Access Statistics for Geert Bekaert

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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 3 2,942
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 1 2 12 375 3 22 95 3,794
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 16 457
Aggregate Idiosyncratic Volatility 0 0 1 30 1 2 6 187
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 0 23 192
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 39 0 0 2 251
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 0 17 0 0 18 138
Asymmetric Volatility and Risk in Equity Markets 0 1 4 1,006 1 5 47 2,752
Capital Flows and the Behavior of Emerging Market Equity Returns 1 2 4 676 1 3 38 2,427
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 325 1 1 5 1,016
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 0 0 0 0 0 36
Currency Factors 0 0 1 26 0 0 9 127
Currency Factors 0 0 0 10 0 0 9 102
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 1 1 1 807
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 2 254 0 0 12 869
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 1 214 0 0 22 739
Does Financial Liberalization Spur Growth? 0 0 3 978 1 1 24 2,523
Does Financial Liberalization Spur Growth? 1 1 2 965 2 5 43 2,802
Emerging Equity Market Volatility 0 0 1 2,935 0 1 17 8,304
Emerging Equity Markets and Economic Development 0 0 0 571 0 0 11 1,657
Expectations Hypotheses Tests 0 0 0 341 1 3 24 1,595
FLIGHTS TO SAFETY 0 0 0 64 0 1 8 178
Financial Openness and Productivity 0 0 0 173 0 1 18 546
Flights to Safety 1 1 1 32 1 1 5 141
Flights to Safety 0 0 0 64 0 1 25 293
Flights to Safety 1 1 5 124 2 3 50 603
Foreign Speculators and Emerging Equity Markets 0 0 1 217 0 0 13 833
Foreign Speculators and Emerging Equity Markets 0 0 0 771 0 0 33 2,959
Global Crises and Equity Market Contagion 0 1 2 303 0 2 12 730
Global Growth Opportunities and Market Integration 0 0 1 309 2 5 35 1,733
Global crises and equity market contagion 0 0 2 51 0 0 7 240
Global crises and equity market contagion 0 2 8 216 2 9 37 580
Good Carry, Bad Carry 0 0 1 18 0 1 5 112
Good Carry, Bad Carry 0 0 0 11 0 0 14 76
Growth Volatility and Financial Liberalization 0 0 0 450 0 0 8 1,154
How do Regimes Affect Asset Allocation? 0 0 4 374 0 1 24 951
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 3 117 0 0 6 389
International Asset Allocation with Time-Varying Correlations 0 0 1 919 0 0 5 2,680
International Stock Return Comovements 0 0 0 42 0 0 25 238
International Stock Return Comovements 0 0 0 234 1 1 24 686
International Stock Return Comovements 0 0 0 191 1 2 14 670
International Yield Co-movements 0 0 0 2 0 0 1 10
International stock return comovements 0 1 1 105 0 1 5 320
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 1 571 2 3 12 1,626
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 0 0 3 554
Macro Risks and the Term Structure of Interest Rates 0 0 0 34 0 0 2 72
Macro Risks and the Term Structure of Interest Rates 0 0 1 73 1 1 10 148
Macroeconomic Regimes 1 1 1 64 1 1 5 234
Macroeconomic Regimes 0 0 0 132 1 1 12 140
Macroeconomic Regimes 0 1 1 130 0 1 6 253
Macroeconomic Regimes 0 0 0 22 0 0 2 121
Macroeconomic regimes 1 1 1 8 1 1 18 92
Market Integration and Contagion 0 0 1 648 1 1 29 1,594
New-Keynesian Macroeconomics and the Term Structure 0 0 0 117 0 0 18 517
New-Keynesian Macroeconomics and the Term Structure 0 0 2 297 0 0 8 989
