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 2 2,944
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 0 5 383 1 6 33 3,863
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 0 1 3 190
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 3 4 5 197
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 1 40 3 4 8 261
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 3 20 2 2 5 144
Asymmetric Volatility and Risk in Equity Markets 0 1 3 1,013 4 5 19 2,781
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 2 2 7 2,443
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 327 3 3 8 1,029
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 0 588
Currency Factors 0 0 1 27 1 2 4 133
Currency Factors 0 0 0 11 0 0 3 107
Dating the Integration of World Equity Markets 0 0 0 337 2 3 4 1,611
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 0 2 5 816
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 1 1 1 256 3 3 6 880
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 7 221 4 5 15 755
Does Financial Liberalization Spur Growth? 0 0 0 967 2 2 15 2,825
Does Financial Liberalization Spur Growth? 0 0 1 980 1 3 11 2,546
Emerging Equity Market Volatility 0 0 2 2,938 1 4 9 8,319
Emerging Equity Markets and Economic Development 0 0 0 572 1 2 3 1,664
Expectations Hypotheses Tests 0 0 0 344 2 3 7 1,606
FLIGHTS TO SAFETY 0 0 1 66 1 1 8 188
Financial Openness and Productivity 0 0 0 174 0 1 6 560
Flights to Safety 0 0 2 127 1 2 14 625
Flights to Safety 0 0 0 64 3 3 5 298
Flights to Safety 1 1 1 33 2 3 4 147
Forecasting International Stock Market Variances 0 0 0 0 0 0 0 0
Foreign Speculators and Emerging Equity Markets 0 0 1 218 0 0 2 837
Foreign Speculators and Emerging Equity Markets 0 1 1 772 1 4 9 2,983
Global Crises and Equity Market Contagion 0 0 0 303 2 2 4 737
Global Growth Opportunities and Market Integration 0 0 0 309 1 1 4 1,742
Global crises and equity market contagion 0 0 0 51 0 1 1 243
Global crises and equity market contagion 1 1 8 227 1 3 30 624
Good Carry, Bad Carry 0 0 0 18 1 2 3 120
Good Carry, Bad Carry 0 0 0 13 1 1 2 88
Growth Volatility and Financial Liberalization 0 0 0 450 1 1 2 1,157
How do Regimes Affect Asset Allocation? 0 2 5 380 1 6 12 972
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 1 2 6 399
International Asset Allocation with Time-Varying Correlations 0 0 3 924 1 4 10 2,693
International Stock Return Comovements 0 0 0 191 0 1 4 674
International Stock Return Comovements 0 0 0 234 0 0 2 689
International Stock Return Comovements 0 0 0 42 1 2 5 243
International Yield Co-movements 0 0 0 3 1 1 4 16
International stock return comovements 0 1 1 107 0 1 3 326
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 2 574 1 4 11 1,644
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 1 1 7 565
Macro Risks and the Term Structure of Interest Rates 0 1 1 75 1 3 4 153
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 0 0 2 76
Macroeconomic Regimes 0 0 1 66 0 0 5 241
Macroeconomic Regimes 0 0 0 22 0 0 3 124
Macroeconomic Regimes 0 0 0 130 1 1 3 258
Macroeconomic Regimes 0 0 0 132 1 1 9 149
Macroeconomic regimes 0 0 1 9 1 1 3 95
Market Integration and Contagion 0 1 1 649 2 4 5 1,599
New-Keynesian Macroeconomics and the Term Structure 0 1 1 118 2 7 8 526
New-Keynesian Macroeconomics and the Term Structure 0 1 1 256 2 6 8 743
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 1 2 3 993
New-Keynesian Macroeconomics and the Term Structure 0 0 1 363 0 2 4 1,142
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 2 3 3 854
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 1 1 2 963
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 2 2 4 201
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 110 0 0 5 195
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 3 4 6 178
Political Risk Spreads 1 1 3 95 1 3 18 367
Regime Switches in Interest Rates 0 1 5 1,166 3 7 18 2,919
Risk and return in international corporate bond markets 1 1 2 25 1 2 7 87
Risk, Monetary Policy and Asset Prices in a Global World 0 0 2 3 0 0 6 9
Risk, Uncertainty and Asset Prices 0 1 1 48 1 4 6 331
Risk, Uncertainty and Asset Prices 0 0 0 118 0 1 2 523
