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List of works by Geert Bekaert

"Peso Problem" Explanations for Term Structure Anomalies

Aggregate Idiosyncratic Volatility

scientific article published in June 2010

Asset Return Dynamics under Bad Environment Good Environment Fundamentals

scientific article published in August 2009

Asymmetric Volatility and Risk in Equity Markets

scientific article published in April 1997

Capital Flows and the Behavior of Emerging Market Equity Returns

scientific article published in July 1998

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

scientific article published in July 1991

Conditioning Information and Variance Bounds on Pricing Kernels

scientific article published in January 1999

Currency Factors

scientific article published in January 2019

Dating the Integration of World Equity Markets

scientific article published in September 1998

Diversification, Integration and Emerging Market Closed-End Funds

scientific article published in January 1995

Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

scientific article published in August 2005

Does Financial Liberalization Spur Growth?

Emerging Equity Market Volatility

scientific article published in October 1995

Emerging Equity Markets and Economic Development

Expectations Hypotheses Tests

scientific article published in March 2000

Financial Openness and Productivity

scientific article published in April 2009

Flights to Safety

scientific article published in May 2013

Foreign Speculators and Emerging Equity Markets

scientific article published in December 1997

Global Crises and Equity Market Contagion

scientific article published in June 2011

Global Growth Opportunities and Market Integration

scientific article published in December 2004

Good Carry, Bad Carry

scientific article published in January 2019

Growth Volatility and Financial Liberalization

scientific article published in June 2004

How do Regimes Affect Asset Allocation?

Inflation and the Stock Market:Understanding the "Fed Model"

scientific article published in June 2009

International Asset Allocation with Time-Varying Correlations

scientific article published in March 1999

International Stock Return Comovements

scientific article published in December 2005

Liquidity and Expected Returns: Lessons From Emerging Markets

scientific article published in June 2005

Macro Risks and the Term Structure of Interest Rates

scientific article published in November 2016

Macroeconomic Regimes

Market Integration and Contagion

scientific article published in February 2003

New-Keynesian Macroeconomics and the Term Structure

scientific article published in May 2005

On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates

scientific article published in January 1996

On Biases in the Measurement of Foreign Exchange Risk Premiums

scientific article published in October 1991

On the Global Financial Market Integration “Swoosh” and the Trilemma

scientific article published in February 2017

On the Link Between the Volatility and Skewness of Growth

scientific article published in November 2012

Political Risk Spreads

scientific article published in January 2014

Regime Switches in Interest Rates

scientific article published in April 1998

Risk, Uncertainty and Asset Prices

scientific article published in May 2006

Risk, Uncertainty and Monetary Policy

scientific article published in September 2010

Stock Return Predictability: Is it There?

Stock and Bond Pricing in an Affine Economy

scientific article published in September 1999

Stock and Bond Returns with Moody Investors

scientific article published in May 2006

Target Zones and Exchange Rates: An Empirical Investigation

scientific article published in January 1996

The Determinants of Stock and Bond Return Comovements

The Dynamics of Emerging Market Equity Flows

The European Union, the Euro, and Equity Market Integration

The Implications of First-Order Risk Aversion for Asset Market Risk Premiums

scientific article published in January 1994

The Term Structure of Real Rates and Expected Inflation

scientific article published in February 2007

The Time Variation in Risk Appetite and Uncertainty

scientific article published in March 2019

The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective

The VIX, the Variance Premium and Stock Market Volatility

scientific article published in April 2013

The Variance Risk Premium in Equilibrium Models

scientific article published in May 2020

Time-Varying World Market Integration

scientific article published in August 1994

Uncovered Interest Rate Parity and the Term Structure

What Segments Equity Markets?

Who is Internationally Diversified? Evidence from 296 401(k)

scientific article published in June 2015

Why Stocks May Disappoint