Details about Geert Bekaert

E-mail:
Homepage:	http://www.gsb.columbia.edu/faculty/gbekaert/
Phone:	(212) 854 -9156
Postal address:	Columbia Business School Uris Hall Room 802 3022 Broadway New York, NY 10027
Workplace:	Finance & Economics Department, Graduate School of Business, Columbia University, (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Geert Bekaert.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pbe52

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Working Papers

2009

1. Asset Return Dynamics under Bad Environment Good Environment Fundamentals
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Financial Openness and Productivity
   NBER Working Papers, National Bureau of Economic Research, Inc
3. Inflation and the Stock Market:Understanding the "Fed Model"
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
4. 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
5. What Do Asset Prices Have to Say About Risk Appetite and Uncertainty?
   Working Paper Series, European Central Bank View citations
6. What Segments Equity Markets?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2008

7. International stock return comovements
   Working Paper Series, European Central Bank View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2005) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations

2007

8. The Term Structure of Real Rates and Expected Inflation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations
   See also Journal Article in Journal of Finance (2008)

2006

9. Do macro variables, asset markets, or surveys forecast inflation better?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
   See also Journal Article in Journal of Monetary Economics (2007)
10. Liquidity and Expected Returns: Lessons from Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    See also Journal Article in Review of Financial Studies (2007)
11. New-Keynesian Macroeconomics and the Term Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2005) View citations
12. Risk, Uncertainty and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations
    See also Journal Article in Journal of Financial Economics (2009)
13. Stock and Bond Returns with Moody Investors
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations

2004

14. Does Financial Liberalization Spur Growth?
    Research series, National Bank of Belgium View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations
    See also Journal Article in Journal of Financial Economics (2005)
15. Global Growth Opportunities and Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (2007)
16. Growth Volatility and Financial Liberalization
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Money and Finance (2006)

2003

17. How do Regimes Affect Asset Allocation?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
18. Market Integration and Contagion
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Business (2005)

2002

19. Uncovered Interest Rate Parity and the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Money and Finance (2007)

2001

20. Conditioning Information and Variance on Pricing Kernals
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA
21. Stock Return Predictability: Is it There?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

2000

22. Emerging Equity Markets and Economic Development
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Development Economics (2001)
23. Expectations Hypotheses Tests
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (2001)
24. Why Stocks May Disappoint
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Financial Economics (2005)

1999

25. Conditioning Information and Variance Bounds on Pricing Kernels
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Financial Studies (2004)
26. International Asset Allocation with Time-Varying Correlations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
27. Stock and Bond Pricing in an Affine Economy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
28. Target Zones and Exchange Rates: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Economics (1998)
29. The Dynamics of Emerging Market Equity Flows
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Money and Finance (2002)

1998

30. Capital Flows and the Behavior of Emerging Market Equity Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Chapter (2000)
31. Dating the Integration of World Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Financial Economics (2002)
32. Regime Switches in Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Business & Economic Statistics (2002)

1997

33. "Peso Problem" Explanations for Term Structure Anomalies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago (1997) View citations
    See also Journal Article in Journal of Monetary Economics (2001)
34. Asymmetric Volatility and Risk in Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Financial Studies (2000)
35. Emerging Equity Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Financial Economics (1997)
36. Foreign Speculators and Emerging Equity Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations
    See also Journal Article in Journal of Finance (2000)

1996

37. Diversification, Integration and Emerging Market Closed-End Funds
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (1996)
38. On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago (1996) View citations
    See also Journal Article in Journal of Financial Economics (1997)
39. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Review of Financial Studies (1996)

1995

40. The contribution of speculators to effective financial markets
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations
41. The role of capital markets in economic growth
    Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations

1994

42. The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994)
    See also Journal Article in Journal of Monetary Economics (1997)
43. Time-Varying World Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (1995)

1992

44. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (1992)

1991

45. On Biases in the Measurement of Foreign Exchange Risk Premiums
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of International Money and Finance (1993)

Journal Articles

2009

1. Risk, uncertainty, and asset prices
   Journal of Financial Economics, 2009, 91, (1), 59-82 View citations
   See also Working Paper (2006)

2008

2. The Term Structure of Real Rates and Expected Inflation
   Journal of Finance, 2008, 63, (2), 797-849 View citations
   Also in Proceedings, 2004, (Mar) (2004) View citations
   See also Working Paper (2007)

2007

3. Do macro variables, asset markets, or surveys forecast inflation better?
   Journal of Monetary Economics, 2007, 54, (4), 1163-1212 View citations
   See also Working Paper (2006)
4. Global Growth Opportunities and Market Integration
   Journal of Finance, 2007, 62, (3), 1081-1137 View citations
   See also Working Paper (2004)
5. Liquidity and Expected Returns: Lessons from Emerging Markets
   Review of Financial Studies, 2007, 20, (6), 1783-1831 View citations
   See also Working Paper (2006)
6. Uncovered interest rate parity and the term structure
   Journal of International Money and Finance, 2007, 26, (6), 1038-1069 View citations
   See also Working Paper (2002)

