Geert Bekaert : Citation Profile

Are you Geert Bekaert?

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

55

H index

72

i10 index

17026

Citations

RESEARCH PRODUCTION:

76

Articles

111

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 532
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 918.    Total self citations: 132 (0.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe52
   Updated: 2024-12-03    RAS profile: 2024-10-10    
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Relations with other researchers

Works with:

Aloosh, Arash (2)

Inghelbrecht, Koen (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 (94)

Schmukler, Sergio (80)

Sarno, Lucio (76)

Nguyen, Duc Khuong (72)

Stulz, René (71)

lucey, brian (71)

Fratzscher, Marcel (69)

Warnock, Francis (69)

Ang, Andrew (68)

Cites to:

Harvey, Campbell (124)

Campbell, John (105)

Hodrick, Robert (64)

Levine, Ross (48)

Bollerslev, Tim (45)

Cochrane, John (43)

Ang, Andrew (39)

Shleifer, Andrei (38)

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
The Review of Financial Studies8
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Empirical Finance3
Emerging Markets Review2
Proceedings2
Journal of Econometrics2
Journal of Financial and Quantitative Analysis2
Journal of Business & Economic Statistics2
Journal of International Economics2

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
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2
2011 Meeting Papers / Society for Economic Dynamics2
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2

Recent works citing Geert Bekaert (2024 and 2023)

YearTitle of citing document
2023Impact of Financial Liberalization on Firm Risk. (2023). Lin, Oshamah Lin ; Chang, Chong-Chuo ; Hsu, Oshamah Kun-Zhan. 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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2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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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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2024Modelling 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). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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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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2023.

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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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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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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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2024Geoeconomic fragmentation and firms financial performance. (2024). Ferriani, Fabrizio ; D'Orazio, Alessandro ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_844_24.

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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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2024Towards liquid and resilient government debt markets in EMEs. (2024). Frost, Jon ; Upper, Christian ; Tombini, Alexandre ; Guerra, Rafael ; Nazar, Bernardus F. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403e.

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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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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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2024.

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2024Impact de lintégration financière régionale sur le commerce intra régional des produits manufacturés dans la zone CEDEAO. (2024). Issoufou, Abdoul Rachid. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:2:p:292-305.

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2023Asymmetric response of domestic production to exchange rate changes: Evidence from southeast Asian countries. (2023). Wohar, Mark ; Iqbal, Javed ; Chohan, Beenish ; Nosheen, Misbah. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:54-75.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024.

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2024Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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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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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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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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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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2024American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372.

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2024International entrepreneurship without investor protection: Evidence from initial public offerings in Belgium before the First World War. (2024). Paeleman, Ine ; Deloof, Marc. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:523-553.

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2024The Impact of Investment Opportunities and Free Cash Flow on Financial Liberalization:A Cross-Firm Analysis of Emerging Economies. (2009). Chou, Robin K. ; Chen, Sheng-Syan. In: Financial Management. RePEc:bla:finmgt:v:38:y:2009:i:3:p:543-566.

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2023.

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2024.

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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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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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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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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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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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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]		article37
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]		article531
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 531		paper
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article285
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: 285		paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article1116
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1116		paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
[Full Text][Citation analysis]		article162
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		article955
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 955		paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 955		paper
2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]		article177
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177		paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		article181
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 181		paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
[Full Text][Citation analysis]		article307
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		paper
2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article357
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 357		paper
2008International stock return comovements.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 357		paper
2005International Stock Return Comovements.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 357		paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 357		paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
[Full Text][Citation analysis]		article454
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 454		paper
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 454		paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 454		paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 454		paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
[Full Text][Citation analysis]		article127
2003Equity market liberalization in emerging markets.(2003) In: Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
[Full Text][Citation analysis]		article3
2019Good Carry, Bad Carry In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2020Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2019Currency Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2022Currency Factors.(2022) In: Management Science.
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This paper has nother version. Agregated cites: 15		article
2019Currency Factors.(2019) In: NBER Working Papers.
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2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: The Review of Financial Studies.
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2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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2011What Segments Equity Markets?.(2011) In: The Review of Financial Studies.
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2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
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2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Discussion Paper.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM.
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2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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2017Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series.
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2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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1997Emerging equity market volatility In: Journal of Financial Economics.
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1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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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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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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2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
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2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM.
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
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2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
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2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2014Flights to Safety In: Finance and Economics Discussion Series.
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2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2020Flights to Safety.(2020) In: The Review of Financial Studies.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2020Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series.
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2022The Time Variation in Risk Appetite and Uncertainty In: Management Science.
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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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2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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2019On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review.
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2014Political Risk Spreads In: NBER Working Papers.
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2014Political risk spreads.(2014) In: Journal of International Business Studies.
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2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
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2020The Variance Risk Premium in Equilibrium Models In: NBER Working Papers.
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1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
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1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: The Review of Financial Studies.
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1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
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2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: The Review of Financial Studies.
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1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
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2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: The Review of Financial Studies.
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1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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2007Stock Return Predictability: Is it There?.(2007) In: The Review of Financial Studies.
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2005Market Integration and Contagion.(2005) In: The Journal of Business.
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