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 5 8 10 2,952
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 1 5 384 6 31 54 3,894
Aggregate Idiosyncratic Volatility 0 0 0 76 9 11 11 468
Aggregate Idiosyncratic Volatility 0 0 0 31 1 7 9 197
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 5 7 12 204
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 1 40 8 8 15 269
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 2 20 4 7 11 151
Asymmetric Volatility and Risk in Equity Markets 0 0 2 1,013 10 28 41 2,809
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 7 11 18 2,454
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 1 2 328 1 3 10 1,032
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 9 24 24 612
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 2 3 3 41
Currency Factors 0 0 1 27 4 5 8 138
Currency Factors 1 1 1 12 3 4 6 111
Dating the Integration of World Equity Markets 0 0 0 337 9 13 17 1,624
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 3 8 11 824
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 4 11 15 891
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 5 221 1 5 15 760
Does Financial Liberalization Spur Growth? 0 1 2 981 7 17 27 2,563
Does Financial Liberalization Spur Growth? 0 0 0 967 7 15 26 2,840
Emerging Equity Market Volatility 0 2 4 2,940 7 18 26 8,337
Emerging Equity Markets and Economic Development 0 1 1 573 5 7 9 1,671
Expectations Hypotheses Tests 0 0 0 344 1 5 10 1,611
FLIGHTS TO SAFETY 0 0 0 66 1 5 11 193
Financial Openness and Productivity 0 0 0 174 5 9 12 569
Flights to Safety 0 0 1 127 13 23 34 648
Flights to Safety 1 1 1 65 5 8 13 306
Flights to Safety 0 0 1 33 7 9 12 156
Forecasting International Stock Market Variances 0 1 1 1 3 6 6 6
Foreign Speculators and Emerging Equity Markets 0 0 0 218 2 4 5 841
Foreign Speculators and Emerging Equity Markets 0 0 1 772 4 9 16 2,992
Global Crises and Equity Market Contagion 0 0 0 303 6 7 10 744
Global Growth Opportunities and Market Integration 0 0 0 309 4 6 8 1,748
Global crises and equity market contagion 0 0 0 51 2 9 10 252
Global crises and equity market contagion 0 1 8 228 13 20 40 644
Good Carry, Bad Carry 0 0 0 13 5 6 8 94
Good Carry, Bad Carry 0 0 0 18 1 6 9 126
Growth Volatility and Financial Liberalization 0 0 0 450 5 11 13 1,168
How do Regimes Affect Asset Allocation? 0 0 5 380 9 16 27 988
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 0 5 10 404
International Asset Allocation with Time-Varying Correlations 0 0 2 924 4 11 19 2,704
International Stock Return Comovements 0 0 0 191 3 5 8 679
International Stock Return Comovements 0 0 0 234 2 5 6 694
International Stock Return Comovements 0 0 0 42 3 9 13 252
International Yield Co-movements 0 1 1 4 0 2 6 18
International stock return comovements 0 0 1 107 3 7 10 333
Liquidity and Expected Returns: Lessons From Emerging Markets 0 0 2 574 9 11 20 1,655
Liquidity and Expected Returns: Lessons from Emerging Markets 0 0 0 152 7 14 20 579
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 10 20 22 96
Macro Risks and the Term Structure of Interest Rates 0 0 1 75 7 11 15 164
Macroeconomic Regimes 0 0 0 132 6 12 20 161
Macroeconomic Regimes 0 0 0 22 12 15 15 139
Macroeconomic Regimes 0 0 1 66 15 18 22 259
Macroeconomic Regimes 0 0 0 130 2 4 7 262
Macroeconomic regimes 0 0 1 9 3 4 7 99
Market Integration and Contagion 0 0 1 649 7 10 14 1,609
New-Keynesian Macroeconomics and the Term Structure 0 0 0 363 7 7 10 1,149
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 7 12 15 1,005
New-Keynesian Macroeconomics and the Term Structure 0 0 1 256 12 19 27 762
New-Keynesian Macroeconomics and the Term Structure 0 0 1 118 4 5 13 531
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 2 3 6 857
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 4 9 10 972
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 10 10 14 211
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 1 2 111 6 12 16 207
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 5 10 16 188
Political Risk Spreads 0 0 3 95 5 9 20 376
Regime Switches in Interest Rates 1 2 7 1,168 6 12 27 2,931
Risk and return in international corporate bond markets 0 0 2 25 3 11 16 98
Risk, Monetary Policy and Asset Prices in a Global World 0 0 2 3 5 6 11 15
Risk, Uncertainty and Asset Prices 0 0 0 118 2 4 5 527
