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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 and 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 2017-03-08. Update your information in the RePEc Author Service.

Short-id: pbe52


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Working Papers

2017

  1. On the Global Financial Market Integration “Swoosh” and the Trilemma
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2016

  1. Macro Risks and the Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2015

  1. Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Who is Internationally Diversified? Evidence from 296 401(k)
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2014

  1. Flights to Safety
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (6)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (3)
  2. Political Risk Spreads
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article in Journal of International Business Studies (2014)
  3. The Global Crisis and Equity Market Contagion
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (35)
    See also Journal Article in Journal of Finance (2014)
  4. The VIX, the variance premium and stock market volatility
    Working Paper Series, European Central Bank Downloads View citations (52)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (9)

    See also Journal Article in Journal of Econometrics (2014)
  5. Who Is Internationally Diversified? Evidence from 296 401(k) Plans
    Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research Downloads View citations (1)

2013

  1. Macroeconomic Regimes
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration Downloads
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (1)
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012) Downloads

    See also Journal Article in Journal of Monetary Economics (2015)
  2. Risk, uncertainty and monetary policy
    Working Paper Series, European Central Bank Downloads View citations (171)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (17)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (36)

    See also Journal Article in Journal of Monetary Economics (2013)

2012

  1. On the Link Between the Volatility and Skewness of Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2011

  1. Global Crises and Equity Market Contagion
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (79)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (62)
    Working Paper Series, European Central Bank (2011) Downloads View citations (44)
  2. The European Union, the Euro, and Equity Market Integration
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (6)

    See also Journal Article in Journal of Financial Economics (2013)

2010

  1. Aggregate Idiosyncratic Volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (4)

    See also Journal Article in Journal of Financial and Quantitative Analysis (2012)
  2. Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (15)
  3. What Segments Equity Markets?
    National Bank of Poland Working Papers, National Bank of Poland, Economic Institute Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (15)

    See also Journal Article in Review of Financial Studies

2009

  1. Financial Openness and Productivity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in World Development (2011)
  2. Inflation and the Stock Market:Understanding the "Fed Model"
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in Journal of Monetary Economics (2010)
  3. The Determinants of Stock and Bond Return Comovements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in Working Paper Research, National Bank of Belgium (2007) Downloads View citations (29)
  4. What do asset prices have to say about risk appetite and uncertainty?
    Working Paper Series, European Central Bank Downloads View citations (7)
    See also Journal Article in Journal of Banking & Finance (2016)

2008

  1. International stock return comovements
    Working Paper Series, European Central Bank Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (16)
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2005) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (3)

    See also Journal Article in Journal of Finance (2009)

2007

  1. The Term Structure of Real Rates and Expected Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (35)

    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 (41)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (15)

    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 (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (7)

    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 (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (55)
    2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (29)
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2005) Downloads View citations (27)

    See also Journal Article in Journal of Money, Credit and Banking (2010)
  4. Risk, Uncertainty and Asset Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (13)

    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 View citations (30)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (32)

    See also Journal Article in Journal of Empirical Finance (2010)

2004

  1. Does Financial Liberalization Spur Growth?
    Working Paper Research, National Bank of Belgium Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (146)

    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 (3)
    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 (51)
    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 (15)
  2. Market Integration and Contagion
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    See also Journal Article in The 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 (24)
    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 (174)

2000

  1. Emerging Equity Markets and Economic Development
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    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 (59)
    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 (18)
    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 (5)
    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 (50)
  3. Stock and Bond Pricing in an Affine Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
  4. The Dynamics of Emerging Market Equity Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    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 (54)
    See also Chapter (2000)
  2. Dating the Integration of World Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    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 (43)
    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 (31)
    Also in Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago (1997) Downloads View citations (35)

    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 (12)
    See also Journal Article in Review of Financial Studies (2000)
  3. Foreign Speculators and Emerging Equity Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (39)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) Downloads View citations (20)

    See also Journal Article in Journal of Finance (2000)

