NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Geert Bekaert

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

January 2014Political Risk Spreads
with Campbell R. Harvey, Christian T. Lundblad, Stephan Siegel: w19786
May 2013Flights to Safety
with Lieven Baele, Koen Inghelbrecht, Min Wei: w19095
April 2013The VIX, the Variance Premium and Stock Market Volatility
with Marie Hoerova: w18995
November 2012On the Link Between the Volatility and Skewness of Growth
with Alexander Popov: w18556
June 2011Global Crises and Equity Market Contagion
with Michael Ehrmann, Marcel Fratzscher, Arnaud J. Mehl: w17121
May 2011Macroeconomic Regimes
with Lieven Baele, Seonghoon Cho, Koen Inghelbrecht, Antonio Moreno: w17090
December 2010The European Union, the Euro, and Equity Market Integration
with Campbell R. Harvey, Christian T. Lundblad, Stephan Siegel: w16583
September 2010Risk, Uncertainty and Monetary Policy
with Marie Hoerova, Marco Lo Duca: w16397
June 2010Aggregate Idiosyncratic Volatility
with Robert J. Hodrick, Xiaoyan Zhang: w16058
August 2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals
with Eric Engstrom: w15222
The Determinants of Stock and Bond Return Comovements
with Lieven Baele, Koen Inghelbrecht: w15260
June 2009Inflation and the Stock Market:Understanding the "Fed Model"
with Eric Engstrom: w15024
April 2009Financial Openness and Productivity
with Campbell R. Harvey, Christian Lundblad: w14843
March 2009What Segments Equity Markets?
with Campbell R. Harvey, Christian Lundblad, Stephan Siegel: w14802
February 2007The Term Structure of Real Rates and Expected Inflation
with Andrew Ang, Min Wei: w12930
May 2006Stock and Bond Returns with Moody Investors
with Eric Engstrom, Steven R. Grenadier: w12247
Risk, Uncertainty and Asset Prices
with Eric Engstrom, Yuhang Xing: w12248
December 2005International Stock Return Comovements
with Robert J. Hodrick, Xiaoyan Zhang: w11906
August 2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
with Andrew Ang, Min Wei: w11538
June 2005Liquidity and Expected Returns: Lessons From Emerging Markets
with Campbell R. Harvey, Christian Lundblad: w11413
May 2005New-Keynesian Macroeconomics and the Term Structure
with Seonghoon Cho, Antonio Moreno: w11340
December 2004Global Growth Opportunities and Market Integration
with Campbell R. Harvey, Christian Lundblad, Stephan Siegel: w10990
June 2004Growth Volatility and Financial Liberalization
with Campbell R. Harvey, Christian Lundblad: w10560
November 2003How do Regimes Affect Asset Allocation?
with Andrew Ang: w10080
February 2003Market Integration and Contagion
with Campbell R. Harvey: w9510
February 2002Uncovered Interest Rate Parity and the Term Structure
with Min Wei, Yuhang Xing: w8795
April 2001Stock Return Predictability: Is it There?
with Andrew Ang: w8207
Does Financial Liberalization Spur Growth?
with Campbell R. Harvey, Christian Lundblad: w8245
July 2000Why Stocks May Disappoint
with Andrew Ang, Jun Liu: w7783
June 2000Emerging Equity Markets and Economic Development
with Campbell R. Harvey, Christian Lundblad: w7763
March 2000Expectations Hypotheses Tests
with Robert J. Hodrick: w7609
September 1999Stock and Bond Pricing in an Affine Economy
with Steven R. Grenadier: w7346
July 1999The Dynamics of Emerging Market Equity Flows
with Campbell R. Harvey, Robin L. Lumsdaine: w7219
April 1999Target Zones and Exchange Rates: An Empirical Investigation
with Stephen F. Gray: w5445
March 1999International Asset Allocation with Time-Varying Correlations
with Andrew Ang: w7056
January 1999Conditioning Information and Variance Bounds on Pricing Kernels
with Jun Liu: w6880
September 1998Dating the Integration of World Equity Markets
with Campbell R. Harvey, Robin L. Lumsdaine: w6724
July 1998Capital Flows and the Behavior of Emerging Market Equity Returns
with Campbell R. Harvey: w6669
April 1998Regime Switches in Interest Rates
with Andrew Ang: w6508
December 1997Foreign Speculators and Emerging Equity Markets
with Campbell R. Harvey: w6312
August 1997"Peso Problem" Explanations for Term Structure Anomalies
with Robert J. Hodrick, David A. Marshall: w6147
June 1997Emerging Equity Market Volatility
with Campbell R. Harvey: w5307
April 1997Asymmetric Volatility and Risk in Equity Markets
with Guojun Wu: w6022
October 1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
w4818
September 1996Diversification, Integration and Emerging Market Closed-End Funds
with Michael S. Urias: w4990
January 1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
with Robert J. Hodrick, David A. Marshall: t0191
August 1994Time-Varying World Market Integration
with Campbell R. Harvey: w4843
January 1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
with Robert J. Hodrick, David A. Marshall: w4624
August 1992Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
with Robert J. Hodrick: w3790
October 1991On Biases in the Measurement of Foreign Exchange Risk Premiums
with Robert J. Hodrick: w3861

Contact and additional information for this authorAll publicationsWorking Papers only

 
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