Risk, Uncertainty and Monetary Policy 0 1 2 43 1 2 7 277
Risk, Uncertainty and Monetary Policy 0 1 1 331 2 4 10 1,234
Risk, monetary policy and asset prices in a global world 0 0 1 11 0 2 9 31
Risk, uncertainty and monetary policy 1 2 8 127 3 5 22 340
Risk, uncertainty and monetary policy 0 1 1 69 0 2 12 285
Risk, uncertainty, and asset prices 0 0 0 195 1 3 8 557
Stock Return Predictability: Is it There? 0 2 13 1,181 4 9 41 3,349
Stock and Bond Pricing in an Affine Economy 0 0 0 430 0 0 1 1,502
Stock and Bond Returns with Moody Investors 0 0 0 133 1 1 1 748
Stock and Bond Returns with Moody Investors 0 0 0 155 1 2 3 560
Stock and Bond Returns with Moody Investors 0 0 0 57 1 1 3 374
Target Zones and Exchange Rates: An Empirical Investigation 0 0 1 180 2 2 3 670
Target zones and exchange rates: An empirical investigation 0 0 0 0 1 1 2 12
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 3 9 644
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 0 2 1,513
The European Union, the Euro, and Equity Market Integration 0 0 0 21 0 0 2 182
The European Union, the Euro, and Equity Market Integration 0 0 1 70 1 1 6 242
The Global Crisis and Equity Market Contagion 0 1 1 183 0 2 11 505
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 3 4 5 970
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 2 4 17
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 2 4 7 803
The Term Structure of Real Rates and Expected Inflation 1 1 4 456 2 2 8 1,142
The Time Variation in Risk Appetite and Uncertainty 0 1 2 47 2 4 7 303
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 1 1 2 396
The VIX, the Variance Premium and Stock Market Volatility 0 1 2 147 1 4 23 366
The VIX, the variance premium and stock market volatility 0 1 6 128 2 3 17 602
The Variance Risk Premium in Equilibrium Models 0 0 0 17 0 0 2 124
The contribution of speculators to effective financial markets 0 1 1 84 0 1 1 214
The determinants of stock and bond return comovements 0 0 0 327 0 1 4 1,049
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 2 2 3 10
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 3 405
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 3 3 7 79
The role of capital markets in economic growth 2 4 6 1,185 4 6 9 4,361
Time-Varying World Market Integration 0 0 2 1,072 0 1 11 2,890
Uncovered Interest Rate Parity and the Term Structure 1 1 2 529 1 1 5 1,874
What Segments Equity Markets? 0 0 0 80 3 4 6 394
What Segments Equity Markets? 0 0 0 16 1 1 4 213
What Segments Equity Markets? 0 0 0 81 7 11 19 322
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 95 0 3 5 328
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 1,092
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 1 195
Total Working Papers 11 36 128 28,832 136 257 772 98,795
1 registered items for which data could not be found

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 1 367
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 1 1 6 39 3 5 16 305
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 3 5 37 2,450
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 37 0 1 3 191
Caloric Consumption in Industrializing Belgium 0 0 0 8 0 1 3 43
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 3 173 0 1 8 604
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 1 1 1 248
Currency Factors 0 0 0 2 1 4 10 20
Dating the integration of world equity markets 0 0 1 296 4 7 16 1,275
Diversification, Integration and Emerging Market Closed-End Funds 0 0 3 215 3 4 11 675
Do macro variables, asset markets, or surveys forecast inflation better? 3 4 11 620 8 17 43 1,965
Does financial liberalization spur growth? 0 1 12 738 1 7 52 2,108
Economic and Financial Integration in Europe 0 0 0 4 1 1 2 23
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 2 4 10 796 4 9 28 2,052
Emerging equity markets and economic development 0 0 1 246 0 2 11 804
Emerging equity markets in a globalized world 1 1 3 5 7 10 15 26
Emerging markets finance 1 3 11 305 2 12 38 926
Equity Market Liberalization in Emerging Markets 0 0 1 32 0 0 3 144
Equity market liberalization in emerging markets 1 1 2 172 3 3 7 438
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 2 3 8 445