1996

  1. 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 (8)
    Also in Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago (1996) View citations (34)

    See also Journal Article in Journal of Financial Economics (1997)
  2. Target Zones and Exchange Rates: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of International Economics (1998)

1995

  1. Diversification, Integration and Emerging Market Closed-End Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in Journal of Finance (1996)
  2. Emerging Equity Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (371)
    See also Journal Article in Journal of Financial Economics (1997)
  3. The contribution of speculators to effective financial markets
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)
  4. The role of capital markets in economic growth
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (1)

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 (8)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (5)

    See also Journal Article in Journal of Monetary Economics (1997)
  2. 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 (50)
    See also Journal Article in Review of Financial Studies (1996)
  3. Time-Varying World Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (89)
    See also Journal Article in Journal of Finance (1995)

1991

  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 (173)
    See also Journal Article in Journal of Finance (1992)
  2. On Biases in the Measurement of Foreign Exchange Risk Premiums
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (1993)

Journal Articles

2016

  1. Political risk and international valuation
    Journal of Corporate Finance, 2016, 37, (C), 1-23 Downloads View citations (1)
  2. What do asset prices have to say about risk appetite and uncertainty?
    Journal of Banking & Finance, 2016, 67, (C), 103-118 Downloads
    See also Working Paper (2009)

2015

  1. Bad environments, good environments: A non-Gaussian asymmetric volatility model
    Journal of Econometrics, 2015, 186, (1), 258-275 Downloads View citations (3)
  2. Macroeconomic regimes
    Journal of Monetary Economics, 2015, 70, (C), 51-71 Downloads View citations (7)
    See also Working Paper (2013)

2014

  1. Political risk spreads
    Journal of International Business Studies, 2014, 45, (4), 471-493 Downloads View citations (16)
    See also Working Paper (2014)
  2. The Global Crisis and Equity Market Contagion
    Journal of Finance, 2014, 69, (6), 2597-2649 Downloads View citations (34)
    See also Working Paper (2014)
  3. The VIX, the variance premium and stock market volatility
    Journal of Econometrics, 2014, 183, (2), 181-192 Downloads View citations (47)
    See also Working Paper (2014)

2013

  1. Risk, uncertainty and monetary policy
    Journal of Monetary Economics, 2013, 60, (7), 771-788 Downloads View citations (114)
    Also in Research Bulletin, 2010, 10, 11-13 (2010) Downloads View citations (14)

    See also Working Paper (2013)
  2. The European Union, the Euro, and equity market integration
    Journal of Financial Economics, 2013, 109, (3), 583-603 Downloads View citations (25)
    See also Working Paper (2011)

2012

  1. Aggregate Idiosyncratic Volatility
    Journal of Financial and Quantitative Analysis, 2012, 47, (06), 1155-1185 Downloads View citations (25)
    See also Working Paper (2010)

2011

  1. Financial Openness and Productivity
    World Development, 2011, 39, (1), 1-19 Downloads View citations (42)
    See also Working Paper (2009)

2010

  1. Inflation and the stock market: Understanding the "Fed Model"
    Journal of Monetary Economics, 2010, 57, (3), 278-294 Downloads View citations (17)
    Also in Proceedings, 2009, (Jan) (2009) Downloads View citations (5)

    See also Working Paper (2009)
  2. Inflation risk and the inflation risk premium
    Economic Policy, 2010, 25, 755-806 Downloads View citations (37)
  3. New Keynesian Macroeconomics and the Term Structure
    Journal of Money, Credit and Banking, 2010, 42, (1), 33-62 Downloads View citations (86)
    See also Working Paper (2006)
  4. Stock and bond returns with Moody Investors
    Journal of Empirical Finance, 2010, 17, (5), 867-894 Downloads View citations (20)
    See also Working Paper (2006)

