55
H index
72
i10 index
17341
Citations
National Bureau of Economic Research (NBER) (10% share) | 55 H index 72 i10 index 17341 Citations RESEARCH PRODUCTION: 78 Articles 111 Papers 1 Books 1 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | How does openness affect the growth of economies? The spotlight on different dimensions of the financial channel. (2024). Mara, Ibez Martn ; Leticia, Rojas Mara ; Mauro, Romero Stfani. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4758. Full description at Econpapers || Download paper | |
2024 | What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29. Full description at Econpapers || Download paper | |
2024 | Fast estimation of Kendalls Tau and conditional Kendalls Tau matrices under structural assumptions. (2024). van der Spek, Rutger ; Derumigny, Alexis. In: Papers. RePEc:arx:papers:2204.03285. Full description at Econpapers || Download paper | |
2024 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2024 | Dynamic portfolio selection under generalized disappointment aversion. (2024). Liang, Zongxia ; Wang, Sheng ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2401.08323. Full description at Econpapers || Download paper | |
2024 | Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856. Full description at Econpapers || Download paper | |
2024 | Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938. Full description at Econpapers || Download paper | |
2024 | Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2402.05272. Full description at Econpapers || Download paper | |
2024 | Emoji Driven Crypto Assets Market Reactions. (2024). Chen, Yao-Tsung ; Zuo, Xiaorui ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2402.10481. Full description at Econpapers || Download paper | |
2024 | High-Dimensional Mean-Variance Spanning Tests. (2024). Ardia, David ; Laurent, S'Ebastien ; Sessinou, Rosnel. In: Papers. RePEc:arx:papers:2403.17127. Full description at Econpapers || Download paper | |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
2024 | Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448. Full description at Econpapers || Download paper | |
2024 | Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers || Download paper | |
2024 | Longitudinal market structure detection using a dynamic modularity-spectral algorithm. (2024). Schroder, Thomas ; Wirth, Philipp ; Medda, Francesca. In: Papers. RePEc:arx:papers:2407.04500. Full description at Econpapers || Download paper | |
2024 | Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting. (2024). de Weerd, Harmen ; Bahelka, Adam. In: Papers. RePEc:arx:papers:2407.08510. Full description at Econpapers || Download paper | |
2024 | Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management. (2024). Hwang, Yoontae ; Lee, Yongjae ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.13751. Full description at Econpapers || Download paper | |
2024 | The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271. Full description at Econpapers || Download paper | |
2024 | Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497. Full description at Econpapers || Download paper | |
2024 | Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960. Full description at Econpapers || Download paper | |
2024 | Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863. Full description at Econpapers || Download paper | |
2024 | Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010. Full description at Econpapers || Download paper | |
2024 | Risk Premia in the Bitcoin Market. (2024). Miftachov, Ratmir ; Grith, Maria ; Almeida, Caio ; Wang, Zijin. In: Papers. RePEc:arx:papers:2410.15195. Full description at Econpapers || Download paper | |
2024 | Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong. In: Papers. RePEc:arx:papers:2411.03922. Full description at Econpapers || Download paper | |
2025 | Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2411.05803. Full description at Econpapers || Download paper | |
2024 | Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market. (2024). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2411.06327. Full description at Econpapers || Download paper | |
2025 | Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726. Full description at Econpapers || Download paper | |
2024 | Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791. Full description at Econpapers || Download paper | |
2025 | Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173. Full description at Econpapers || Download paper | |
2025 | Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793. Full description at Econpapers || Download paper | |
2025 | Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics. (2025). Saunders, David ; Li, Bin ; Chen, Yuling Max. In: Papers. RePEc:arx:papers:2501.16659. Full description at Econpapers || Download paper | |
2025 | De Finettis problem with fixed transaction costs and regime switching. (2025). Zhou, Xiaowen ; Yan, Kaixin ; Yamazaki, Kazutoshi ; Xu, Zuo Quan ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2502.05839. Full description at Econpapers || Download paper | |
2025 | ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008. Full description at Econpapers || Download paper | |
2025 | Tactical Asset Allocation with Macroeconomic Regime Detection. (2025). Oliveira, Daniel Cunha ; Sandfelder, Dylan ; Dong, Xiaowen ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2503.11499. Full description at Econpapers || Download paper | |
2025 | ESG Momentum in International Equity Returns and the SDG content of financial asset portfolios. (2025). Koundouri, Phoebe ; Pittis, Nikitas ; Landis, Conrad. In: DEOS Working Papers. RePEc:aue:wpaper:2523. Full description at Econpapers || Download paper | |
2024 | Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750. Full description at Econpapers || Download paper | |
2024 | Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754. Full description at Econpapers || Download paper | |
2024 | U.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. Full description at Econpapers || Download paper | |
2024 | Earnings and Ownership Characteristics on Reported Earnings Quality of Listed Industrial Goods Companies in Nigeria. (2024). Ojofedo, Ugbaje David ; Churchill, Ologhodo Johnbest ; Chukwuto, Nnamdi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:7:p:339-357. Full description at Econpapers || Download paper | |
2024 | Geoeconomic fragmentation and firms financial performance. (2024). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio ; D'Orazio, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_844_24. Full description at Econpapers || Download paper | |
2024 | US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24. Full description at Econpapers || Download paper | |
2024 | Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24. Full description at Econpapers || Download paper | |
2024 | Towards liquid and resilient government debt markets in EMEs. (2024). Upper, Christian ; Frost, Jon ; Guerra, Rafael ; Nazar, Bernardus F ; Tombini, Alexandre. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403e. Full description at Econpapers || Download paper | |
2025 | Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254. Full description at Econpapers || Download paper | |
2024 | A Model on a Comparative Cross-Regime Analysis on Modelling and Forecasting of the Zimbabwe Stock Market Volatility Using ARCH (1), GARCH (1,1) and EGARCH (1,2) as the Extension to Account for Leverage Effects from April 2012 to April 2024. (2024). Basvi, Brian. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:5:p:745-760. Full description at Econpapers || Download paper | |
