Geert Bekaert : Citation Profile

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

55

H index

72

i10 index

17341

Citations

RESEARCH PRODUCTION:

78

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: 541
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 541.    Total self citations: 132 (0.76 %)

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   Permalink: http://citec.repec.org/pbe52
   Updated: 2025-05-10    RAS profile: 2024-10-10    
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Relations with other researchers

Works with:

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

Is cited by:

Guidolin, Massimo (103)

Guesmi, Khaled (97)

GUPTA, RANGAN (95)

Schmukler, Sergio (80)

Sarno, Lucio (76)

Nguyen, Duc Khuong (73)

Stulz, René (71)

lucey, brian (71)

Warnock, Francis (69)

Fratzscher, Marcel (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)

Stulz, René (32)

Lundblad, Christian (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
Journal of Financial and Quantitative Analysis3
Journal of Econometrics2
Journal of Business & Economic Statistics2
Proceedings2
Emerging Markets Review2
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 (2025 and 2024)

YearTitle of citing document
2024How 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.

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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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2024Fast 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.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Dynamic portfolio selection under generalized disappointment aversion. (2024). Liang, Zongxia ; Wang, Sheng ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2401.08323.

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2024Reference-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.

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2024Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938.

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2024Downside 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.

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2024Emoji Driven Crypto Assets Market Reactions. (2024). Chen, Yao-Tsung ; Zuo, Xiaorui ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2402.10481.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Ardia, David ; Laurent, S'Ebastien ; Sessinou, Rosnel. 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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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

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2024Longitudinal market structure detection using a dynamic modularity-spectral algorithm. (2024). Schroder, Thomas ; Wirth, Philipp ; Medda, Francesca. In: Papers. RePEc:arx:papers:2407.04500.

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2024Comparative 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.

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2024Temporal 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.

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2024The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271.

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

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2024Causality-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.

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

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2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

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

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2024Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong. In: Papers. RePEc:arx:papers:2411.03922.

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

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

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

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2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

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

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

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

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

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

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

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

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754.

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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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2024Earnings 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.

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2024Geoeconomic 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.

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2024US 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.

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2024Carbon 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.

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2024Towards 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.

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

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2024A 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.

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2024Analysts 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.

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2024Transitory 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.

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2024The 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.

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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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2024Risk 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.

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2024Impact 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.

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2024The 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.

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2024How 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.

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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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2024Economic 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.

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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). Deloof, Marc ; Paeleman, Ine. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:523-553.

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2024Different 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.

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2024The 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.

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2024Family 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.

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2024Global 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.

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2024Testing 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.

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2024The 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.

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2024FINANCIAL 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.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2024The 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.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Bank of England working papers. RePEc:boe:boeewp:1068.

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2024Monetary 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.

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2024Modeling 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.

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2024International 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.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024The 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.

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2024Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305.

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2024Geopolitical 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.

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2024The 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.

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

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

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2024Geopolitical 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.

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2024Determinants of Stock Market Participation. (2024). Menkhoff, Lukas ; Westermann, Jannis. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2078.

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2024Is 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.

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2024Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817.

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2024Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel. (2024). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-27.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024A 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.

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2024Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892.

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2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

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

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

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

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2024Comparative 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.

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2024Sustainable 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.

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2024Extrapolative 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.

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2024Exporting 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.

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2024The 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.

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2024Risks 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.

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2024Dynamic 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.

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2024A 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.

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2024Financial 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.

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2024Nominal 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.

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2024Persistence 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.

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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]		article38
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]		article45
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article534
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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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]		article285
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 285		paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article1128
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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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]		article164
1995Diversification, 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
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		article965
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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This paper has nother version. Agregated cites: 965		paper
2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]		article176
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 176		paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		article182
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 182		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.
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2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article365
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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2008International stock return comovements.(2008) In: Working Paper Series.
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2005International Stock Return Comovements.(2005) In: Working Papers.
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2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 365		paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
[Full Text][Citation analysis]		article463
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 463		paper
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 463		paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
[Full Text][Citation analysis]		article129
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has nother version. Agregated cites: 129		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]		paper26
2020Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis.
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2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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2019Currency Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2022Currency Factors.(2022) In: Management Science.
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This paper has nother version. Agregated cites: 15		article
2019Currency Factors.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper82
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
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2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
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2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper452
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.
[Full Text][Citation analysis]
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2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper173
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper230
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 230		article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper239
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 239		paper
2011What Segments Equity Markets?.(2011) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 239		article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper94
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper827
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has nother version. Agregated cites: 827		article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 827		paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 827		article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 827		paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 827		paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]		paper3
2018International Financial Management In: Cambridge Books.
[Citation analysis]		book9
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
[Full Text][Citation analysis]		article3
2023International Yield Comovements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]		paper58
2016What 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
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper416
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 416		paper
2020Risk and return in international corporate bond markets In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2021Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 16		article
2023Risk, monetary policy and asset prices in a global world In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2016Political risk and international valuation In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article43
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]		article234
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 234		paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article92
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]		article190
2023Emerging equity markets in a globalized world In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article350
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
[Full Text][Citation analysis]		article41
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]		article81
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Discussion Paper.
[Citation analysis]
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM.
[Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
[Full Text][Citation analysis]		article86
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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This paper has nother version. Agregated cites: 86		paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article20
2021Macro risks and the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article28
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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This paper has nother version. Agregated cites: 28		paper
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article786
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 786		paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article213
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
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1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 213		paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article271
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 271		paper
2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]		article143
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1156
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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This paper has nother version. Agregated cites: 1156		paper
1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article160
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article197
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 197		paper
2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article313
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 313		paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article112
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 112		paper
2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article57
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article89
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper.
[Citation analysis]
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM.
[Citation analysis]
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article149
1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 149		paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article666
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 666		paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 666		paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article70
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.
[Full Text][Citation analysis]		article37
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.
[Citation analysis]
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
[Full Text][Citation analysis]		article150
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2014Flights to Safety In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper84
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.
[Full Text][Citation analysis]		paper69
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.
[Full Text][Citation analysis]		paper17
2022The Time Variation in Risk Appetite and Uncertainty In: Management Science.
[Full Text][Citation analysis]		article113
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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1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
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