Geert Bekaert : Citation Profile

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

55

H index

74

i10 index

17387

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: 543
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 552.    Total self citations: 132 (0.75 %)

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   Permalink: http://citec.repec.org/pbe52
   Updated: 2025-04-12    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)

GUPTA, RANGAN (97)

Guesmi, Khaled (97)

Sarno, Lucio (83)

Schmukler, Sergio (80)

Nguyen, Duc Khuong (73)

lucey, brian (71)

Stulz, René (71)

Ang, Andrew (70)

Fratzscher, Marcel (69)

Warnock, Francis (69)

Cites to:

Harvey, Campbell (124)

Campbell, John (107)

Hodrick, Robert (65)

Levine, Ross (48)

Bollerslev, Tim (47)

Cochrane, John (45)

Ang, Andrew (42)

Shleifer, Andrei (38)

Stulz, René (32)

Lundblad, Christian (32)

Reinhart, Carmen (31)

Main data

Production by document typearticlebookpaperchapter19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202301020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 55Most cited documents12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565705001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040255075h-index Highcharts.comExport to raster or vector imagePrint the chart

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 Financial and Quantitative Analysis3
Journal of Empirical Finance3
Emerging Markets Review2
Proceedings2
Journal of Econometrics2
Journal of International Economics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc56
CEPR Discussion Papers / C.E.P.R. Discussion Papers14
Working Paper Series / European Central Bank7
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2
2011 Meeting Papers / Society for Economic Dynamics2
Textos para discuss�o / Department of Economics PUC-Rio (Brazil)2

Recent works citing Geert Bekaert (2025 and 2024)

Year  ↓Title 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. (2022). Derumigny, Alexis ; van der Spek, Rutger. In: Papers. RePEc:arx:papers:2204.03285.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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

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

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

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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). Frost, Jon ; Upper, Christian ; Tombini, Alexandre ; Guerra, Rafael ; Nazar, Bernardus F. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403e.

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2024.

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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). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024.

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2024.

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

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

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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). Paeleman, Ine ; Deloof, Marc. 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). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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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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2024.

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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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2024.

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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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2024.

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2024Risky Business Cycles. (2021). 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 ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. 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). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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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 Transmission of Monetary Policy to the Cost of Hedging. (2024). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. 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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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). Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Meyler, Aidan ; Minasian, Ryan ; Bates, Colm ; Arioli, Rodolfo ; Fonseca, Lus ; Fagandini, Bruno ; Zahrt, Octavia. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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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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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. 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 ; Zinna, Gabriele ; Li, Junye. 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). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. 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). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. 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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2024Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233.

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2024Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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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:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Geert Bekaert:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article37
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]		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.
[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]		article285
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 285		paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article1128
1994Time-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]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 965		paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 965		paper
2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]		article176
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 307		paper
2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article365
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		paper
2008International stock return comovements.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		paper
2005International Stock Return Comovements.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 463		paper
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 463		paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 463		paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019Currency Factors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2022Currency Factors.(2022) In: Management Science.
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2019Currency Factors.(2019) In: NBER Working Papers.
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2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: The Review of Financial Studies.
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2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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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.
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2010What Segments Equity Markets? In: CEPR Discussion Papers.
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2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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2011What Segments Equity Markets?.(2011) In: The Review of Financial Studies.
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2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
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2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
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2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
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2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
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2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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2020Risk and return in international corporate bond markets In: Working Paper Series.
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2021Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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2023Risk, monetary policy and asset prices in a global world In: Working Paper Series.
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2016Political risk and international valuation In: Journal of Corporate Finance.
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2001Emerging equity markets and economic development In: Journal of Development Economics.
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2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
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2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
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2023Emerging equity markets in a globalized world In: Emerging Markets Review.
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2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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1997Target zones and exchange rates : An empirical investigation.(1997) In: Discussion Paper.
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2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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2021Macro risks and the term structure of interest rates In: Journal of Financial Economics.
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2017Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series.
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2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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1997Emerging equity market volatility In: Journal of Financial Economics.
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1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
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1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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2002Dating the integration of world equity markets In: Journal of Financial Economics.
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1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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2005Why stocks may disappoint In: Journal of Financial Economics.
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2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
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1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
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2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper.
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
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2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
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2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2014Flights to Safety In: Finance and Economics Discussion Series.
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2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2020Flights to Safety.(2020) In: The Review of Financial Studies.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2020Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series.
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2022The Time Variation in Risk Appetite and Uncertainty In: Management Science.
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2019The Time Variation in Risk Appetite and Uncertainty.(2019) In: NBER Working Papers.
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2007The determinants of stock and bond return comovements In: Working Paper Research.
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2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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2019On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review.
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2014Political Risk Spreads In: NBER Working Papers.
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2014Political risk spreads.(2014) In: Journal of International Business Studies.
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2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
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2020The Variance Risk Premium in Equilibrium Models In: NBER Working Papers.
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2023The Variance Risk Premium in Equilibrium Models*.(2023) In: Review of Finance.
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1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
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1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: The Review of Financial Studies.
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1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
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2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: The Review of Financial Studies.
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1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
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2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: The Review of Financial Studies.
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1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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2007Stock Return Predictability: Is it There?.(2007) In: The Review of Financial Studies.
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2003Market Integration and Contagion In: NBER Working Papers.
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2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2010Inflation risk and the inflation risk premium In: Economic Policy.
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1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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2023Sustainable investment – Exploring the linkage between alpha, ESG, and SDGs In: Sustainable Development.
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