2024 | Analysts Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy. (2024). Perevyshin, Yury. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:54-76. Full description at Econpapers || Download paper | |
2024 | Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573. Full description at Econpapers || Download paper | |
2024 | The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299. Full description at Econpapers || Download paper | |
2024 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2024 | Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105. Full description at Econpapers || Download paper | |
2024 | The impact of COVID‐19 on price transmission and price volatility in the Canadian beef supply chain. (2024). Qiu, Feng ; Zheng, Yanan ; Yang, Meng. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:389-406. Full description at Econpapers || Download paper | |
2024 | How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149. Full description at Econpapers || Download paper | |
2024 | Exchange 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. Full description at Econpapers || Download paper | |
2024 | Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520. Full description at Econpapers || Download paper | |
2024 | American 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. Full description at Econpapers || Download paper | |
2024 | International entrepreneurship without investor protection: Evidence from initial public offerings in Belgium before the First World War. (2024). Deloof, Marc ; Paeleman, Ine. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:523-553. Full description at Econpapers || Download paper | |
2024 | Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Kim, Seiwan ; Hyung, Namwon. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127. Full description at Econpapers || Download paper | |
2024 | The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114. Full description at Econpapers || Download paper | |
2024 | Family Control, Political Risk and Employment Security: A Cross‐National Study. (2024). de Massis, Alfredo ; Muozbulln, Fernando ; Wiseman, Robert M ; Miroshnychenko, Ivan ; Sanchezbueno, Maria J ; Gmezmeja, Luis R. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2338-2372. Full description at Econpapers || Download paper | |
2024 | Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689. Full description at Econpapers || Download paper | |
2024 | Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060. Full description at Econpapers || Download paper | |
2024 | The nonlinear relationship between poverty and financial globalisation: A panel quantile regression approach. (2024). Singh, Sunny Kumar ; Sharma, Swati. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:2:p:664-708. Full description at Econpapers || Download paper | |
2024 | FINANCIAL INTEGRATION OF THE EUROPEAN UNION FINANCIAL MARKETS. A PCA APPROACH. (2024). Stanciu, Cristian Valeriu ; Spulbar, Andrei Cristian. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:241-256. Full description at Econpapers || Download paper | |
2024 | Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405. Full description at Econpapers || Download paper | |
2024 | The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China. (2024). Yu, Jun ; Chen, Chuanglian ; Zeng, Tao ; Liu, Xiaobin. In: Working Papers. RePEc:boa:wpaper:202421. Full description at Econpapers || Download paper | |
2024 | Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Bank of England working papers. RePEc:boe:boeewp:1068. Full description at Econpapers || Download paper | |
2024 | Monetary Policy and the Mutual Fund Market: Funding and Liquidity. (2024). Stein, Roy ; Ribon, Sigal ; Ben-Zeev, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.11. Full description at Econpapers || Download paper | |
2024 | Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5. Full description at Econpapers || Download paper | |
2024 | International Risk Sharing and Wealth Allocation with Higher Order Cumulants. (2024). Lombardo, G ; Corsetti, G ; Lipiska, A. In: Janeway Institute Working Papers. RePEc:cam:camjip:2422. Full description at Econpapers || Download paper | |
2024 | Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714. Full description at Econpapers || Download paper | |
2024 | Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp. Full description at Econpapers || Download paper | |
2024 | The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate.. (2024). Ferreira, Mauro Sayar ; Figueiredo, Joice Marques. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td674. Full description at Econpapers || Download paper | |
2024 | Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305. Full description at Econpapers || Download paper | |
2024 | Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels. (2024). Caporale, Guglielmo Maria ; Menla-Ali, Faek. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11337. Full description at Econpapers || Download paper | |
2024 | The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556. Full description at Econpapers || Download paper | |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper | |
2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper | |
2024 | Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers || Download paper | |
2024 | Determinants of Stock Market Participation. (2024). Menkhoff, Lukas ; Westermann, Jannis. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2078. Full description at Econpapers || Download paper | |
2024 | Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084. Full description at Econpapers || Download paper | |
2024 | Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817. Full description at Econpapers || Download paper | |
2024 | Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel. (2024). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-27. Full description at Econpapers || Download paper | |
2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper | |
2024 | A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364. Full description at Econpapers || Download paper | |
2024 | Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892. Full description at Econpapers || Download paper | |
2024 | Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908. Full description at Econpapers || Download paper | |
2025 | Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. Full description at Econpapers || Download paper | |
2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper | |
2025 | Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Bouteska, Ahmed ; Buchetti, Bruno ; Santon, Alessandro ; Harasheh, Murad. In: Working Paper Series. RePEc:ecb:ecbwps:20253050. Full description at Econpapers || Download paper | |
2024 | Comparative Analysis of the Volatility Structures of the Stock Prices of Energy Companies Traded on the Kazakhstan Stock Exchange and International Gold and Oil Prices. (2024). Baibulekova, Lyailya ; Myrzabekkyzy, Kundyz ; Kassymbekova, Gulzhakhan ; Lukhmanova, Gulnar ; Issayeva, Gulmira ; Pazilov, Galimzhan A ; Sultanova, Zamzagul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-4. Full description at Econpapers || Download paper | |
2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper | |
2024 | Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728. Full description at Econpapers || Download paper | |
