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 3 19 2,963
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis 0 0 2 385 2 10 77 3,937
Aggregate Idiosyncratic Volatility 0 0 0 31 0 0 8 198
Aggregate Idiosyncratic Volatility 0 0 0 76 3 5 27 484
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals 0 0 0 18 0 3 18 211
Asset Return Dynamics under Bad Environment Good Environment Fundamentals 0 0 0 40 1 2 18 275
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals 0 0 0 20 0 8 20 162
Asymmetric Volatility and Risk in Equity Markets 0 0 1 1,013 3 7 60 2,836
Capital Flows and the Behavior of Emerging Market Equity Returns 0 0 0 679 1 4 25 2,466
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 1 1 2 329 1 2 15 1,041
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 28 616
Conditioning Information and Variance on Pricing Kernals 0 0 0 1 0 0 7 45
Currency Factors 0 0 1 28 1 2 19 150
Currency Factors 0 0 1 12 1 2 8 115
Dating the Integration of World Equity Markets 0 1 1 338 0 1 22 1,631
Diversification, Integration and Emerging Market Closed-End Funds 0 0 0 237 1 2 19 833
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 1 3 22 899
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 1 221 4 7 32 783
Does Financial Liberalization Spur Growth? 0 0 1 981 0 1 41 2,585
Does Financial Liberalization Spur Growth? 0 0 0 967 1 5 34 2,857
Emerging Equity Market Volatility 0 0 2 2,940 0 2 36 8,353
Emerging Equity Markets and Economic Development 0 0 1 573 2 4 17 1,680
Expectations Hypotheses Tests 0 0 0 344 0 0 13 1,617
FLIGHTS TO SAFETY 0 0 0 66 1 2 11 198
Financial Openness and Productivity 0 1 1 175 0 3 27 586
Flights to Safety 0 2 4 36 4 9 25 170
Flights to Safety 0 0 1 65 2 4 28 323
Flights to Safety 2 2 3 130 4 9 67 691
Forecasting International Stock Market Variances 0 0 1 1 0 0 9 9
Foreign Speculators and Emerging Equity Markets 0 0 0 218 1 2 23 860
Foreign Speculators and Emerging Equity Markets 0 0 0 772 0 1 26 3,007
Global Crises and Equity Market Contagion 0 0 0 303 2 4 17 752
Global Growth Opportunities and Market Integration 0 0 1 310 1 2 18 1,759
Global crises and equity market contagion 0 0 2 228 2 7 45 667
Global crises and equity market contagion 0 0 1 52 0 0 15 257
Good Carry, Bad Carry 0 0 0 13 0 1 18 105
Good Carry, Bad Carry 0 1 1 19 1 2 13 131
Growth Volatility and Financial Liberalization 0 0 0 450 1 5 21 1,177
How do Regimes Affect Asset Allocation? 1 3 5 384 4 18 54 1,022
Inflation and the Stock Market:Understanding the "Fed Model" 0 0 0 119 0 2 12 410
International Asset Allocation with Time-Varying Correlations 0 1 1 925 1 3 24 2,715
International Stock Return Comovements 0 0 0 234 1 3 8 697
International Stock Return Comovements 0 0 0 42 0 1 17 259
International Stock Return Comovements 0 0 0 191 0 1 9 683
International Yield Co-movements 0 0 1 4 2 2 12 27
International stock return comovements 0 0 1 108 1 2 14 340
Liquidity and Expected Returns: Lessons From Emerging Markets 0 2 2 576 3 8 38 1,679
Liquidity and Expected Returns: Lessons from Emerging Markets 0 1 1 153 0 2 24 588
Macro Risks and the Term Structure of Interest Rates 0 0 1 75 2 3 18 169
Macro Risks and the Term Structure of Interest Rates 0 0 0 35 1 5 29 105
Macroeconomic Regimes 0 0 0 130 0 0 10 267
Macroeconomic Regimes 0 0 0 66 0 2 23 264
Macroeconomic Regimes 0 0 0 22 0 0 21 145
Macroeconomic Regimes 0 0 0 132 1 6 26 174
Macroeconomic regimes 0 0 0 9 1 2 11 105
Market Integration and Contagion 0 0 0 649 1 1 25 1,621
New-Keynesian Macroeconomics and the Term Structure 0 0 1 118 1 4 23 545
New-Keynesian Macroeconomics and the Term Structure 0 1 1 364 2 4 31 1,173
New-Keynesian Macroeconomics and the Term Structure 0 0 0 297 1 1 32 1,024
New-Keynesian Macroeconomics and the Term Structure 0 0 1 256 2 4 44 783
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 2 9 861
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 0 0 20 982
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 24 223
On the Global Financial Market Integration “Swoosh” and the Trilemma 0 0 1 111 1 3 18 213
On the Link Between the Volatility and Skewness of Growth 0 0 0 73 2 2 20 195
Political Risk Spreads 0 1 4 98 1 4 33 398
Regime Switches in Interest Rates 1 4 8 1,174 4 12 46 2,961
Risk and return in international corporate bond markets 0 0 2 26 2 3 24 110
Risk, Monetary Policy and Asset Prices in a Global World 0 0 0 3 0 0 9 18
Risk, Uncertainty and Asset Prices 0 0 0 48 2 3 16 346
Risk, Uncertainty and Asset Prices 0 0 0 118 2 2 11 534
