets, or surveys forecast inflation better? 1 3 5 219 2 4 11 750
Does Financial Liberalization Spur Growth? 1 1 1 980 2 2 11 2,543
Does Financial Liberalization Spur Growth? 0 0 0 967 1 1 17 2,823
Emerging Equity Market Volatility 1 1 2 2,938 1 1 7 8,315
Emerging Equity Markets and Economic Development 0 0 0 572 0 0 4 1,662
Expectations Hypotheses Tests 0 0 2 344 1 1 7 1,603
FLIGHTS TO SAFETY 0 0 1 66 1 3 7 187
Financial Openness and Productivity 0 0 0 174 1 1 6 559
Flights to Safety 0 0 2 127 1 2 13 623
Flights to Safety 0 0 0 64 1 1 2 295
Flights to Safety 0 0 0 32 0 0 2 144
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 0 0 771 1 1 11 2,979
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 4 735
Global Growth Opportunities and Market Integration 0 0 0 309 0 1 4 1,741
Global crises and equity market contagion 1 4 8 226 3 9 30 621
Global crises and equity market contagion 0 0 0 51 0 0 1 242
Good Carry, Bad Carry 0 0 0 13 0 0 4 87
Good Carry, Bad Carry 0 0 0 18 0 0 2 118
Growth Volatility and Financial Liberalization 0 0 0 450 0 0 1 1,156
How do Regimes Affect Asset Allocation? 0 3 3 378 0 4 6 966
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 0 3 5 397
International Asset Allocation with Time-Varying Correlations 0 0 3 924 1 2 6 2,689
International Stock Return Comovements 0 0 0 191 0 1 3 673
International Stock Return Comovements 0 0 0 234 0 1 3 689
International Stock Return Comovements 0 0 0 42 2 2 3 241
International Yield Co-movements 0 0 0 3 1 1 3 15
International stock return comovements 0 0 0 106 1 1 2 325
Liquidity and Expected Returns: Lessons From Emerging Markets 0 1 2 574 0 3 8 1,640
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 0 3 10 564
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 0 0 3 76
Macro Risks and the Term Structure of Interest Rates 0 0 0 74 0 1 1 150
Macroeconomic Regimes 0 0 0 132 1 4 8 148
Macroeconomic Regimes 0 0 0 22 0 0 3 124
Macroeconomic Regimes 0 0 1 66 2 3 5 241
Macroeconomic Regimes 0 0 0 130 0 1 4 257
Macroeconomic regimes 0 0 1 9 0 1 2 94
Market Integration and Contagion 0 0 0 648 0 0 1 1,595
New-Keynesian Macroeconomics and the Term Structure 0 0 1 363 0 1 2 1,140
New-Keynesian Macroeconomics and the Term Structure 0 0 0 255 0 1 3 737
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 0 1 1 991
New-Keynesian Macroeconomics and the Term Structure 0 0 0 117 0 0 1 519
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 0 1 962
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 1 2 3 199
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 110 0 2 5 195
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 0 1 2 174
Political Risk Spreads 0 2 3 94 2 6 19 364
Regime Switches in Interest Rates 1 3 6 1,165 2 6 16 2,912
Risk and return in international corporate bond markets 0 1 1 24 1 2 7 85
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 0 1 522
Risk, Uncertainty and Asset Prices 0 0 0 47 0 1 2 327
Risk, Uncertainty and Monetary Policy 0 0 1 330 2 2 7 1,230
Risk, Uncertainty and Monetary Policy 0 0 1 42 1 1 5 275
Risk, monetary policy and asset prices in a global world 1 1 1 11 2 2 10 29
Risk, uncertainty and monetary policy 0 0 1 68 1 3 12 283
Risk, uncertainty and monetary policy 0 2 6 125 1 5 21 335
Risk, uncertainty, and asset prices 0 0 0 195 0 1 5 554
Stock Return Predictability: Is it There? 1 3 14 1,179 4 7 41 3,340
Stock and Bond Pricing in an Affine Economy 0 0 1 430 0 0 3 1,502
Stock and Bond Returns with Moody Investors 0 0 0 155 0 0 2 558
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 0 0 0 1 11
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 1 160 1 1 8 641
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 1 3 1,513
The European Union, the Euro, and Equity Market Integration 0 0 1 70 2 3 5 241
The European Union, the Euro, and Equity Market Integration 0 0 0 21 0 0 2 182
The Global Crisis and Equity Market Contagion 0 0 0 182 1 2 11 503
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 0 1 966
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 1 3 15
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 1 4 799
The Term Structure of Real Rates and Expected Inflation 0 0 3 455 0 1 7 1,140
The Time Variation in Risk Appetite and Uncertainty 0 0 1 46 0 2 5 299
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 1 1 2 395
The VIX, the Variance Premium and Stock Market Volatility 0 1 1 146 4 11 21 362
The VIX, the variance premium and stock market volatility 0 1 6 127 1 5 16 599
The Variance Risk Premium in Equilibrium Models 0 0 0 17 0 1 3 124
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 1 327 0 0 8 1,048
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 3 404
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 12 2 2 4 76
The role of capital markets in economic growth 0 1 3 1,181 0 1 6 4,355
Time-Varying World Market Integration 0 1 2 1,072 1 3 13 2,889
Uncovered Interest Rate Parity and the Term Structure 0 1 1 528 3 4 5 1,873
What Segments Equity Markets? 0 0 0 16 1 1 3 212
What Segments Equity Markets? 0 0 0 80 0 0 2 390
What Segments Equity Markets? 0 0 0 81 0 2 9 311
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 95 1 1 2 325
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 1 1 2 1,091
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 1 1 1 195
Total Working Papers 9 34 112 28,797 64 165 661 98,576