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 0 254 0 0 10 733
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 1 1 264 0 1 1 960
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 0 0 196
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 0 109 1 1 6 187
On the Link Between the Volatility and Skewness of Growth 0 0 0 71 0 1 5 170
Political Risk Spreads 0 1 4 90 0 2 42 340
Regime Switches in Interest Rates 1 1 5 1,154 2 4 27 2,889
Risk and return in international corporate bond markets 0 1 1 22 1 3 7 77
Risk, Monetary Policy and Asset Prices in a Global World 0 0 0 0 1 1 2 2
Risk, Uncertainty and Asset Prices 0 0 1 118 0 0 21 521
Risk, Uncertainty and Asset Prices 0 0 2 47 0 0 30 325
Risk, Uncertainty and Monetary Policy 0 0 0 329 0 0 2 1,222
Risk, Uncertainty and Monetary Policy 0 0 0 41 1 2 11 267
Risk, monetary policy and asset prices in a global world 2 9 9 9 3 11 11 11
Risk, uncertainty and monetary policy 0 1 9 118 2 8 28 306
Risk, uncertainty and monetary policy 0 0 1 66 0 0 26 268
Risk, uncertainty, and asset prices 0 0 1 194 0 1 28 547
Stock Return Predictability: Is it There? 0 1 7 1,157 2 7 51 3,280
Stock and Bond Pricing in an Affine Economy 0 0 0 428 0 0 2 1,495
Stock and Bond Returns with Moody Investors 0 0 0 155 0 0 3 553
Stock and Bond Returns with Moody Investors 0 0 0 133 0 0 24 744
Stock and Bond Returns with Moody Investors 0 0 0 57 0 0 11 370
Target Zones and Exchange Rates: An Empirical Investigation 0 0 0 179 0 2 3 666
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 1 158 0 0 10 630
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 0 28 1,509
The European Union, the Euro, and Equity Market Integration 0 1 1 21 0 2 13 180
The European Union, the Euro, and Equity Market Integration 0 0 0 69 0 0 16 236
The Global Crisis and Equity Market Contagion 0 0 0 181 0 1 8 490
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 1 1 236 0 1 1 965
The International Commonality of Idiosyncratic Variances 0 0 1 1 0 1 3 3
The Term Structure of Real Rates and Expected Inflation 0 0 1 253 0 1 23 795
The Term Structure of Real Rates and Expected Inflation 0 1 2 452 0 1 14 1,133
The Time Variation in Risk Appetite and Uncertainty 4 4 6 45 7 11 44 284
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 0 0 393
The VIX, the Variance Premium and Stock Market Volatility 0 1 1 143 1 6 22 332
The VIX, the variance premium and stock market volatility 1 1 1 120 1 1 39 575
The Variance Risk Premium in Equilibrium Models 0 0 0 16 0 0 20 118
The contribution of speculators to effective financial markets 0 0 0 83 0 0 0 212
The determinants of stock and bond return comovements 0 0 2 325 0 0 20 1,037
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 1 401
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 0 6
The role of capital markets in economic growth 0 0 4 1,178 1 2 10 4,348
Time-Varying World Market Integration 0 1 2 1,069 0 1 10 2,870
Uncovered Interest Rate Parity and the Term Structure 0 0 0 527 0 1 3 1,868
What Segments Equity Markets? 0 0 0 16 0 0 16 208
What Segments Equity Markets? 0 0 0 81 0 0 5 301
What Segments Equity Markets? 0 0 0 80 0 0 12 387
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 94 0 0 10 322
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 17 0 0 16 121
Why Stocks May Disappoint 0 0 1 289 0 1 54 1,088
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 15 40 135 28,604 51 156 1,673 97,540


