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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 Downloads
  2. Financial Openness and Productivity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Inflation and the Stock Market:Understanding the "Fed Model"
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  4. The Determinants of Stock and Bond Return Comovements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Research series, National Bank of Belgium (2007) Downloads View citations
  5. What Do Asset Prices Have to Say About Risk Appetite and Uncertainty?
    Working Paper Series, European Central Bank Downloads View citations
  6. What Segments Equity Markets?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations

2008

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

2007

  1. The Term Structure of Real Rates and Expected Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations

    See also Journal Article in Journal of Finance (2008)

2006

  1. 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.) Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations

    See also Journal Article in Journal of Monetary Economics (2007)
  2. Liquidity and Expected Returns: Lessons from Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations

    See also Journal Article in Review of Financial Studies (2007)
  3. New-Keynesian Macroeconomics and the Term Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations
    2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2005) Downloads View citations
  4. Risk, Uncertainty and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations

    See also Journal Article in Journal of Financial Economics (2009)
  5. Stock and Bond Returns with Moody Investors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations

2004

  1. Does Financial Liberalization Spur Growth?
    Research series, National Bank of Belgium Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations

    See also Journal Article in Journal of Financial Economics (2005)
  2. Global Growth Opportunities and Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of Finance (2007)
  3. Growth Volatility and Financial Liberalization
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of International Money and Finance (2006)

2003

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

2002

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

2001

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

2000

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

1999

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

1998

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

1997

  1. "Peso Problem" Explanations for Term Structure Anomalies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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)
  2. Asymmetric Volatility and Risk in Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Review of Financial Studies (2000)
  3. Emerging Equity Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of Financial Economics (1997)
  4. 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 Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) Downloads View citations

    See also Journal Article in Journal of Finance (2000)

1996

  1. Diversification, Integration and Emerging Market Closed-End Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of Finance (1996)
  2. 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 Downloads 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)
  3. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Review of Financial Studies (1996)

1995

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

1994

  1. The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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)
  2. Time-Varying World Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of Finance (1995)

1992

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

1991

  1. On Biases in the Measurement of Foreign Exchange Risk Premiums
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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 Downloads View citations
    See also Working Paper (2006)

2008

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

    See also Working Paper (2007)

2007

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

2006

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

2005

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

2004

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

2003

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

2002

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

2001

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

2000

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

1998

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

1997

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

1996

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

1995

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

1994

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

1993

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

1992

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

1991

  1. Caloric Consumption in Industrializing Belgium
    The Journal of Economic History, 1991, 51, (03), 633-655 Downloads 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 Downloads View citations
    See also Working Paper (1998)

Editor

  1. Journal of Empirical Finance
    Elsevier
 
 
Page updated 2009-11-24