2024 | Exporting corporate social responsibility: Evidence from foreign bank entry. (2024). Zheng, Xiaojia ; Shen, Yanyan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923000835. Full description at Econpapers || Download paper | |
2024 | The effect of capital inflows on the imports of capital goods in developing countries. (2024). Mirzaei, Ali ; Gaibulloev, Khusrav ; Fidrmuc, Jan ; Moore, Tomoe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001803. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper | |
2024 | A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper | |
2024 | Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Huang, Yu-Fan ; Liao, Wenting ; Luo, Sui ; Ma, Jun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630. Full description at Econpapers || Download paper | |
2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper | |
2024 | Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies. (2024). Gil-Alana, Luis ; Carmona-Gonzalez, Nieves ; Martin-Valmayor, Miguel A ; Sanchez-Martin, Maria-Pilar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:390-403. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Journal of Empirical Finance |
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2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 38 |
1995 | The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 45 |
2002 | Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 534 |
1998 | Regime Switches in Interest Rates.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 534 | paper | |
1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 285 |
1991 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 285 | paper | |
1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 1128 |
1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1128 | paper | |
1996 | Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance. [Full Text][Citation analysis] | article | 164 |
1995 | Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 164 | paper | |
2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 965 |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 965 | paper | |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 965 | paper | |
2001 | Expectations Hypotheses Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 176 |
2000 | Expectations Hypotheses Tests.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 182 |
2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2008 | The Term Structure of Real Rates and Expected Inflation In: Journal of Finance. [Full Text][Citation analysis] | article | 307 |
2004 | The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 307 | paper | |
2004 | The term structure of real rates and expected inflation.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 307 | article | |
2007 | The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 307 | paper | |
2009 | International Stock Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 365 |
2006 | International Stock Return Comovements.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 365 | paper | |
2008 | International stock return comovements.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 365 | paper | |
2005 | International Stock Return Comovements.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 365 | paper | |
2005 | International Stock Return Comovements.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 365 | paper | |
2014 | The Global Crisis and Equity Market Contagion In: Journal of Finance. [Full Text][Citation analysis] | article | 463 |
2011 | Global crises and equity market contagion.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 463 | paper | |
2014 | The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 463 | paper | |
2011 | Global crises and equity market contagion.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 463 | paper | |
2011 | Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 463 | paper | |
2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 129 |
2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | article | |
2001 | Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
2017 | Economic and Financial Integration in Europe In: ifo DICE Report. [Full Text][Citation analysis] | article | 3 |
2019 | Good Carry, Bad Carry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2020 | Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2019 | Good Carry, Bad Carry.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2019 | Currency Factors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2022 | Currency Factors.(2022) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2019 | Currency Factors.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2004 | Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
2006 | Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2010 | Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
2006 | Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 452 |
2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | paper | |
2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | article | |
2006 | Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 173 |
2009 | Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2005 | Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2006 | Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2006 | New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 230 |
2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 230 | article | |
2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | paper | |
2004 | New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | paper | |
2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | paper | |
2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 230 | article | |
2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 239 |
2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | paper | |
2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | paper | |
2011 | What Segments Equity Markets?.(2011) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | article | |
2010 | Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 94 |
2012 | Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
2010 | Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2010 | Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2009 | Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2010 | Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 827 |
2010 | Risk, uncertainty and monetary policy.(2010) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 827 | article | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 827 | paper | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 827 | article | |
2012 | Risk, uncertainty and monetary policy.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 827 | paper | |
2010 | Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 827 | paper | |
2014 | Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College. [Full Text][Citation analysis] | paper | 3 |
2018 | International Financial Management In: Cambridge Books. [Citation analysis] | book | 9 |
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2023 | International Yield Comovements In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
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2016 | What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2014 | The VIX, the variance premium and stock market volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 416 |
2014 | The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 416 | article | |
2013 | The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 416 | paper | |
