Geert Bekaert : Citation Profile

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

55

H index

74

i10 index

17931

Citations

RESEARCH PRODUCTION:

81

Articles

111

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 527
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 383.    Total self citations: 133 (0.74 %)

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   Permalink: http://citec.repec.org/pbe52
   Updated: 2026-02-21    RAS profile: 2026-01-12    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (108)

GUPTA, RANGAN (99)

Guesmi, Khaled (97)

Schmukler, Sergio (80)

Sarno, Lucio (76)

Nguyen, Duc Khuong (74)

lucey, brian (71)

Stulz, René (71)

Warnock, Francis (69)

Ang, Andrew (69)

Fratzscher, Marcel (69)

Cites to:

Harvey, Campbell (126)

Campbell, John (116)

Hodrick, Robert (68)

Cochrane, John (48)

Levine, Ross (48)

Bollerslev, Tim (47)

Ang, Andrew (45)

Shleifer, Andrei (38)

Stulz, René (37)

Lundblad, Christian (32)

Abel, Andrew (32)

Main data

Where Geert Bekaert has published?

Journals with more than one article published# docs
Journal of Financial Economics10
Journal of Finance9
The Review of Financial Studies8
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Financial and Quantitative Analysis3
Journal of Empirical Finance3
Emerging Markets Review2
Journal of Econometrics2
Journal of Business & Economic Statistics2
Journal of International Economics2
Proceedings2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc56
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
Working Paper Series / European Central Bank7
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2

Recent works citing Geert Bekaert (2026 and 2025)

YearTitle of citing document
2025Financial Factors Affecting Investors Risk Appetite: Empirical Evidence from Domestic and Foreign Investors on BIST. (2025). Ahin, Berta Akir. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:123:p:1-13.

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2025Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275.

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2025The intertemporal relationship between downside risks and expected stock returns: Evidence from time-varying transition probability models. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:319-323.

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2025Structural Reforms and Economic Performance: The Experience of Advanced Economies. (2025). de Grauwe, Paul ; Ji, Yuemei ; Campos, Nauro F. In: Journal of Economic Literature. RePEc:aea:jeclit:v:63:y:2025:i:1:p:111-63.

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2025The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets. (2025). Mandaci, Pinar Evrim ; Kocakaya, Birce Tedik ; Ali, Efe Alar ; Takin, Dilvin. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:444-466.

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2025The Role of Capital Flows in the International Transmission of US Monetary Policy: The Case of Turkey. (2025). Akar, Nuri Ari ; Varlik, Cemil. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:502-528.

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2025The behavior of stock market prices throughout the episodes of capital inflows. (2020). Sevil, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2025Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. (2023). Lu, Chung I. In: Papers. RePEc:arx:papers:2307.07694.

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2025Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2025). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

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2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2025Risk Premia in the Bitcoin Market. (2024). Miftachov, Ratmir ; Grith, Maria ; Almeida, Caio ; Wang, Zijin. In: Papers. RePEc:arx:papers:2410.15195.

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2025The VIX as Stochastic Volatility for Corporate Bonds. (2025). Park, Ji Hyun ; Sarantsev, Andrey. In: Papers. RePEc:arx:papers:2410.22498.

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2025Zero-Coupon Treasury Rates and Returns using the Volatility Index. (2025). Sarantsev, Andrey ; Park, Ji Hyun. In: Papers. RePEc:arx:papers:2411.03699.

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2025Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2411.05803.

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2025Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market. (2024). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2411.06327.

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2025Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

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2025Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics. (2025). Saunders, David ; Li, Bin ; Chen, Yuling Max. In: Papers. RePEc:arx:papers:2501.16659.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025De Finettis problem with fixed transaction costs and regime switching. (2025). Zhou, Xiaowen ; Yan, Kaixin ; Yamazaki, Kazutoshi ; Xu, Zuo Quan ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2502.05839.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Tactical Asset Allocation with Macroeconomic Regime Detection. (2025). Oliveira, Daniel Cunha ; Sandfelder, Dylan ; Dong, Xiaowen ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2503.11499.

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2025Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Serota, R A ; Farahani, Hamed. In: Papers. RePEc:arx:papers:2503.24241.

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2025Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation. (2025). Fabozzi, Frank J ; Rachev, Svetlozar T ; Jha, Ayush ; Shirvani, Abootaleb ; Jaffri, Ali. In: Papers. RePEc:arx:papers:2505.12198.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025Dynamic allocation: extremes, tail dependence, and regime Shifts. (2025). Luo, Yin ; Jussa, Javed ; Wang, Sheng. In: Papers. RePEc:arx:papers:2506.12587.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Raffiee, Kambiz ; Adrangi, Bahram ; Chatrath, Arjun ; Hatamerad, Saman. In: Papers. RePEc:arx:papers:2507.05552.