Risk, Uncertainty and Monetary Policy 0 0 0 43 2 3 79 355
Risk, Uncertainty and Monetary Policy 0 0 1 331 2 4 18 1,249
Risk, monetary policy and asset prices in a global world 0 0 0 11 1 2 28 58
Risk, uncertainty and monetary policy 0 0 2 70 3 3 14 297
Risk, uncertainty and monetary policy 0 0 3 128 3 7 48 384
Risk, uncertainty, and asset prices 0 0 0 195 1 1 10 566
Stock Return Predictability: Is it There? 0 1 3 1,184 2 4 67 3,410
Stock and Bond Pricing in an Affine Economy 0 0 2 432 0 0 16 1,518
Stock and Bond Returns with Moody Investors 0 1 1 58 0 3 20 393
Stock and Bond Returns with Moody Investors 0 0 0 133 0 1 8 755
Stock and Bond Returns with Moody Investors 0 0 0 155 0 0 12 571
Target Zones and Exchange Rates: An Empirical Investigation 0 1 1 181 1 3 27 695
Target zones and exchange rates: An empirical investigation 0 0 0 0 0 0 15 26
Target zones and exchange rates: An empirical investigation 0 0 0 1 2 4 10 21
The Determinants of Stock and Bond Return Comovements 0 0 2 162 11 14 48 689
The Dynamics of Emerging Market Equity Flows 0 0 0 314 0 0 9 1,522
The European Union, the Euro, and Equity Market Integration 0 0 0 70 0 1 19 260
The European Union, the Euro, and Equity Market Integration 0 0 0 21 1 1 11 193
The Global Crisis and Equity Market Contagion 0 1 4 186 3 8 99 603
The Global Cross-Section of Corporate Bonds: Market, Maturity and Liquidity 0 1 1 1 1 2 2 2
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 1 2 14 981
The International Commonality of Idiosyncratic Variances 0 0 0 4 1 1 9 25
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 3 3 25 1,165
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 3 4 20 821
The Time Variation in Risk Appetite and Uncertainty 0 1 4 50 0 7 31 330
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 148 0 1 21 416
The VIX, the Variance Premium and Stock Market Volatility 0 1 2 149 2 12 72 437
The VIX, the variance premium and stock market volatility 0 1 3 131 1 6 38 638
The Variance Risk Premium in Equilibrium Models 0 1 1 18 2 3 23 147
The contribution of speculators to effective financial markets 0 0 0 84 1 1 9 223
The determinants of stock and bond return comovements 0 0 0 327 44 45 62 1,110
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 14 418
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 6 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 1 16 24
The role of capital markets in economic growth 0 0 3 1,185 0 1 9 4,365
Time-Varying World Market Integration 1 2 3 1,075 2 3 58 2,947
Uncovered Interest Rate Parity and the Term Structure 0 0 1 529 1 1 17 1,890
What Segments Equity Markets? 0 0 0 16 1 1 25 237
What Segments Equity Markets? 0 1 1 82 1 4 48 360
What Segments Equity Markets? 0 0 0 80 0 2 28 418
What do asset prices have to say about risk appetite and uncertainty? 0 0 0 95 0 0 14 342
Who Is Internationally Diversified? Evidence from 296 401(k) Plans 0 0 0 6 1 2 4 35
Who is Internationally Diversified? Evidence from 296 401(k) 0 0 0 18 0 3 10 134
Why Stocks May Disappoint 0 0 0 289 1 2 18 1,109
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 1 1 9 204
Total Working Papers 6 33 98 28,909 180 398 2,843 101,490

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 1 1 47 2 4 42 409
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals 0 0 1 39 0 0 21 322
Asymmetric Volatility and Risk in Equity Markets 0 0 0 5 1 5 43 2,490
Bad environments, good environments: A non-Gaussian asymmetric volatility model 0 0 0 37 1 1 18 208
Caloric Consumption in Industrializing Belgium 0 0 0 8 1 1 6 49
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 1 2 17 620
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 25 0 0 9 256
Currency Factors 0 0 1 3 0 3 28 46
Dating the integration of world equity markets 0 0 1 297 0 1 24 1,294
Diversification, Integration and Emerging Market Closed-End Funds 0 0 1 216 0 1 15 686
Do macro variables, asset markets, or surveys forecast inflation better? 1 1 7 624 4 12 76 2,026
Does financial liberalization spur growth? 0 2 7 745 1 10 69 2,174
Economic and Financial Integration in Europe 0 0 0 4 1 2 11 33
Editor's foreword to the special issue: "On the predictability of asset returns" 0 0 0 38 0 0 12 229
Emerging equity market volatility 2 5 21 813 2 12 101 2,146
Emerging equity markets and economic development 0 0 0 246 0 2 21 825
Emerging equity markets in a globalized world 0 2 6 10 3 7 52 68
Emerging markets finance 0 1 10 312 1 5 112 1,031
Equity Market Liberalization in Emerging Markets 0 0 0 32 2 4 26 170
Equity market liberalization in emerging markets 0 0 2 173 1 2 28 463