2020 | Risk and return in international corporate bond markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2021 | Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2023 | Risk, monetary policy and asset prices in a global world In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 43 |
2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 234 |
2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | paper | |
2002 | Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 92 |
2015 | Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 190 |
2023 | Emerging equity markets in a globalized world In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 350 |
2001 | Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
1994 | Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics. [Full Text][Citation analysis] | article | 41 |
1998 | Target zones and exchange rates:: An empirical investigation In: Journal of International Economics. [Full Text][Citation analysis] | article | 81 |
1996 | Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
1997 | Target zones and exchange rates : An empirical investigation.(1997) In: Discussion Paper. [Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
1997 | Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM. [Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 86 |
2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2017 | Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
2021 | Macro risks and the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 28 |
2017 | Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2016 | Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 786 |
1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 786 | paper | |
1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 213 |
1996 | On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 271 |
1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 271 | paper | |
2005 | Why stocks may disappoint In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 143 |
2000 | Why Stocks May Disappoint.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1156 |
2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1156 | paper | |
2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1156 | paper | |
1993 | On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 160 |
1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 197 |
1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 313 |
2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 313 | paper | |
2007 | Uncovered interest rate parity and the term structure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 112 |
2002 | Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2019 | On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 57 |
2017 | On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 89 |
1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 149 |
1997 | \Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
2007 | Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 666 |
2006 | Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 666 | paper | |
2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 666 | paper | |
2010 | Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 70 |
2009 | Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2009 | Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2015 | Macroeconomic regimes In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 37 |
2011 | Macroeconomic Regimes.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2011 | Macroeconomic Regimes.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2013 | Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2015 | Macroeconomic regimes.(2015) In: Other publications TiSEM. [Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2012 | Macroeconomic Regimes.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 150 |
2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | paper | |
2014 | Flights to Safety In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 84 |
2012 | Flights to Safety.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2013 | Flights to Safety.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2020 | Flights to Safety.(2020) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
2019 | FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2015 | Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 69 |
2017 | Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
2020 | Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 17 |
2022 | The Time Variation in Risk Appetite and Uncertainty In: Management Science. [Full Text][Citation analysis] | article | 113 |
2019 | The Time Variation in Risk Appetite and Uncertainty.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2007 | The determinants of stock and bond return comovements In: Working Paper Research. [Full Text][Citation analysis] | paper | 55 |
2009 | The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 108 |
1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2003 | How do Regimes Affect Asset Allocation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
2004 | How Regimes Affect Asset Allocation.(2004) In: Financial Analysts Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2012 | On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
2019 | On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 93 |
2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | article | |
2015 | Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | The Variance Risk Premium in Equilibrium Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2023 | The Variance Risk Premium in Equilibrium Models*.(2023) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
1994 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 114 |
1996 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
1997 | Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 729 |
2000 | Asymmetric Volatility and Risk in Equity Markets..(2000) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 729 | article | |
1999 | Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers. [Full Text][Citation analysis] | paper | 44 |
2004 | Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
1999 | International Asset Allocation with Time-Varying Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 63 |
1999 | Stock and Bond Pricing in an Affine Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
2001 | Stock Return Predictability: Is it There? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 719 |
2007 | Stock Return Predictability: Is it There?.(2007) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 719 | article | |
2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 606 |
2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 606 | article | |
2010 | Inflation risk and the inflation risk premium In: Economic Policy. [Full Text][Citation analysis] | article | 77 |
2002 | International Asset Allocation With Regime Shifts In: The Review of Financial Studies. [Citation analysis] | article | 844 |
1995 | Market Integration and Investment Barriers in Emerging Equity Markets. In: The World Bank Economic Review. [Citation analysis] | article | 240 |
1995 | The contribution of speculators to effective financial markets. In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
1995 | The role of capital markets in economic growth In: Textos para discussão. [Full Text][Citation analysis] | paper | 4 |
2023 | Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs In: Sustainable Development. [Full Text][Citation analysis] | article | 2 |
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