Details about Lieven Baele

Access statistics for papers by Lieven Baele.

Last updated 2009-11-18. Update your information in the RePEc Author Service.

Short-id: pba100

Working Papers

2009

1. The Determinants of Stock and Bond Return Comovements
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Research series, National Bank of Belgium (2007) View citations

2006

2. Structural versus Temporary Drivers of Country and Industry Risk
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
   Also in International Finance, EconWPA (2005)

2004

3. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations
4. Bank risks and the business cycle
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations
5. Measuring financial integration in the euro area
   Occasional Paper Series, European Central Bank View citations

2003

6. Volatility Spillover Effects in European Equity Markets
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2003) View citations
   See also Journal Article in Journal of Financial and Quantitative Analysis (2005)
7. Volatility Spillover Effects in European Equity Markets: Evidence from a Regime Switching Model
   EIFC - Technology and Finance Working Papers, United Nations University, Institute for New Technologies

Journal Articles

2009

1. Time-varying Integration and International diversification strategies
   Journal of Empirical Finance, 2009, 16, (3), 368-387

2007

2. Does the stock market value bank diversification?
   Journal of Banking & Finance, 2007, 31, (7), 1999-2023 View citations
3. Model uncertainty, financial market integration and the home bias puzzle
   Journal of International Money and Finance, 2007, 26, (4), 606-630 View citations

2005

4. Volatility Spillover Effects in European Equity Markets
   Journal of Financial and Quantitative Analysis, 2005, 40, (02), 373-401 View citations
   See also Working Paper (2003)

2004

5. Measuring European Financial Integration
   Oxford Review of Economic Policy, 2004, 20, (4), 509-530 View citations