Geert Bekaert

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

Year: 1994
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Robert J. Hodrick; David A. Marshall

Time-Varying World Market Integration

Year: 1994
Journal: Journal of Finance
Authors: Geert Bekaert; Campbell R. Harvey

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

Year: 1994
Journal: Review of Financial Studies
Authors: Geert Bekaert

Diversification, Integration, and Emerging Market Closed-End Funds

Year: 1995
Journal: Journal of Finance
Authors: Geert Bekaert; Michael S. Urias

Peso Problem Explanations for Term Structure Anomalies

Year: 1997
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Robert J. Hodrick; David A. Marshall

International Asset Allocation with Time-Varying Correlations

Year: 1999
Journal: Review of Financial Studies
Authors: Andrew Ang; Geert Bekaert

Structural Breaks in Emerging Market Capital Flows

Year: 1999
Journal: Journal of International Money and Finance
Authors: Geert Bekaert; Campbell R. Harvey; Robin L. Lumsdaine

Stock and Bond Pricing in an Affine Economy

Year: 1999
Journal: No Journal Matched
Authors: Geert Bekaert; Steven R. Grenadier

Expectations Hypotheses Tests

Year: 2000
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick

Emerging Equity Markets and Economic Development

Year: 2000
Journal: Journal of Development Economics
Authors: Geert Bekaert; Campbell R. Harvey; Christian Lundblad

Uncovered Interest Rate Parity and the Term Structure

Year: 2002
Journal: Journal of International Money and Finance
Authors: Geert Bekaert; Min Wei; Yuhang Xing

How Do Regimes Affect Asset Allocation

Year: 2003
Journal: No Journal Matched
Authors: Andrew Ang; Geert Bekaert

Market Integration and Contagion

Year: 2003
Journal: No Journal Matched
Authors: Geert Bekaert; Campbell R. Harvey; Angela Ng

Growth Volatility and Financial Liberalization

Year: 2004
Journal: Journal of International Money and Finance
Authors: Geert Bekaert; Campbell R. Harvey; Christian Lundblad

The Term Structure of Real Rates and Expected Inflation

Year: 2004
Journal: Journal of Finance
Authors: Andrew Ang; Geert Bekaert

Global Growth Opportunities and Market Integration

Year: 2004
Journal: Journal of Finance
Authors: Geert Bekaert; Campbell R. Harvey; Christian Lundblad; Stephan Siegel

Stock and Bond Returns with Moody Investors

Year: 2004
Journal: Journal of Empirical Finance
Authors: Geert Bekaert; Eric Engstrom; Steve Grenadier

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

Year: 2005
Journal: Journal of Monetary Economics
Authors: Andrew Ang; Geert Bekaert; Min Wei

International Stock Return Comovements

Year: 2005
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

Liquidity and Expected Returns: Lessons from Emerging Markets

Year: 2005
Journal: Review of Financial Studies
Authors: Geert Bekaert; Campbell R. Harvey; Christian Lundblad

New Keynesian Macroeconomics and the Term Structure

Year: 2005
Journal: Journal of Money, Credit and Banking
Authors: Geert Bekaert; Seonghoon Cho; Antonio Moreno

International Stock Return Comovements

Year: 2006
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

New Keynesian Macroeconomics and the Term Structure

Year: 2006
Journal: Journal of Money, Credit and Banking
Authors: Geert Bekaert; Seonghoon Cho; Antonio Moreno

Risk, Uncertainty, and Asset Prices

Year: 2006
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Yuhang Xing

Liquidity and Expected Returns: Lessons from Emerging Markets

Year: 2006
Journal: Review of Financial Studies
Authors: Geert Bekaert; Campbell Harvey; Christian T. Lundblad

Stock and Bond Returns with Moody Investors

Year: 2006
Journal: Journal of Empirical Finance
Authors: Geert Bekaert; Eric Engstrom; Steven R. Grenadier

Risk, Uncertainty, and Asset Prices

Year: 2006
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Yuhang Xing

Stock and Bond Returns with Moody Investors

Year: 2006
Journal: Journal of Empirical Finance
Authors: Geert Bekaert; Eric Engstrom; Steve Grenadier

The Term Structure of Real Rates and Expected Inflation

Year: 2007
Journal: Journal of Finance
Authors: Andrew Ang; Geert Bekaert; Min Wei

The Determinants of Stock and Bond Return Comovements

Year: 2009
Journal: Review of Financial Studies
Authors: Lieven Baele; Geert Bekaert; Koen Inghelbrecht

What Segments Equity Markets?