Risk, Uncertainty and Asset Prices 0 0 1 48 8 10 15 341
Risk, Uncertainty and Monetary Policy 0 0 1 331 1 8 17 1,242
Risk, Uncertainty and Monetary Policy 0 0 2 43 6 67 73 344
Risk, monetary policy and asset prices in a global world 0 0 1 11 3 12 19 43
Risk, uncertainty and monetary policy 0 1 7 128 15 25 44 365
Risk, uncertainty and monetary policy 1 1 2 70 4 6 15 291
Risk, uncertainty, and asset prices 0 0 0 195 4 6 13 563
Stock Return Predictability: Is it There? 0 0 8 1,181 10 27 57 3,376
Stock and Bond Pricing in an Affine Economy 1 1 1 431 3 8 8 1,510
Stock and Bond Returns with Moody Investors 0 0 0 155 3 8 11 568
Stock and Bond Returns with Moody Investors 0 0 0 133 2 6 7 754
Stock and Bond Returns with Moody Investors 0 0 0 57 9 13 16 387
Target Zones and Exchange Rates: An Empirical Investigation 0 0 1 180 2 7 10 677
Target zones and exchange rates: An empirical investigation 0 0 0 0 2 7 9 19
Target zones and exchange rates: An empirical investigation 0 0 0 1 1 3 3 14
The Determinants of Stock and Bond Return Comovements 0 0 1 160 13 18 25 662
The Dynamics of Emerging Market Equity Flows 0 0 0 314 1 6 7 1,519
The European Union, the Euro, and Equity Market Integration 0 0 0 70 7 9 14 251
The European Union, the Euro, and Equity Market Integration 0 0 0 21 1 5 6 187
The Global Crisis and Equity Market Contagion 0 0 1 183 26 68 73 573
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 3 5 10 975
The International Commonality of Idiosyncratic Variances 0 0 0 4 2 6 10 23
The Term Structure of Real Rates and Expected Inflation 0 0 2 456 3 12 16 1,154
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 3 9 15 812
The Time Variation in Risk Appetite and Uncertainty 0 1 3 48 6 12 19 315
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 5 15 17 411
The VIX, the Variance Premium and Stock Market Volatility 0 1 3 148 21 30 48 396
The VIX, the variance premium and stock market volatility 0 1 6 129 7 12 24 614
The Variance Risk Premium in Equilibrium Models 0 0 0 17 6 11 13 135
The contribution of speculators to effective financial markets 0 0 1 84 4 7 8 221
The determinants of stock and bond return comovements 0 0 0 327 6 12 15 1,061
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 6 8 11 413
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 3 3 10 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 3 9 12 19
The role of capital markets in economic growth 0 0 6 1,185 1 2 11 4,363
Time-Varying World Market Integration 0 0 2 1,072 17 24 34 2,914
Uncovered Interest Rate Parity and the Term Structure 0 0 2 529 5 11 16 1,885
What Segments Equity Markets? 0 0 0 16 13 16 18 229
What Segments Equity Markets? 0 0 0 80 5 8 13 402
What Segments Equity Markets? 0 0 0 81 16 21 35 343
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 95 3 7 12 335
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 0 2 2 33
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 18 1 2 3 126
Why Stocks May Disappoint 0 0 0 289 2 6 8 1,098
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 1 4 5 199
Total Working Papers 5 20 125 28,853 637 1,275 1,889 100,108

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 12 34 35 401
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 4 39 6 10 23 315
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 7 20 45 2,470
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 1 37 7 10 13 201
Caloric Consumption in Industrializing Belgium 0 0 0 8 2 3 5 46
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 173 5 8 11 612
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 1 2 3 250
Currency Factors 0 1 1 3 7 10 17 30
Dating the integration of world equity markets 1 1 2 297 7 10 24 1,285
Diversification, Integration and Emerging Market Closed-End Funds 0 1 1 216 3 9 15 684
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 9 621 11 26 61 1,991
Does financial liberalization spur growth? 1 2 10 740 17 30 65 2,138
Economic and Financial Integration in Europe 0 0 0 4 2 4 5 27
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 2 8 8 225
Emerging equity market volatility 1 6 14 802 12 31 56 2,083
Emerging equity markets and economic development 0 0 0 246 10 14 20 818
Emerging equity markets in a globalized world 0 0 3 5 8 14 28 40
Emerging markets finance 2 4 13 309 15 62 94 988
Equity Market Liberalization in Emerging Markets 0 0 0 32 3 4 6 148
