54
H index
71
i10 index
16414
Citations
National Bureau of Economic Research (NBER) (10% share) | 54 H index 71 i10 index 16414 Citations RESEARCH PRODUCTION: 74 Articles 109 Papers 1 Books 1 Chapters EDITOR: RESEARCH ACTIVITY: 32 years (1991 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbe52 |
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: | Cites to: |
Year | Title of citing document | |
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2023 | Impact of Financial Liberalization on Firm Risk. (2023). Hsu, Oshamah Kun-Zhan ; Chang, Oshamah Yu-Cheng ; Lin, Oshamah Lin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45. Full description at Econpapers || Download paper | |
2023 | Measuring stock market uncertainty. (2023). Dakey, Prasad Teja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | Scale Dependencies and Self-Similarity Through Wavelet Scattering Covariance. (2022). Mallat, St'Ephane ; Bouchaud, Jean-Philippe ; Leonarduzzi, Roberto ; Rochette, Gaspar ; Morel, Rudy. In: Papers. RePEc:arx:papers:2204.10177. Full description at Econpapers || Download paper | |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164. Full description at Econpapers || Download paper | |
2023 | Integrating Different Informations for Portfolio Selection. (2023). Wang, Shikun ; Zhu, Shushang ; Li, Duan ; Huang, YI. In: Papers. RePEc:arx:papers:2305.17881. Full description at Econpapers || Download paper | |
2023 | HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE. (2023). Lin, Dahua ; Dai, BO ; Rao, Anyi ; Wei, Zikai. In: Papers. RePEc:arx:papers:2306.02848. Full description at Econpapers || Download paper | |
2023 | Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.05522. Full description at Econpapers || Download paper | |
2023 | Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. (2023). Lu, Chung I. In: Papers. RePEc:arx:papers:2307.07694. Full description at Econpapers || Download paper | |
2023 | New News is Bad News. (2023). Qin, Jimmy ; Mamaysky, Harry ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2309.05560. Full description at Econpapers || Download paper | |
2023 | The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739. Full description at Econpapers || Download paper | |
2023 | Adaptive Bayesian Learning with Action and State-Dependent Signal Variance. (2023). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2311.12878. Full description at Econpapers || Download paper | |
2023 | Economic Forecasts Using Many Noises. (2023). Shi, Zhentao ; Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency. (2023). Feunou, Bruno ; Kyeong, James ; Azizova, Chinara. In: Discussion Papers. RePEc:bca:bocadp:23-19. Full description at Econpapers || Download paper | |
2023 | Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574. Full description at Econpapers || Download paper | |
2023 | Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243. Full description at Econpapers || Download paper | |
2023 | Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067. Full description at Econpapers || Download paper | |
2023 | Original sin redux: role of duration risk. (2023). Shin, Hyun Song ; Bruno, Valentina ; Bertaut, Carol. In: BIS Working Papers. RePEc:bis:biswps:1109. Full description at Econpapers || Download paper | |
2023 | The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128. Full description at Econpapers || Download paper | |
2023 | Estimation of Economic Policy Uncertainty. (2023). Trunin, Pavel ; Petrova, Diana. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:48-61. Full description at Econpapers || Download paper | |
2023 | Audit Effort and Stock Price Crash Risk. (2023). Zhou, Wei ; Wu, Liansheng ; Luo, Wei ; Han, Xiaomei. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:230-257. Full description at Econpapers || Download paper | |
2023 | Capital market liberalisation and voluntary corporate social responsibility disclosure: Evidence from a quasi?natural experiment in China. (2023). Yao, Daifei ; Pan, Yukun ; Liao, Lin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2677-2715. Full description at Econpapers || Download paper | |
2023 | How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320. Full description at Econpapers || Download paper | |
2023 | Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987. Full description at Econpapers || Download paper | |
2023 | Financial conditions and the well?being of the real estate sector—A bottom?up default analysis on five ASEAN economies. (2023). Yiu, Matthew S ; Sun, Wei. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:41-60. Full description at Econpapers || Download paper | |
2023 | The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Policy uncertainty and inventory behavior: Evidence from the US manufacturing sector. (2023). Routledge, James ; Lu, Chun ; Li, Tongxia ; Chan, Kam C. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:919-948. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782. Full description at Econpapers || Download paper | |
2023 | The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930. Full description at Econpapers || Download paper | |
2023 | Financial globalisation in ASEAN+3: Navigating the financial trilemma. (2023). Gopalan, Sasidaran ; Rajan, Ramkishen S ; Gupta, Bhavya. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:3:p:464-476. Full description at Econpapers || Download paper | |
2023 | Capital?flow volatility in emerging markets: A panel GARCH approach. (2023). Erden, Lutfi ; Kaya, Ahmet Ihsan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:172-188. Full description at Econpapers || Download paper | |
2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572. Full description at Econpapers || Download paper | |
2023 | Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486. Full description at Econpapers || Download paper | |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper | |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | RECENT EXAMINATION OF ENERGY MARKETS VOLATILITY. (2023). Claudiu, Booc ; Avraham, Turgeman ; Octavian, Jude. In: Studies in Business and Economics. RePEc:blg:journl:v:18:y:2023:i:1:p:118-128. Full description at Econpapers || Download paper | |