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2025Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916.

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2025Causal mechanism and mediation analysis for macroeconomics dynamics: a bridge of Granger and Sims causality. (2025). Wang, Endong ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2509.05284.

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2025Forecasting House Prices. (2025). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2509.21460.

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2025FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986.

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2025Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles. (2025). Ranjan, Aryan. In: Papers. RePEc:arx:papers:2510.22348.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025ESG Momentum in International Equity Returns and the SDG content of financial asset portfolios. (2025). Koundouri, Phoebe ; Pittis, Nikitas ; Landis, Conrad. In: DEOS Working Papers. RePEc:aue:wpaper:2523.

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2026The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate. (2026). Massimo, Mingwei Liang. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26263.

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2025Assessing the Dynamics of Nominal and Real Interest Rates in Long-Run: A Comprehensive Analysis of Albanian Interest Rates. (2025). Kotorri, Adriatik ; Zani, Blisard. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:7:p:116-131.

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2025Global | Geopolítica, geoeconomía y riesgo: un enfoque basado en aprendizaje automático. (2025). Research, Bbva ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Working Papers. RePEc:bbv:wpaper:2514.

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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2025Modeling and Pricing Exotic Options in Frontier Markets: A Computational Approach with Applications to Kenya’s Financial Sector. (2025). Barngetuny, Jackson. In: International Journal of Finance and Accounting. RePEc:bdu:ojijfa:v:10:y:2025:i:3:p:60-78:id:3399.

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2025Human capital in asset pricing: The case of the Brazilian stock market during crisis periods. (2025). Zada, Hassan ; Afeef, Mustafa ; Khan, Naveed. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:2:p:29-57:id:237.

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2025Bibliometric analysis of portfolio diversification focusing on alternative investments. (2025). Merdzan, Gunter ; Gockov, Gjorgji ; Hristovski, Goran. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:245:p:171-202.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254.

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2025The Dual Challenge of Inflation and Unemployment: Assessing Policy Trade-Offs and Their Socio-Economic Impacts on Sierra Leone. (2025). Botlhale, Emanuel ; Harvey, Albert Harrison. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:10:p:2582-2626.

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2026Estimation and forecasting with a Nonlinear Phillips Curve based on heterogeneous sensitivity between economic activity and CPI components. (2026). Ovechkin, Danila. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps161.

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2025CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34.

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2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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2025Institution-Based Asset Pricing: A Generalization of Consumption- and Production-Based Models. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:765.

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2025Measuring Long-Run Expectations that Correlate with Investment Decisions. (2025). Sun, Chen ; Weinhardt, Felix ; Haan, Peter ; Weizscker, Georg. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2130.

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2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

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2025Should we mind the gap? An assessment of the benefits of equity markets and policy implications for Europe’s capital markets union. (2025). Lambert, Claudia ; Gori, Sofia ; van Overbeek, Fons ; Schuster, Wagner Eduardo ; Bninghausen, Benjamin ; Gati, Zakaria ; Evrard, Johanne ; Legran, Daniel. In: Occasional Paper Series. RePEc:ecb:ecbops:2025373.

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2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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2025Global or regional safe assets: evidence from bond substitution patterns. (2025). Nenova, Tsvetelina. In: Working Paper Series. RePEc:ecb:ecbwps:20253159.

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2025The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin. In: Journal of Asian Economics. RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568.

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2025The impact of robot adoption on firm’s OFDI: Evidence from China. (2025). Fang, Chao ; Wu, Peng ; Ma, Shuzhong. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007825000259.

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2025Institutional quality and macrofinancial resilience in Asia. (2025). Beirne, John ; Panthi, Pradeep. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000818.

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2025Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681.

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2025Why does good news increase stock price crash risk: An explanation based on the gambling channel. (2025). Yang, Liu ; Lee, Eunmi Tatum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s221463502500070x.

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2025The impact of loosening regulatory requirements on firm innovation: Evidence from SEC rule 12h-6. (2025). Wang, Kun Tracy ; Zhu, Nathan Zhenghang. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001987.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2025The power of policy words: PBC communications and their impact on capital flows amidst global crises. (2025). Zheng, Xiangzhong ; Wang, Kaixin ; Xie, Wenjing ; Qiu, Yue. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001336.