2006

7. Growth volatility and financial liberalization
   Journal of International Money and Finance, 2006, 25, (3), 370-403 View citations
   See also Working Paper (2004)

2005

8. Does financial liberalization spur growth?
   Journal of Financial Economics, 2005, 77, (1), 3-55 View citations
   See also Working Paper (2004)
9. Market Integration and Contagion
   Journal of Business, 2005, 78, (1), 39-70 View citations
   See also Working Paper (2003)
10. Why stocks may disappoint
    Journal of Financial Economics, 2005, 76, (3), 471-508 View citations
    See also Working Paper (2000)

2004

11. Conditioning Information and Variance Bounds on Pricing Kernels
    Review of Financial Studies, 2004, 17, (2), 339-378 View citations
    See also Working Paper (1999)

2003

12. Emerging markets finance
    Journal of Empirical Finance, 2003, 10, (1-2), 3-56 View citations
13. Equity Market Liberalization in Emerging Markets
    Journal of Financial Research, 2003, 26, (3), 275-299 View citations
    Also in Review, 2003, (Jul), 53-74 (2003) View citations

2002

14. Dating the integration of world equity markets
    Journal of Financial Economics, 2002, 65, (2), 203-247 View citations
    See also Working Paper (1998)
15. International Asset Allocation With Regime Shifts
    Review of Financial Studies, 2002, 15, (4), 1137-1187 View citations
16. Regime Switches in Interest Rates
    Journal of Business & Economic Statistics, 2002, 20, (2), 163-82 View citations
    See also Working Paper (1998)
17. Research in emerging markets finance: looking to the future
    Emerging Markets Review, 2002, 3, (4), 429-448 View citations
18. Short rate nonlinearities and regime switches
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1243-1274 View citations
19. The dynamics of emerging market equity flows
    Journal of International Money and Finance, 2002, 21, (3), 295-350 View citations
    See also Working Paper (1999)

2001

20. Editor's foreword to the special issue: "On the predictability of asset returns"
    Journal of Empirical Finance, 2001, 8, (5), 451-457 View citations
21. Emerging equity markets and economic development
    Journal of Development Economics, 2001, 66, (2), 465-504 View citations
    See also Working Paper (2000)
22. Expectations Hypotheses Tests
    Journal of Finance, 2001, 56, (4), 1357-1394 View citations
    See also Working Paper (2000)
23. Peso problem explanations for term structure anomalies
    Journal of Monetary Economics, 2001, 48, (2), 241-270 View citations
    See also Working Paper (1997)

2000

24. Asymmetric Volatility and Risk in Equity Markets
    Review of Financial Studies, 2000, 13, (1), 1-42 View citations
    See also Working Paper (1997)
25. Foreign Speculators and Emerging Equity Markets
    Journal of Finance, 2000, 55, (2), 565-613 View citations
    See also Working Paper (1997)

1998

26. Target zones and exchange rates:: An empirical investigation
    Journal of International Economics, 1998, 45, (1), 1-35 View citations
    See also Working Paper (1999)

1997

27. Emerging equity market volatility
    Journal of Financial Economics, 1997, 43, (1), 29-77 View citations
    See also Working Paper (1997)
28. On biases in tests of the expectations hypothesis of the term structure of interest rates
    Journal of Financial Economics, 1997, 44, (3), 309-348 View citations
    See also Working Paper (1996)
29. The implications of first-order risk aversion for asset market risk premiums
    Journal of Monetary Economics, 1997, 40, (1), 3-39 View citations
    See also Working Paper (1994)

1996

30. Diversification, Integration and Emerging Market Closed-End Funds
    Journal of Finance, 1996, 51, (3), 835-69 View citations
    See also Working Paper (1996)
31. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
    Review of Financial Studies, 1996, 9, (2), 427-70 View citations
    See also Working Paper (1996)

1995

32. Market Integration and Investment Barriers in Emerging Equity Markets
    World Bank Economic Review, 1995, 9, (1), 75-107 View citations
33. The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets
    Journal of Business & Economic Statistics, 1995, 13, (4), 397-408 View citations
34. Time-Varying World Market Integration
    Journal of Finance, 1995, 50, (2), 403-44 View citations
    See also Working Paper (1994)

1994

35. Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model
    Journal of International Economics, 1994, 36, (1-2), 29-52 View citations

1993

36. On biases in the measurement of foreign exchange risk premiums
    Journal of International Money and Finance, 1993, 12, (2), 115-138 View citations
    See also Working Paper (1991)

1992

37. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
    Journal of Finance, 1992, 47, (2), 467-509 View citations
    See also Working Paper (1992)

1991

38. Caloric Consumption in Industrializing Belgium
    The Journal of Economic History, 1991, 51, (03), 633-655 View citations

Chapters

2000

1. Capital Flows and the Behavior of Emerging Market Equity Returns
   A chapter in Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, 2000, pp 159-194 View citations
   See also Working Paper (1998)

Editor

1. Journal of Empirical Finance
   Elsevier