2023 | The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper | |
2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper | |
2023 | Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492. Full description at Econpapers || Download paper | |
2023 | An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629. Full description at Econpapers || Download paper | |
2023 | Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies. (2023). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10740. Full description at Econpapers || Download paper | |
2023 | Fighting Inflation More Effectively without Transferring Central Banks’ Profits to Banks. (2023). Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10741. Full description at Econpapers || Download paper | |
2023 | Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers || Download paper | |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
2023 | Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper | |
2023 | A novel high?frequency indicator of financial integration for monitoring the impact of COVID-19. (2023). Zito, Alessandro ; Mongelli, Francesco Paolo ; Kochanska, Urszula ; Borgioli, Stefano. In: Statistics Paper Series. RePEc:ecb:ecbsps:202343. Full description at Econpapers || Download paper | |
2023 | Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2023 | Price setting on the two sides of the Atlantic: evidence from supermarket-scanner data. (2023). Karadi, Peter ; Wursten, Jesse ; Seiler, Pascal ; Bachiller, Javier Sanchez ; Amann, Juergen. In: Working Paper Series. RePEc:ecb:ecbwps:20232853. Full description at Econpapers || Download paper | |
2023 | Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870. Full description at Econpapers || Download paper | |
2023 | A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices. (2023). Toktibayeva, Madina ; Sadykova, Gulnara ; Tayauova, Gulzhanat ; Izatullayeva, Bibigul ; Kenzhaliyev, Altynbek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-43. Full description at Econpapers || Download paper | |
2023 | Comparative Analysis of Volatility Structures of Stock Index and Energy Company Returns in Kazakhstan. (2023). Bolganbayev, Artur ; Bigeldiyeva, Zarema ; Issayeva, Gulmira ; Baubekova, Indira ; Sabenova, Baltaim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-21. Full description at Econpapers || Download paper | |
2023 | Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns. (2023). Azam, Sardor ; Sharipova, Zebo ; Odilova, Shoirahon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-34. Full description at Econpapers || Download paper | |
2023 | Hedging Efficiency of Energy Commodities between Indian and American Commodity Exchanges: Constant and Time-Varying Approaches. (2023). Nandini, Satya A ; Rajesh, R. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-55. Full description at Econpapers || Download paper | |
2023 | Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270. Full description at Econpapers || Download paper | |
2023 | International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312. Full description at Econpapers || Download paper | |
2023 | The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520. Full description at Econpapers || Download paper | |
2023 | Financial reforms and capital accumulation in developing economies: New data and evidence. (2023). An, Zidong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001535. Full description at Econpapers || Download paper | |
2023 | The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597. Full description at Econpapers || Download paper | |
2023 | Foreign institutional ownership externalities and supplier innovation. (2023). Lin, Bingxuan ; Wei, Minghai ; Xu, Xiaowei ; Yi, Zhaoying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000706. Full description at Econpapers || Download paper | |
2023 | Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676. Full description at Econpapers || Download paper | |
2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
2023 | Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Bayraktar, Nihal ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015. Full description at Econpapers || Download paper | |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
2023 | Stock market openness and ESG performance: Evidence from Shanghai-Hong Kong connect program. (2023). Wan, Die ; Liu, Xufeng ; Wang, YE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1306-1319. Full description at Econpapers || Download paper | |
2023 | Role of information technology in the development of e-tourism marketing: A contextual suggestion. (2023). Huang, Sijie ; Zhou, Ying ; Li, Ping. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:307-318. Full description at Econpapers || Download paper | |
2023 | Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper | |
2023 | Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417. Full description at Econpapers || Download paper | |
2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper | |
2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper | |
2023 | Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254. Full description at Econpapers || Download paper | |
2023 | Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 32 |
1995 | The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 44 |
2002 | Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 525 |
1998 | Regime Switches in Interest Rates.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 525 | paper | |
1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 281 |
1991 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 281 | paper | |
1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 1101 |
1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1101 | paper | |
1996 | Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance. [Full Text][Citation analysis] | article | 160 |
1995 | Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 930 |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 930 | paper | |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 930 | paper | |