Year: 2009
Journal: Review of Financial Studies
Authors: Geert Bekaert; Campbell R. Harvey; Christian Lundblad; Stephan Siegel

Financial Openness and Productivity

Year: 2009
Journal: World Development
Authors: Geert Bekaert; Campbell R. Harvey; Christian Lundblad

Inflation and the Stock Market: Understanding the Fed Model

Year: 2009
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Eric Engstrom

Asset Return Dynamics Under Bad Environment Good Environment Fundamentals

Year: 2009
Journal: Journal of Political Economy
Authors: Geert Bekaert; Eric Engstrom

Aggregate Idiosyncratic Volatility

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

Aggregate Idiosyncratic Volatility

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

The European Union, the Euro, and Equity Market Integration

Year: 2010
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Campbell R. Harvey; Christian T. Lundblad; Stephan Siegel

What Segments Equity Markets?

Year: 2010
Journal: Review of Financial Studies
Authors: Geert Bekaert; Campbell Harvey; Christian T. Lundblad; Stephan Siegel

Risk, Uncertainty, and Monetary Policy

Year: 2010
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Marie Hoerova; Marco Lo Duca

Asset Return Dynamics Under Bad Environment/Good Environment Fundamentals

Year: 2010
Journal: No Journal Matched
Authors: Geert Bekaert; Eric Engstrom

Risk, Uncertainty, and Monetary Policy

Year: 2010
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Marie Hoerova; Marco Lo Duca

Macroeconomic Regimes

Year: 2011
Journal: Journal of Monetary Economics
Authors: Lieven Baele; Geert Bekaert; Seonghoon Cho; Koen Inghelbrecht; Antonio Moreno

Global Crises and Equity Market Contagion

Year: 2011
Journal: Journal of Finance
Authors: Geert Bekaert; Michael Ehrmann; Marcel Fratzscher; Arnaud J. Mehl

Global Crises and Equity Market Contagion

Year: 2011
Journal: No Journal Matched
Authors: Geert Bekaert; Michael Ehrmann; Marcel Fratzscher; Arnaud Mehl

On the Link Between the Volatility and Skewness of Growth

Year: 2012
Journal: IMF Economic Review
Authors: Geert Bekaert; Alexander Popov

Flights to Safety

Year: 2013
Journal: Review of Financial Studies
Authors: Lieven Baele; Geert Bekaert; Koen Inghelbrecht; Min Wei

The VIX, the Variance Premium, and Stock Market Volatility

Year: 2013
Journal: Journal of Econometrics
Authors: Geert Bekaert; Marie Hoerova

Political Risk Spreads

Year: 2014
Journal: Journal of International Business Studies
Authors: Geert Bekaert; Campbell R. Harvey; Christian T. Lundblad; Stephan Siegel

Who is Internationally Diversified? Evidence from 296 401k

Year: 2015
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Kenton Hoyem; Weiyin Hu; Enrichetta Ravina

Macro Risks and the Term Structure of Interest Rates

Year: 2016
Journal: Journal of Financial Economics
Authors: Geert Bekaert; Eric Engstrom; Andrey Ermolov

On the Global Financial Market Integration Swoosh and the Trilemma

Year: 2017
Journal: Journal of International Money and Finance
Authors: Geert Bekaert; Arnaud Mehl

Good Carry, Bad Carry

Year: 2019
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; George Panayotov

Currency Factors

Year: 2019
Journal: Management Science
Authors: Arash Aloosh; Geert Bekaert

The Time Variation in Risk Appetite and Uncertainty

Year: 2019
Journal: Management Science
Authors: Geert Bekaert; Eric C. Engstrom; Nancy R. Xu

Good Carry Bad Carry

Year: 2019
Journal: No Journal Matched
Authors: Geert Bekaert; George Panayotov

Currency Factors

Year: 2019
Journal: No Journal Matched
Authors: Arash Aloosh; Geert Bekaert

The Variance Risk Premium in Equilibrium Models

Year: 2020
Journal: Review of Finance
Authors: Geert Bekaert; Eric Engstrom; Andrey Ermolov

International Yield Comovements

Year: 2021
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Andrey Ermolov

Risk, Monetary Policy, and Asset Prices in a Global World

Year: 2023
Journal: No Journal Matched
Authors: Geert Bekaert; Marie Hoerova; Nancy Xu

The International Commonality of Idiosyncratic Variances

Year: 2023
Journal: Management Science
Authors: Geert Bekaert; Xue Wang; Xiaoyan Zhang