Geert Bekaert : Citation Profile


Are you Geert Bekaert?

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

54

H index

71

i10 index

16414

Citations

RESEARCH PRODUCTION:

74

Articles

109

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 512
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 458.    Total self citations: 129 (0.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe52
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Inghelbrecht, Koen (2)

Aloosh, Arash (2)

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 (103)

Guesmi, Khaled (97)

GUPTA, RANGAN (91)

Schmukler, Sergio (78)

Sarno, Lucio (74)

Nguyen, Duc Khuong (72)

Stulz, René (71)

Fratzscher, Marcel (69)

Warnock, Francis (69)

Ang, Andrew (68)

lucey, brian (66)

Cites to:

Harvey, Campbell (124)

Campbell, John (103)

Hodrick, Robert (64)

Levine, Ross (48)

Bollerslev, Tim (45)

Cochrane, John (43)

Ang, Andrew (39)

Shleifer, Andrei (32)

Lundblad, Christian (32)

Stulz, René (32)

Abel, Andrew (31)

Main data


Where Geert Bekaert has published?


Journals with more than one article published# docs
Journal of Financial Economics9
Journal of Finance9
Review of Financial Studies8
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Empirical Finance3
Proceedings2
Journal of Financial and Quantitative Analysis2
Journal of International Economics2
Emerging Markets Review2
Journal of Econometrics2
Journal of Business & Economic Statistics2

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
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2

Recent works citing Geert Bekaert (2024 and 2023)


YearTitle of citing document
2023Impact 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.

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2023Measuring 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.

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2023Oil 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.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023.

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2023Analysis 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.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Scale 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.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023More 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.

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2023Integrating Different Informations for Portfolio Selection. (2023). Wang, Shikun ; Zhu, Shushang ; Li, Duan ; Huang, YI. In: Papers. RePEc:arx:papers:2305.17881.

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2023HireVAE: 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.

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2023Deep 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.

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

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2023New News is Bad News. (2023). Qin, Jimmy ; Mamaysky, Harry ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2309.05560.

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2023The 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.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739.

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2023Adaptive Bayesian Learning with Action and State-Dependent Signal Variance. (2023). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2311.12878.

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2023Economic Forecasts Using Many Noises. (2023). Shi, Zhentao ; Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan. In: Papers. RePEc:arx:papers:2312.05593.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023Forecasting 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.

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2023Anchoring 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.

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2023Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243.

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2023Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067.

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2023Original sin redux: role of duration risk. (2023). Shin, Hyun Song ; Bruno, Valentina ; Bertaut, Carol. In: BIS Working Papers. RePEc:bis:biswps:1109.

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2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

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2023Estimation 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.

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2023Audit 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.

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2023Capital 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.

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2023How 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.

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2023Microstructure 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.

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2023Financial 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.

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2023The 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.

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2023.

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2023Policy 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.

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2023.

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2023.

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2023Uncertainty 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.

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2023Understanding 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.

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2023Exploring 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.

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2023The 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.

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2023Financial 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.

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2023Capital?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.

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2023Average 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.

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2023.

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2023Ride 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.

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2023.

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2023A 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.

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2023Beliefs 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.

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2023Pricing 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.

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2023Pockets 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.

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2023Forecasting 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.

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2023Market 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.

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2023One 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.

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2023.

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2023RECENT 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.

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2023The 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.

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2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023Asymmetric 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.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023Global 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.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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2023Quest 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.

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2023Fighting 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.

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2023Quantifying 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.

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2023The 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
2023Recent 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.

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2023A 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.

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2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023Price 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.

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2023Financial 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.

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2023A 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.

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2023Comparative 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.

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2023Investing 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.

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2023Hedging 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.

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2023Macroeconomic 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.

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2023International 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.

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2023The 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.

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2023Financial 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.

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2023The 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.

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2023Foreign 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.

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2023Asset 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.

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2023A 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.

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2023Capital 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.

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2023Interest 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.

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2023Stock 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.

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2023Role 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.

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2023Quantile 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.

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2023Socially 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.

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2023Good 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.

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2023Global 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.

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2023Forecasting 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.

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2023Exchange 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.