2001 | Expectations Hypotheses Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 176 |
2000 | Expectations Hypotheses Tests.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 174 |
2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 174 | paper | |
2008 | The Term Structure of Real Rates and Expected Inflation In: Journal of Finance. [Full Text][Citation analysis] | article | 297 |
2004 | The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 297 | paper | |
2004 | The term structure of real rates and expected inflation.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 297 | article | |
2007 | The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 297 | paper | |
2009 | International Stock Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 339 |
2006 | International Stock Return Comovements.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
2008 | International stock return comovements.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
2005 | International Stock Return Comovements.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
2005 | International Stock Return Comovements.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
2014 | The Global Crisis and Equity Market Contagion In: Journal of Finance. [Full Text][Citation analysis] | article | 426 |
2011 | Global crises and equity market contagion.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 426 | paper | |
2014 | The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 426 | paper | |
2011 | Global crises and equity market contagion.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 426 | paper | |
2011 | Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 426 | paper | |
2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 122 |
2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | article | |
2001 | Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
2017 | Economic and Financial Integration in Europe In: ifo DICE Report. [Full Text][Citation analysis] | article | 3 |
2019 | Good Carry, Bad Carry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2020 | Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2019 | Good Carry, Bad Carry.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2019 | Currency Factors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2022 | Currency Factors.(2022) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2019 | Currency Factors.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2004 | Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
2006 | Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2010 | Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2006 | Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 424 |
2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 424 | paper | |
2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 424 | article | |
2006 | Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 173 |
2009 | Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2005 | Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2006 | Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2006 | New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 225 |
2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 225 | article | |
2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | paper | |
2004 | New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | paper | |
2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | paper | |
2010 | New 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: 225 | article | |
2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 217 |
2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
2011 | What Segments Equity Markets?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | article | |
2010 | Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
2012 | Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
2010 | Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2010 | Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2009 | Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2010 | Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 741 |
2010 | Risk, uncertainty and monetary policy.(2010) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | article | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | paper | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | article | |
2012 | Risk, uncertainty and monetary policy.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | paper | |
2010 | Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | paper | |
2014 | Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College. [Full Text][Citation analysis] | paper | 3 |
2018 | International Financial Management In: Cambridge Books. [Citation analysis] | book | 9 |
1991 | Caloric Consumption in Industrializing Belgium In: The Journal of Economic History. [Full Text][Citation analysis] | article | 3 |
2009 | What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series. [Full Text][Citation analysis] | paper | 51 |
2016 | What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2014 | The VIX, the variance premium and stock market volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 358 |
2014 | The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 358 | article | |
2013 | The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 358 | paper | |
2020 | Risk and return in international corporate bond markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2021 | Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2023 | Risk, monetary policy and asset prices in a global world In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 38 |
2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 227 |
2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 227 | paper | |
2002 | Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 88 |
2015 | Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 183 |
2023 | Emerging equity markets in a globalized world In: Emerging Markets Review. [Full Text][Citation analysis] | article | 0 |
2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 338 |
2001 | Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
1994 | Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics. [Full Text][Citation analysis] | article | 41 |