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 45 0 1 39 361
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 1 2 4 31 3 7 34 278
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 2 12 72 2,391
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 0 35 1 1 4 186
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 0 1 40
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 1 3 169 2 3 13 589
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 0 247
Currency Factors 1 1 1 1 1 2 4 4
Dating the integration of world equity markets 0 0 4 293 0 0 33 1,252
Diversification, Integration and Emerging Market Closed-End Funds 0 1 4 209 0 2 7 656
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 6 603 2 8 66 1,890
Does financial liberalization spur growth? 0 1 16 713 3 9 73 2,007
Economic and Financial Integration in Europe 0 0 0 3 0 0 2 19
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 0 0 26 217
Emerging equity market volatility 0 0 13 784 1 1 28 2,016
Emerging equity markets and economic development 0 1 4 243 0 4 20 780
Emerging equity markets in a globalized world 0 0 2 2 0 4 6 6
Emerging markets finance 0 2 9 291 1 3 19 876
Equity Market Liberalization in Emerging Markets 0 1 3 31 0 2 8 135
Equity market liberalization in emerging markets 0 0 1 168 0 0 3 426
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 0 204
Expectations Hypotheses Tests 0 0 1 110 1 2 9 429
Financial Openness and Productivity 0 2 8 185 1 8 35 782
Flights to Safety 0 0 9 34 0 6 41 186
Foreign Speculators and Emerging Equity Markets 0 2 18 246 2 9 55 970
Global Growth Opportunities and Market Integration 0 0 0 136 0 0 7 601
Globalization and Asset Returns 0 0 1 19 1 2 8 126
Good Carry, Bad Carry 0 0 1 11 0 0 22 98
Growth volatility and financial liberalization 0 0 4 292 4 7 32 903
Inflation and the stock market: Understanding the "Fed Model" 2 3 5 189 2 6 37 806
Inflation and the stock market: Understanding the “Fed Model” 0 0 4 13 0 0 10 189
Inflation risk and the inflation risk premium 0 0 1 2 1 3 4 16
International Asset Allocation With Regime Shifts 0 0 0 1 3 5 30 1,373
International Stock Return Comovements 1 4 4 183 4 10 23 663
International Yield Comovements 0 1 5 5 0 2 15 15
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 4 151 1 4 24 585
Macro risks and the term structure of interest rates 0 1 4 40 0 7 28 121
Macroeconomic regimes 1 1 3 97 3 4 18 444
Market Integration and Contagion 1 2 8 1,070 2 10 60 2,755
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 2 6 17 1,706
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 1 1 4 586
New Keynesian Macroeconomics and the Term Structure 0 0 0 3 0 1 3 17
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 1 269 1 1 32 658
On biases in the measurement of foreign exchange risk premiums 3 5 8 325 4 8 14 765
On the Link Between the Volatility and Skewness of Growth 0 0 5 19 2 2 18 142
On the global financial market integration “swoosh” and the trilemma 0 0 4 33 1 6 18 201
Peso problem explanations for term structure anomalies 0 0 1 173 0 0 3 731
Political risk and international valuation 0 1 8 50 3 6 28 221
Political risk spreads 0 1 5 73 0 2 21 383
Regime Switches in Interest Rates 0 0 0 0 3 4 27 1,214
Research in emerging markets finance: looking to the future 0 0 3 275 0 0 16 837
Risk and return in international corporate bond markets 0 0 2 5 0 1 6 30
Risk, uncertainty and monetary policy 0 0 1 24 0 1 29 422
Risk, uncertainty and monetary policy 2 7 30 501 10 31 110 1,356
Risk, uncertainty, and asset prices 0 1 5 265 1 2 42 965
Short rate nonlinearities and regime switches 0 0 0 77 0 0 1 233
Stock Return Predictability: Is it There? 0 1 3 23 0 2 41 216
Stock and bond returns with Moody Investors 0 0 1 42 0 0 16 314
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 0 0 0 0 1 2 2
Target zones and exchange rates:: An empirical investigation 0 0 0 70 1 2 5 327
The European Union, the Euro, and equity market integration 0 2 7 152 3 7 29 615
The Global Crisis and Equity Market Contagion 0 2 4 97 0 4 14 378
The Term Structure of Real Rates and Expected Inflation 0 1 5 232 0 4 12 733
The Time Variation in Risk Appetite and Uncertainty 0 2 2 2 2 8 8 8
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 0 454
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 0 1 567
The VIX, the variance premium and stock market volatility 0 2 7 183 5 11 27 673
The dynamics of emerging market equity flows 0 0 0 168 0 0 5 644
The implications of first-order risk aversion for asset market risk premiums 1 1 3 87 1 2 6 373
The term structure of real rates and expected inflation 0 0 1 412 0 0 19 1,329
Time-Varying World Market Integration 0 1 4 484 5 7 25 1,430
Uncovered interest rate parity and the term structure 1 1 1 332 1 1 8 963
What Segments Equity Markets? 0 1 3 65 1 2 9 445
What do asset prices have to say about risk appetite and uncertainty? 0 1 2 27 0 2 21 132
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 1 3 21 2 5 9 93
Why stocks may disappoint 1 2 6 241 2 3 31 754
Total Journal Articles 15 60 276 11,560 92 277 1,593 46,559


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 7 18 73 223
Total Books 0 0 0 0 7 18 73 223


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 1 142 0 0 5 414
Total Chapters 0 0 1 142 0 0 5 414


Statistics updated 2024-02-04