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model 0 0 0 58 0 0 8 213
Expectations Hypotheses Tests 0 0 0 113 0 0 13 456
Expected idiosyncratic volatility 0 0 7 10 1 11 68 77
Financial Openness and Productivity 0 0 5 197 1 5 33 858
Flights to Safety 1 3 13 57 3 10 45 263
Foreign Speculators and Emerging Equity Markets 0 1 14 306 3 8 90 1,222
Global Growth Opportunities and Market Integration 0 1 5 144 0 2 24 642
Globalization and Asset Returns 0 0 2 24 0 1 26 164
Good Carry, Bad Carry 0 0 0 12 0 3 6 109
Growth volatility and financial liberalization 0 0 2 302 0 2 34 973
How Regimes Affect Asset Allocation 0 1 2 3 4 10 32 36
Inflation and the stock market: Understanding the "Fed Model" 0 0 1 197 4 16 57 918
Inflation and the stock market: Understanding the “Fed Model” 0 0 2 17 0 0 20 221
Inflation risk and the inflation risk premium 0 0 4 7 1 5 24 48
International Asset Allocation With Regime Shifts 0 0 0 1 15 55 214 1,689
International Stock Return Comovements 0 1 5 197 1 11 43 738
International Yield Comovements 0 1 1 8 2 3 12 35
Liquidity and Expected Returns: Lessons from Emerging Markets 1 3 7 175 4 12 46 685
Macro risks and the term structure of interest rates 0 0 3 49 0 4 28 196
Macroeconomic regimes 0 0 1 99 0 0 10 467
Market Integration and Contagion 1 5 14 1,094 5 23 110 2,910
Market Integration and Investment Barriers in Emerging Equity Markets 0 0 0 3 2 3 17 1,749
New Keynesian Macroeconomics and the Term Structure 0 0 0 156 0 1 24 617
New Keynesian Macroeconomics and the Term Structure 0 0 1 5 0 1 9 33
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 1 273 0 0 9 672
On biases in the measurement of foreign exchange risk premiums 0 0 4 334 0 0 20 808
On the Link Between the Volatility and Skewness of Growth 0 0 2 24 0 3 29 187
On the global financial market integration “swoosh” and the trilemma 0 0 0 37 1 2 28 255
Peso problem explanations for term structure anomalies 0 0 0 173 0 3 38 776
Political risk and international valuation 4 4 14 67 5 13 65 313
Political risk spreads 0 0 6 93 3 4 51 494
Regime Switches in Interest Rates 0 0 0 0 0 4 41 1,277
Research in emerging markets finance: looking to the future 0 0 4 288 2 3 34 900
Risk and return in international corporate bond markets 0 0 2 8 0 2 15 51
Risk, uncertainty and monetary policy 0 0 5 32 1 3 72 515
Risk, uncertainty and monetary policy 3 5 23 563 8 27 154 1,664
Risk, uncertainty, and asset prices 0 2 6 278 2 5 36 1,034
Short rate nonlinearities and regime switches 0 0 0 77 0 1 13 250
Stock Return Predictability: Is it There? 0 0 3 36 0 4 55 307
Stock and bond returns with Moody Investors 0 0 0 42 0 2 29 351
Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs 1 1 4 8 1 2 27 46
Target zones and exchange rates:: An empirical investigation 0 0 0 72 2 2 22 358
The European Union, the Euro, and equity market integration 0 0 0 160 0 2 14 658
The Global Crisis and Equity Market Contagion 0 0 1 105 3 7 29 437
The International Commonality of Idiosyncratic Variances 0 1 2 3 2 3 24 26
The Term Structure of Real Rates and Expected Inflation 0 1 1 244 0 3 15 777
The Time Variation in Risk Appetite and Uncertainty 3 4 13 30 7 16 113 187
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets 0 0 0 0 0 0 9 467
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective 0 0 0 132 0 1 22 590
The VIX, the variance premium and stock market volatility 0 5 13 212 7 25 92 838
The Variance Risk Premium in Equilibrium Models* 1 2 5 7 1 2 22 28
The dynamics of emerging market equity flows 0 0 1 173 1 3 34 734
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 7 385
The term structure of real rates and expected inflation 0 0 0 414 0 2 21 1,361
Time-Varying World Market Integration 0 0 9 508 1 6 86 1,574
Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks 0 1 9 9 4 7 37 37
Uncovered interest rate parity and the term structure 0 0 0 335 1 4 25 1,006
What Segments Equity Markets? 1 2 3 74 2 4 20 500
What do asset prices have to say about risk appetite and uncertainty? 0 0 1 28 1 2 17 157
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms 0 0 2 24 0 3 25 131
Why stocks may disappoint 0 0 0 245 0 1 15 780
Total Journal Articles 19 56 281 12,276 122 431 3,089 51,795

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 9 15 76 364
Total Books 0 0 0 0 9 15 76 364

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 2 12 157 3 6 80 505
Total Chapters 2 2 12 157 3 6 80 505

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Statistics updated 2026-09-10