Equity market liberalization in emerging markets 0 0 2 172 4 10 17 448
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 3 4 4 209
Expectations Hypotheses Tests 0 0 1 113 7 9 15 454
Expected idiosyncratic volatility 1 2 8 8 13 23 38 38
Financial Openness and Productivity 0 3 6 196 3 12 34 843
Flights to Safety 2 2 6 48 8 15 34 239
Foreign Speculators and Emerging Equity Markets 2 3 23 299 15 34 89 1,173
Global Growth Opportunities and Market Integration 0 1 3 140 7 10 18 629
Globalization and Asset Returns 0 1 1 23 5 11 15 151
Good Carry, Bad Carry 0 0 0 12 0 2 2 105
Growth volatility and financial liberalization 0 1 8 302 3 18 44 962
How Regimes Affect Asset Allocation 0 0 1 1 4 7 14 14
Inflation and the stock market: Understanding the "Fed Model" 0 1 4 197 10 21 43 885
Inflation risk and the inflation risk premium 0 2 4 6 4 11 16 36
International Asset Allocation With Regime Shifts 0 0 0 1 33 73 141 1,566
International Stock Return Comovements 0 2 4 195 5 19 31 718
International Yield Comovements 0 0 0 7 2 4 7 28
Liquidity and Expected Returns: Lessons from Emerging Markets 0 2 7 171 5 15 32 656
Macro risks and the term structure of interest rates 0 1 4 48 2 13 24 183
Macroeconomic regimes 0 0 0 98 1 2 7 460
Market Integration and Contagion 1 4 9 1,084 9 29 62 2,842
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 3 8 18 1,741
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 4 10 15 603
New Keynesian Macroeconomics and the Term Structure 0 0 1 5 3 4 8 29
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 273 6 7 10 672
On biases in the measurement of foreign exchange risk premiums 1 2 3 333 7 11 18 800
On the Link Between the Volatility and Skewness of Growth 0 0 1 23 5 11 19 174
On the global financial market integration “swoosh” and the trilemma 0 0 2 37 14 16 30 244
Peso problem explanations for term structure anomalies 0 0 0 173 14 17 21 756
Political risk and international valuation 0 6 9 60 8 26 47 284
Political risk spreads 0 3 12 91 7 23 61 471
Regime Switches in Interest Rates 0 0 0 0 4 23 36 1,263
Research in emerging markets finance: looking to the future 0 0 3 285 8 19 30 888
Risk and return in international corporate bond markets 0 2 2 8 2 6 9 43
Risk, uncertainty and monetary policy 4 8 25 553 18 63 141 1,594
Risk, uncertainty and monetary policy 1 3 5 30 43 50 60 496
Risk, uncertainty, and asset prices 2 3 6 275 6 13 29 1,014
Short rate nonlinearities and regime switches 0 0 0 77 3 10 13 247
Stock Return Predictability: Is it There? 1 1 9 36 10 29 65 290
Stock and bond returns with Moody Investors 0 0 0 42 11 14 18 337
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 0 2 4 6 1 13 23 34
Target zones and exchange rates:: An empirical investigation 0 0 1 72 2 3 5 339
The European Union, the Euro, and equity market integration 0 0 1 160 1 4 12 650
The Global Crisis and Equity Market Contagion 0 0 6 104 8 11 29 421
The International Commonality of Idiosyncratic Variances 0 0 2 2 1 8 14 14
The Term Structure of Real Rates and Expected Inflation 0 0 3 243 2 6 15 769
The Time Variation in Risk Appetite and Uncertainty 0 1 8 18 17 44 89 124
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 1 5 7 463
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 2 16 17 585
The VIX, the variance premium and stock market volatility 1 5 11 204 6 30 66 782
The Variance Risk Premium in Equilibrium Models* 0 1 1 3 0 2 4 9
The dynamics of emerging market equity flows 0 0 5 173 9 17 69 719
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 3 3 381
Time-Varying World Market Integration 2 6 9 505 13 36 64 1,530
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks 3 3 3 3 11 12 12 12
Uncovered interest rate parity and the term structure 0 0 1 335 2 11 24 995
What Segments Equity Markets? 0 0 2 71 3 6 21 488
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 27 5 7 12 149
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 0 22 7 9 14 117
Why stocks may disappoint 0 0 2 245 2 6 14 774
Total Journal Articles 26 87 289 11,697 550 1,260 2,383 48,692
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 12 14 51 318
Total Books 0 0 0 0 12 14 51 318

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 2 3 8 153 17 35 46 467
Total Chapters 2 3 8 153 17 35 46 467

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Statistics updated 2026-02-12