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Citations of
Geert Bekaert

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed.

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Working papers

  1. Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc [Downloadable!]

    1. Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.) [Downloadable!]

    2. Renatas Kizys & Christian Pierdzioch, 2004. "Business Cycle Fluctuations and International Financial Integration," Working Papers 1197, Kiel Institute for World Economics [Downloadable!]

  2. Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc [Downloadable!]

    1. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc [Downloadable!]

    2. Cheolbeom Park, . "Speculative Behavior and Heterogeneous Expectations: Theory and Evidence," Departmental Working Papers wp0205, National University of Singapore, Department of Economics [Downloadable!]

    3. Ravi Bansal & Varoujan Khatachtrian & Amir Yaron, 2002. "Interpretable Asset Markets?," NBER Working Papers 9383, National Bureau of Economic Research, Inc [Downloadable!]

    4. Hanno Lustig & Stijn Van Nieuwerburgh, 2002. "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics 0211008, Economics Working Paper Archive at WUSTL [Downloadable!]

    5. Malcolm Baker & Jeffrey Wurgler, 2003. "A Catering Theory of Dividends," NBER Working Papers 9542, National Bureau of Economic Research, Inc [Downloadable!]

    6. Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, (Mar). Federal Reserve Bank of San Francisco [Downloadable!]

    7. Andrew Ang & Angela Maddaloni, 2003. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers 9677, National Bureau of Economic Research, Inc [Downloadable!]

    8. John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc [Downloadable!]

    9. Jakob B. Madsen & E. Philip Davis, 2004. "Equity Prices, Productivity Growth, and the 'New Economy'," EPRU Working Paper Series 04-05, Economic Policy Research Unit (EPRU), University of Copenhagen [Downloadable!]

    10. L. Baele & R. Vander Vennet & A. Van Landschoot, 2004. "Bank Risk Strategies and Cyclical Variation in Bank Stock Returns," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/217, Ghent University, Faculty of Economics and Business Administration [Downloadable!]

  3. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2001. "Does Financial Liberalization Spur Growth?," NBER Working Papers 8245, National Bureau of Economic Research, Inc [Downloadable!]

    1. Narjess Boubakri & Jean-Claude Cosset & Omrance Guedhami, 2001. "Liberalization, Corporate Governance, and the Performance of Newly Privatized Firms," William Davidson Institute Working Papers Series 419, William Davidson Institute at the University of Michigan Business School [Downloadable!]

    2. Hali J. Edison & Michael W. Klein & Luca Ricci & Torsten Sloek, 2002. "Capital Account Liberalization and Economic Performance: Survey and Synthesis," NBER Working Papers 9100, National Bureau of Economic Research, Inc [Downloadable!]

    3. Robin Brooks & Marco Del Negro, 2002. "International stock returns and market integration: A regional perspective," Working Paper 2002-20, Federal Reserve Bank of Atlanta [Downloadable!]

    4. Joshua Aizenman, 2002. "Financial Opening: Evidence and Policy Options," NBER Working Papers 8900, National Bureau of Economic Research, Inc [Downloadable!]

    5. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2002. "Does Local Financial Development Matter?," NBER Working Papers 8923, National Bureau of Economic Research, Inc [Downloadable!]

    6. Thorsten Beck & Ross Levine, 2002. "Stock Markets, Banks, and Growth: Panel Evidence," NBER Working Papers 9082, National Bureau of Economic Research, Inc [Downloadable!]

    7. Philippe Martin & Helene Rey, 2002. "Financial Globalization and Emerging Markets: With or Without Crash?," NBER Working Papers 9288, National Bureau of Economic Research, Inc [Downloadable!]

    8. Himmelberg,C.P. & Hubbard,R.G. & Love,I., 2002. "Investment, protection, ownership, and the cost of capital," Working papers 25, Nationale Bank van Belgie [Downloadable!]

    9. Khang Min Lee, . "Optimal Financial Markets Liberalization," Departmental Working Papers wp0202, National University of Singapore, Department of Economics [Downloadable!]

    10. Peter Blair Henry, 2003. "Capital Account Liberalization, The Cost of Capital, and Economic Growth," NBER Working Papers 9488, National Bureau of Economic Research, Inc [Downloadable!]

    11. Samiran Chakraborty, 2002. "Aspects of Financial Reforms In the Presence of Product Market Imperfection," Working papers 105, Centre for Development Economics, Delhi School of Economics [Downloadable!]

    12. Daniela Klingebiel & Stijn Claessens & Sergio Schmukler, 2002. "Explaining the Migration of Stocks from Exchanges in Emerging Economies to International CentersMarch 25, 2002," Working Papers -- Domestic finance. Saving, financial systems, stock markets. 2816, World Bank [Downloadable!]