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 2 367
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 2 5 38 3 7 14 300
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 2 11 39 2,445
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 37 1 1 3 190
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 0 2 42
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 4 173 0 1 10 603
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 0 0 0 2 1 1 6 16
Dating the integration of world equity markets 1 1 1 296 1 2 11 1,268
Diversification, Integration and Emerging Market Closed-End Funds 0 0 4 215 0 1 9 671
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 11 616 1 7 43 1,948
Does financial liberalization spur growth? 1 1 16 737 1 11 64 2,101
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 1 3 6 792 1 10 20 2,043
Emerging equity markets and economic development 0 0 3 246 0 1 15 802
Emerging equity markets in a globalized world 0 0 2 4 0 2 6 16
Emerging markets finance 0 4 9 302 1 8 28 914
Equity Market Liberalization in Emerging Markets 0 0 1 32 0 0 4 144
Equity market liberalization in emerging markets 0 1 2 171 0 4 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 1 2 8 442
Expected idiosyncratic volatility 0 1 3 3 1 5 9 9
Financial Openness and Productivity 0 1 2 192 2 8 23 821
Flights to Safety 0 0 6 44 1 6 19 215
Foreign Speculators and Emerging Equity Markets 3 8 30 291 4 21 106 1,129
Global Growth Opportunities and Market Integration 0 1 2 139 0 3 12 617
Globalization and Asset Returns 0 0 1 22 0 1 4 138
Good Carry, Bad Carry 0 0 0 12 0 0 3 103
Growth volatility and financial liberalization 1 4 7 300 1 12 22 934
How Regimes Affect Asset Allocation 0 0 1 1 1 1 3 3
Inflation and the stock market: Understanding the "Fed Model" 0 0 6 196 1 2 39 856
Inflation and the stock market: Understanding the “Fed Model” 0 0 1 15 0 1 7 200
Inflation risk and the inflation risk premium 0 0 1 3 0 1 4 23
International Asset Allocation With Regime Shifts 0 0 0 1 4 18 80 1,470
International Stock Return Comovements 0 0 5 192 0 1 19 694
International Yield Comovements 0 0 0 7 0 1 3 23
Liquidity and Expected Returns: Lessons from Emerging Markets 0 3 12 168 1 7 38 638
Macro risks and the term structure of interest rates 0 0 4 46 0 4 22 167
Macroeconomic regimes 0 0 0 98 0 2 8 457
Market Integration and Contagion 3 5 9 1,080 8 12 33 2,798
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 2 4 20 1,731
New Keynesian Macroeconomics and the Term Structure 0 0 1 4 0 0 6 23
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 2 2 4 591
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 1 3 272 0 1 4 663
On biases in the measurement of foreign exchange risk premiums 0 0 4 330 0 1 16 788
On the Link Between the Volatility and Skewness of Growth 0 0 1 22 1 1 8 157
On the global financial market integration “swoosh” and the trilemma 0 1 2 37 1 4 16 223
Peso problem explanations for term structure anomalies 0 0 0 173 2 2 5 738
Political risk and international valuation 0 2 2 53 1 7 18 247
Political risk spreads 1 3 8 84 9 17 40 434
Regime Switches in Interest Rates 0 0 0 0 2 3 13 1,232
Research in emerging markets finance: looking to the future 0 2 4 284 0 5 15 864
Risk and return in international corporate bond markets 0 0 0 6 0 0 3 35
Risk, uncertainty and monetary policy 3 4 28 540 6 15 92 1,499
Risk, uncertainty and monetary policy 0 0 1 26 1 1 13 442
Risk, uncertainty, and asset prices 0 2 5 272 1 7 20 996
Short rate nonlinearities and regime switches 0 0 0 77 0 2 3 236
Stock Return Predictability: Is it There? 1 2 8 33 7 15 29 250
Stock and bond returns with Moody Investors 0 0 0 42 2 2 4 322
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 1 3 4 1 4 10 18
Target zones and exchange rates:: An empirical investigation 0 1 1 72 0 1 6 336
The European Union, the Euro, and equity market integration 0 0 6 160 0 3 19 643
The Global Crisis and Equity Market Contagion 1 3 6 103 2 6 20 404
The International Commonality of Idiosyncratic Variances 0 1 1 1 0 1 2 2
The Term Structure of Real Rates and Expected Inflation 1 1 6 243 1 2 16 761
The Time Variation in Risk Appetite and Uncertainty 0 3 11 17 5 13 47 68
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 1 3 458
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 1 2 14 199 2 13 48 741
The Variance Risk Premium in Equilibrium Models* 0 0 2 2 0 1 5 6
The dynamics of emerging market equity flows 2 4 4 172 36 44 53 699
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 3 378
The term structure of real rates and expected inflation 0 1 1 414 0 3 5 1,340
Time-Varying World Market Integration 0 1 10 499 0 5 37 1,487
Uncovered interest rate parity and the term structure 0 1 3 335 1 6 13 980
What Segments Equity Markets? 0 2 4 71 0 7 23 478
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 0 1 5 138
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 0 22 0 1 8 105
Why stocks may disappoint 0 2 3 245 0 2 7 765
Total Journal Articles 20 77 298 11,987 122 378 1,405 48,579


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 1 11 40 287
Total Books 0 0 0 0 1 11 40 287


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 0 145 0 3 6 425
Total Chapters 0 0 0 145 0 3 6 425


Statistics updated 2025-08-05