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Details about Lieven Baele

E-mail:
Homepage:http://center.uvt.nl/staff/baele/
Phone:+31-13-4663257
Postal address:Department of Finance Tilburg University P.O. Box 90153 5000 LE Tilburg The Netherlands
Workplace:CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Lieven Baele.

Last updated 2020-07-06. Update your information in the RePEc Author Service.

Short-id: pba100


Jump to Journal Articles

Working Papers

2014

  1. Flights to Safety
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (31)

2012

  1. Of Religion and Redemption: Evidence from Default on Islamic Loans (Replaces CentER DP 2010-136)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (7)

2011

  1. Macroeconomic Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Of Religion and Redemption: Evidence from Default on Islamic Loans
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (34)

2009

  1. The Determinants of Stock and Bond Return Comovements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in Review of Financial Studies (2010)

2008

  1. Time-varying integration, the euro and international diversification strategy
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (5)

2006

  1. 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 Downloads View citations (5)
    Also in International Finance, University Library of Munich, Germany (2005) Downloads View citations (1)

2004

  1. 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 Downloads View citations (5)
  2. 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 Downloads View citations (13)

2003

  1. Volatility Spillover Effects in European Equity Markets
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (17)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2003) Downloads View citations (49)

    See also Journal Article in Journal of Financial and Quantitative Analysis (2005)

Journal Articles

2010

  1. The Determinants of Stock and Bond Return Comovements
    Review of Financial Studies, 2010, 23, (6), 2374-2428 Downloads View citations (215)
    See also Working Paper (2009)
  2. The determinants of increasing equity market comovement: economic or financial integration?
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (3), 573-589 Downloads View citations (10)
  3. Time-varying integration, interdependence and contagion
    Journal of International Money and Finance, 2010, 29, (5), 791-818 Downloads View citations (50)

2009

  1. Time-varying Integration and International diversification strategies
    Journal of Empirical Finance, 2009, 16, (3), 368-387 Downloads View citations (64)

2007

  1. Does the stock market value bank diversification?
    Journal of Banking & Finance, 2007, 31, (7), 1999-2023 Downloads View citations (257)
  2. Model uncertainty, financial market integration and the home bias puzzle
    Journal of International Money and Finance, 2007, 26, (4), 606-630 Downloads View citations (55)

2005

  1. Volatility Spillover Effects in European Equity Markets
    Journal of Financial and Quantitative Analysis, 2005, 40, (2), 373-401 Downloads View citations (290)
    See also Working Paper (2003)

2004

  1. Measuring European Financial Integration
    Oxford Review of Economic Policy, 2004, 20, (4), 509-530 View citations (308)
 
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