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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
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article32
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article44
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article525
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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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.
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article281
1991Characterizing 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.
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article1101
1994Time-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.
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article160
1995Diversification, 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
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article930
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 930
paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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This paper has nother version. Agregated cites: 930
paper
2001Expectations Hypotheses Tests In: Journal of Finance.
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article176
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 176
paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article174
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 174
paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article297
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 297
paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 297
paper
2009International Stock Return Comovements In: Journal of Finance.
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article339
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 339
paper
2008International stock return comovements.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 339
paper
2005International Stock Return Comovements.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 339
paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 339
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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article426
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 426
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: 426
paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 426
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 426
paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article122
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has nother version. Agregated cites: 122
article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article3
2019Good Carry, Bad Carry In: CEPR Discussion Papers.
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paper19
2020Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis.
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article
2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 19
paper
2019Currency Factors In: CEPR Discussion Papers.
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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.
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paper80
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 80
paper
2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 80
article
2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 80
paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper424
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 424
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 424
article
2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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paper173
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 173
article
2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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paper
2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 173
paper
2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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paper225
2010New 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
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 225
paper
2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 225
paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 225
paper
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 225
article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper217
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has nother version. Agregated cites: 217
paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 217
paper
2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 217
article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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paper86
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86
article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 86
paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
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paper31
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: 31
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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paper741
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has nother version. Agregated cites: 741
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 741
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 741
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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This paper has nother version. Agregated cites: 741
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 741
paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
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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]
article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
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paper51
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 51
article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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paper358
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 358
article
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: 358
paper
2020Risk and return in international corporate bond markets In: Working Paper Series.
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paper9
2021Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 9
article
2023Risk, monetary policy and asset prices in a global world In: Working Paper Series.
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paper0
2016Political risk and international valuation In: Journal of Corporate Finance.
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article38
2001Emerging equity markets and economic development In: Journal of Development Economics.
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article227
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 227
paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
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article88
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]
article38
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article183
2023Emerging equity markets in a globalized world In: Emerging Markets Review.
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article0
2003Emerging markets finance In: Journal of Empirical Finance.
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article338
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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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.
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article81
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 81
paper
1997Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 81
paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article85
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 85
paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 85
paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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article19
2021Macro risks and the term structure of interest rates In: Journal of Financial Economics.
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article17
2017Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 17
paper
2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 17
paper
1997Emerging equity market volatility In: Journal of Financial Economics.
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article765
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 765
paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article212
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
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This paper has nother version. Agregated cites: 212
paper
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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This paper has nother version. Agregated cites: 212
paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article263
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 263
paper
2005Why stocks may disappoint In: Journal of Financial Economics.
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article134
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 134
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article1093
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1093
paper
1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
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article157
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 157
paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article193
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 193
paper
2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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article299
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 299
paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article112
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 112
paper
2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
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article55
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 55
paper
1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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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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paper
1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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paper
1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 89
paper
2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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article148
1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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paper
1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 148
paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article621
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 621
paper
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: 621
paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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article65
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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This paper has nother version. Agregated cites: 65
article
2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 65
paper
2015Macroeconomic regimes In: Journal of Monetary Economics.
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article34
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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paper
2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has nother version. Agregated cites: 34
paper
2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 34
paper
2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 34
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2011Financial Openness and Productivity In: World Development.
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article149
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 149
paper
2014Flights to Safety In: Finance and Economics Discussion Series.
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paper82
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: 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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This paper has nother version. Agregated cites: 82
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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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paper56
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2020Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series.
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paper15
2022The Time Variation in Risk Appetite and Uncertainty In: Management Science.
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article62
2019The Time Variation in Risk Appetite and Uncertainty.(2019) In: NBER Working Papers.
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2007The determinants of stock and bond return comovements In: Working Paper Research.
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paper57
2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 57
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter107
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 107
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2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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paper20
2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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paper27
2019On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 27
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2014Political Risk Spreads In: NBER Working Papers.
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paper79
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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This paper has nother version. Agregated cites: 79
article
2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
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paper7
2020The Variance Risk Premium in Equilibrium Models In: NBER Working Papers.
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paper2
1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
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paper114
1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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