Expected idiosyncratic volatility 2 3 6 6 4 6 15 15
Financial Openness and Productivity 0 1 3 193 3 10 30 831
Flights to Safety 1 2 8 46 4 9 27 224
Foreign Speculators and Emerging Equity Markets 3 5 29 296 6 10 90 1,139
Global Growth Opportunities and Market Integration 0 0 2 139 1 2 11 619
Globalization and Asset Returns 0 0 0 22 2 2 5 140
Good Carry, Bad Carry 0 0 0 12 0 0 0 103
Growth volatility and financial liberalization 1 1 8 301 5 10 29 944
How Regimes Affect Asset Allocation 0 0 1 1 1 4 7 7
Inflation and the stock market: Understanding the "Fed Model" 0 0 3 196 1 8 34 864
Inflation risk and the inflation risk premium 0 1 2 4 0 2 5 25
International Asset Allocation With Regime Shifts 0 0 0 1 10 23 91 1,493
International Stock Return Comovements 0 1 2 193 3 5 14 699
International Yield Comovements 0 0 0 7 0 1 3 24
Liquidity and Expected Returns: Lessons from Emerging Markets 1 1 9 169 1 3 29 641
Macro risks and the term structure of interest rates 0 1 5 47 1 3 15 170
Macroeconomic regimes 0 0 0 98 0 1 7 458
Market Integration and Contagion 0 0 6 1,080 9 15 40 2,813
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 1 2 16 1,733
New Keynesian Macroeconomics and the Term Structure 1 1 2 5 1 2 6 25
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 2 6 593
On biases in tests of the expectations hypothesis of the term structure of interest rates 1 1 4 273 2 2 5 665
On biases in the measurement of foreign exchange risk premiums 1 1 5 331 1 1 14 789
On the Link Between the Volatility and Skewness of Growth 1 1 1 23 5 6 12 163
On the global financial market integration “swoosh” and the trilemma 0 0 2 37 1 5 17 228
Peso problem explanations for term structure anomalies 0 0 0 173 1 1 5 739
Political risk and international valuation 1 1 3 54 8 11 24 258
Political risk spreads 1 4 10 88 4 14 44 448
Regime Switches in Interest Rates 0 0 0 0 2 8 17 1,240
Research in emerging markets finance: looking to the future 1 1 4 285 3 5 14 869
Risk and return in international corporate bond markets 0 0 0 6 1 2 4 37
Risk, uncertainty and monetary policy 0 1 2 27 2 4 14 446
Risk, uncertainty and monetary policy 3 5 25 545 10 32 102 1,531
Risk, uncertainty, and asset prices 0 0 5 272 3 5 21 1,001
Short rate nonlinearities and regime switches 0 0 0 77 0 1 3 237
Stock Return Predictability: Is it There? 0 2 9 35 7 11 38 261
Stock and bond returns with Moody Investors 0 0 0 42 1 1 4 323
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 0 2 4 1 3 10 21
Target zones and exchange rates:: An empirical investigation 0 0 1 72 0 0 4 336
The European Union, the Euro, and equity market integration 0 0 5 160 2 3 17 646
The Global Crisis and Equity Market Contagion 0 1 7 104 2 6 24 410
The International Commonality of Idiosyncratic Variances 0 1 2 2 0 4 6 6
The Term Structure of Real Rates and Expected Inflation 0 0 5 243 0 2 16 763
The Time Variation in Risk Appetite and Uncertainty 0 0 11 17 4 12 57 80
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 2 458
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 1 1 1 569
The VIX, the variance premium and stock market volatility 0 0 11 199 3 11 51 752
The Variance Risk Premium in Equilibrium Models* 0 0 0 2 1 1 2 7
The dynamics of emerging market equity flows 0 1 5 173 1 3 54 702
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 3 378
Time-Varying World Market Integration 0 0 3 499 4 7 32 1,494
Uncovered interest rate parity and the term structure 0 0 2 335 3 4 15 984
What Segments Equity Markets? 0 0 4 71 2 4 23 482
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 2 4 6 142
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 0 22 1 3 8 108
Why stocks may disappoint 0 0 3 245 3 3 10 768
Total Journal Articles 27 52 283 11,610 177 393 1,472 47,432
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 7 17 44 304
Total Books 0 0 0 0 7 17 44 304

Chapter File Downloads Abstract Views
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Capital Flows and the Behavior of Emerging Market Equity Returns 4 5 5 150 5 7 12 432
Total Chapters 4 5 5 150 5 7 12 432

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Statistics updated 2025-11-08