1998 | Target zones and exchange rates:: An empirical investigation In: Journal of International Economics. [Full Text][Citation analysis] | article | 81 |
1996 | Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
1997 | Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 85 |
2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2017 | Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 19 |
2021 | Macro risks and the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2017 | Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 765 |
1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 765 | paper | |
1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 212 |
1996 | On 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] This paper has nother version. Agregated cites: 212 | paper | |
1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 212 | paper | |
2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 263 |
1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 263 | paper | |
2005 | Why stocks may disappoint In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 134 |
2000 | Why Stocks May Disappoint.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1093 |
2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1093 | paper | |
2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1093 | paper | |
1993 | On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 157 |
1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 193 |
1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 299 |
2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 299 | paper | |
2007 | Uncovered interest rate parity and the term structure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 112 |
2002 | Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2019 | On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 55 |
2017 | On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 89 |
1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 148 |
1997 | \Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
2007 | Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 621 |
2006 | Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 621 | paper | |
2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 621 | paper | |
2010 | Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 65 |
2009 | Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2009 | Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2015 | Macroeconomic regimes In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 34 |
2011 | Macroeconomic Regimes.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2011 | Macroeconomic Regimes.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2013 | Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2015 | Macroeconomic regimes.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2012 | Macroeconomic Regimes.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 149 |
2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
2014 | Flights to Safety In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 82 |
2012 | Flights to Safety.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2013 | Flights to Safety.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2020 | Flights to Safety.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
2019 | FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2015 | Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 56 |
2017 | Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2020 | Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 15 |
2022 | The Time Variation in Risk Appetite and Uncertainty In: Management Science. [Full Text][Citation analysis] | article | 62 |
2019 | The Time Variation in Risk Appetite and Uncertainty.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2007 | The determinants of stock and bond return comovements In: Working Paper Research. [Full Text][Citation analysis] | paper | 57 |
2009 | The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 107 |
1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
2003 | How do Regimes Affect Asset Allocation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2012 | On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 27 |
2019 | On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 79 |
2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
2015 | Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | The Variance Risk Premium in Equilibrium Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1994 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 114 |
1996 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
1997 | Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 690 |
2000 | Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 690 | article | |
1999 | Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
2004 | Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
1999 | International Asset Allocation with Time-Varying Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 63 |
1999 | Stock and Bond Pricing in an Affine Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2001 | Stock Return Predictability: Is it There? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 667 |
2007 | Stock Return Predictability: Is it There?.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 667 | article | |
2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 583 |
2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 583 | article | |
2010 | Inflation risk and the inflation risk premium In: Economic Policy. [Full Text][Citation analysis] | article | 71 |
2002 | International Asset Allocation With Regime Shifts In: Review of Financial Studies. [Citation analysis] | article | 792 |
1995 | Market Integration and Investment Barriers in Emerging Equity Markets. In: The World Bank Economic Review. [Citation analysis] | article | 232 |
1995 | The contribution of speculators to effective financial markets. In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
1995 | The role of capital markets in economic growth In: Textos para discussão. [Full Text][Citation analysis] | paper | 3 |
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