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2025Drawing up the bill: Are ESG ratings related to stock returns around the world?. (2025). van Dijk, Mathijs ; Krger, Philipp ; Alves, Rmulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000367.

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2025Corporate taxes and corporate social responsibility. (2025). Chang, Xin ; Jin, Yaling ; Yang, Endong ; Zhang, Wenrui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s092911992500077x.

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2025Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment. (2025). Li, Jingrui ; John, Kose. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001051.

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2025Missing repayments on haze days: Evidence from China. (2025). Ren, Yuan ; Li, Jianwen. In: Journal of Development Economics. RePEc:eee:deveco:v:175:y:2025:i:c:s0304387825000422.

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2025Financial conditions, business cycle fluctuations and growth-at-risk. (2025). Manganelli, Simone ; Falconio, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000752.

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2025Bond market opening under trade conflict: The role of foreign investors in pricing. (2025). Li, Yipeng ; Julaiti, Jiansuer ; Wang, Nanxuan ; Tian, Guangning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:636-652.

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2025Sino-US trade friction and the firm value: Evidence from listed firms in China. (2025). Xiong, Guang ; Feng, Fan ; Lin, Faqin ; Liu, Mengxun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:978-987.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377.

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2025Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach. (2025). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000294.

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2025From collapse to contagion: How bank failures influence stock markets. (2025). Tepl, Petr ; Bro, Vclav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000841.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x.

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2025How do geopolitical risks and uncertainty shape US consumer confidence?. (2025). Badran, Moustapha ; Awada, Mohamed ; Darwiche, Joanna ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005998.

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2025Simulating endogenous institutional behaviour and policy implementation pathways within the land system. (2025). Rounsevell, Mark ; Brown, Calum ; Raymond, Joanna ; Zeng, Yongchao ; Byari, Mohamed. In: Ecological Modelling. RePEc:eee:ecomod:v:501:y:2025:i:c:s0304380025000183.

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2025Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of

Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:

YearTitleTypeCited

Works by Geert Bekaert:

YearTitleTypeCited
2026Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article0
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article43
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]		article45
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article541
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 541		paper
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article286
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 286		paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article1143
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1143		paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
[Full Text][Citation analysis]		article166
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 166		paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		article995
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]		article177
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 177		paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		article185
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 185		paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
[Full Text][Citation analysis]		article289
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article379
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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2008International stock return comovements.(2008) In: Working Paper Series.
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2005International Stock Return Comovements.(2005) In: Working Papers.
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2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 379		paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
[Full Text][Citation analysis]		article482
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 482		paper
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 482		paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 482		paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 482		paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
[Full Text][Citation analysis]		article133
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has nother version. Agregated cites: 133		article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
[Full Text][Citation analysis]		article3
2019Good Carry, Bad Carry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2020Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis.
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2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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2019Currency Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2022Currency Factors.(2022) In: Management Science.
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This paper has nother version. Agregated cites: 15		article
2019Currency Factors.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
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2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper469
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: The Review of Financial Studies.
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2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper186
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper232
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 232		article
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 232		article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper245
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has nother version. Agregated cites: 245		paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 245		paper
2011What Segments Equity Markets?.(2011) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 245		article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper97
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 97		paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper880
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has nother version. Agregated cites: 880		article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 880		paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]		paper3
2018International Financial Management In: Cambridge Books.
[Citation analysis]		book9
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
[Full Text][Citation analysis]		article4
2023International Yield Comovements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]		paper66
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper447
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 447		paper
2020Risk and return in international corporate bond markets In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2021Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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2023Risk, monetary policy and asset prices in a global world In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2016Political risk and international valuation In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article49
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]		article239
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 239		paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article94
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]		article45
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]		article194
2023Emerging equity markets in a globalized world In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article364
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
[Full Text][Citation analysis]		article41
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]		article81
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Discussion Paper.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM.
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2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
[Full Text][Citation analysis]		article87
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article23
2021Macro risks and the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article38
2017Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series.
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2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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2025Expected idiosyncratic volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article802
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 802		paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article214
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
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1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article276
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]		article147
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1196
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article160
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article198
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article320
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article113
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article60
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article89
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM.
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article149
1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article683
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 683		paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article74
2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article39
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
[Full Text][Citation analysis]		article159
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2004The term structure of real rates and expected inflation In: Proceedings.
[Full Text][Citation analysis]		article44
2009Inflation and the stock market: Understanding the “Fed Model” In: Proceedings.
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2014Flights to Safety In: Finance and Economics Discussion Series.
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2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2020Flights to Safety.(2020) In: The Review of Financial Studies.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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