2009

  1. International Stock Return Comovements
    Journal of Finance, 2009, 64, (6), 2591-2626 Downloads View citations (112)
    See also Working Paper (2008)
  2. Risk, uncertainty, and asset prices
    Journal of Financial Economics, 2009, 91, (1), 59-82 Downloads View citations (60)
    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 (113)
    Also in Proceedings, 2004, (Mar) (2004) Downloads View citations (51)

    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 (238)
    See also Working Paper (2006)
  2. Global Growth Opportunities and Market Integration
    Journal of Finance, 2007, 62, (3), 1081-1137 Downloads View citations (98)
    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 (198)
    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 (53)
    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 (151)
    See also Working Paper (2004)

2005

  1. Does financial liberalization spur growth?
    Journal of Financial Economics, 2005, 77, (1), 3-55 Downloads View citations (490)
    See also Working Paper (2004)
  2. Market Integration and Contagion
    The Journal of Business, 2005, 78, (1), 39-70 Downloads View citations (310)
    See also Working Paper (2003)
  3. Why stocks may disappoint
    Journal of Financial Economics, 2005, 76, (3), 471-508 Downloads View citations (51)
    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 (34)
    See also Working Paper (1999)

2003

  1. Emerging markets finance
    Journal of Empirical Finance, 2003, 10, (1-2), 3-56 Downloads View citations (201)
  2. Equity Market Liberalization in Emerging Markets
    Journal of Financial Research, 2003, 26, (3), 275-299 Downloads View citations (69)
    Also in Review, 2003, (Jul), 53-74 (2003) Downloads View citations (71)

2002

  1. Dating the integration of world equity markets
    Journal of Financial Economics, 2002, 65, (2), 203-247 Downloads View citations (171)
    See also Working Paper (1998)
  2. International Asset Allocation With Regime Shifts
    Review of Financial Studies, 2002, 15, (4), 1137-1187 View citations (449)
  3. Regime Switches in Interest Rates
    Journal of Business & Economic Statistics, 2002, 20, (2), 163-82 View citations (339)
    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 (102)
  5. Short rate nonlinearities and regime switches
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1243-1274 Downloads View citations (70)
  6. The dynamics of emerging market equity flows
    Journal of International Money and Finance, 2002, 21, (3), 295-350 Downloads View citations (137)
    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)
  2. Emerging equity markets and economic development
    Journal of Development Economics, 2001, 66, (2), 465-504 Downloads View citations (145)
    See also Working Paper (2000)
  3. Expectations Hypotheses Tests
    Journal of Finance, 2001, 56, (4), 1357-1394 Downloads View citations (121)
    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 (102)
    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 (378)
    See also Working Paper (1997)
  2. Foreign Speculators and Emerging Equity Markets
    Journal of Finance, 2000, 55, (2), 565-613 Downloads View citations (639)
    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 (63)
    See also Working Paper (1996)

1997

  1. Emerging equity market volatility
    Journal of Financial Economics, 1997, 43, (1), 29-77 Downloads View citations (532)
    See also Working Paper (1995)
  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 (137)
    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 (74)
    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 (105)
    See also Working Paper (1995)
  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 (79)
    See also Working Paper (1994)

1995

  1. Market Integration and Investment Barriers in Emerging Equity Markets
    World Bank Economic Review, 1995, 9, (1), 75-107 View citations (184)
  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 (28)
  3. Time-Varying World Market Integration
    Journal of Finance, 1995, 50, (2), 403-44 Downloads View citations (623)
    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 (38)

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 (117)
    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 (224)
    See also Working Paper (1991)

1991

  1. Caloric Consumption in Industrializing Belgium
    The Journal of Economic History, 1991, 51, (03), 633-655 Downloads View citations (3)

Undated

  1. What Segments Equity Markets?
    Review of Financial Studies, 24, (12), 3841-3890 Downloads View citations (14)
    See also Working Paper (2010)

Edited books

2004

  1. Emerging Markets
    Books, Edward Elgar Publishing Downloads View citations (35)

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 (23)
    See also Working Paper (1998)

Editor

  1. Journal of Empirical Finance
    Elsevier
 
Page updated 2017-03-30