    13. Charles P. Himmelberg & R. Glenn Hubbard & Inessa Love, 2002. "Investor Protection, Ownership, and the Cost of CapitalApril 26, 2002," Working Papers -- Domestic finance. Saving, financial systems, stock markets. 2834, World Bank [Downloadable!]

    14. Aaron Tornell, . "Liberalization, Growth and Financial Crises (October 2003)," UCLA Economics Online Papers 276, UCLA Department of Economics [Downloadable!]

    15. Ross Levine, 2003. "More on finance and growth: more finance, more growth?," Review, (Jul) pp. 31-46. Federal Reserve Bank of St. Louis [Downloadable!]

    16. Ricardo M. Sousa, 2003. "Property of stocks and wealth effects on consumption," NIPE Working Papers 2/2003, NIPE - Universidade do Minho [Downloadable!]

    17. Peter Blair Henry & Peter Lombard Lorentzen, 2003. "Domestic Capital Market Reform and Access to Global Finance: Making Markets Work," NBER Working Papers 10064, National Bureau of Economic Research, Inc [Downloadable!]

    18. Romaine Ranciere & Aaron Tornell & Frank Westermann, 2003. "Crises and Growth: A Re-Evaluation," NBER Working Papers 10073, National Bureau of Economic Research, Inc [Downloadable!]

    19. Joshua Aizenman & Ilan Noy, 2003. "Endogenous Financial Openness: Efficiency and Political Economy Considerations," NBER Working Papers 10144, National Bureau of Economic Research, Inc [Downloadable!]

    20. Philip R. Lane and G.M. Milesi-Ferretti, 2003. "International Financial Integration," Trinity College Dublin Economic Papers 20031, Trinity College Dublin Economics Department [Downloadable!]

    21. Aaron Tornell & Frank Westermann & Lorenza Martinez, 2004. "The Positive Link Between Financial Liberalization, Growth and Crises," NBER Working Papers 10293, National Bureau of Economic Research, Inc [Downloadable!]

    22. Barry Eichengreen & Hans-Joachim Voth, 2003. "Symposium on capital controls," International Journal of Finance & Economics, Vol. 8 (3) pp. 185-187. John Wiley & Sons, Ltd.

    23. Anusha Chari & Peter Blair Henry, 2004. "Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations," NBER Working Papers 10318, National Bureau of Economic Research, Inc [Downloadable!]

    24. Flávio Vilela Vieira & Márcio Holland, 2003. "Foreign Liquidity, Economic Opening and Growth in Latin American Economies," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c58, ANPEC - Associação Nacional do Centros de Pos-graduação em Economia [Brazilian Association of Graduate Programs in Economics] [Downloadable!]

  4. Geert Bekaert & Robert J. Hodrick, 2000. "Expectations Hypotheses Tests," NBER Working Papers 7609, National Bureau of Economic Research, Inc [Downloadable!]

    1. Olga Kryukovskaya, . "Explaining the Term Structure of Interest Rates. The GKO Market from 1996 to 1998," EERC-Russia Working Paper Series 03-07e, EERC-Russia and CIS [Downloadable!]

  5. Andrew Ang & Geert Bekaert & Jun Liu, 2000. "Why Stocks May Disappoint," NBER Working Papers 7783, National Bureau of Economic Research, Inc [Downloadable!]

    1. Ang Andrew & Chen Joseph, 2002. "Asymmetric correlations of equity portfolios*1," Journal of Financial Economics, Vol. 63 (3) pp. 443-494. Elsevier [Downloadable!]

  6. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2000. "Emerging Equity Markets and Economic Development," NBER Working Papers 7763, National Bureau of Economic Research, Inc [Downloadable!]

    1. Raymond Fisman & Inessa Love, 2002. "Trade Credit, Financial Intermediary Development and Industry Growth," NBER Working Papers 8960, National Bureau of Economic Research, Inc [Downloadable!]

    2. Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," Working Paper Series in Economics and Finance 513, Stockholm School of Economics [Downloadable!]

    3. Vlachos, Jonas & Waldenström, Daniel, 2002. "International Financial Liberalization and Industry Growth," IUI Working Paper Series 586, The Research Institute of Industrial Economics [Downloadable!]

    4. Inessa Love, 2001. "Financial Development and Financing Constraints: International Evidence from the Structural Investment Model," Working Papers -- Domestic finance. Saving, financial systems, stock markets. 2694, World Bank [Downloadable!]

    5. Raymond Fisman & Inessa Love, 2001. "Trade Credit, Financial Intermediary Development, and Industry Growth," Working Papers -- Domestic finance. Saving, financial systems, stock markets. 2695, World Bank [Downloadable!]

  7. Geert Bekaert & Steven R. Grenadier, 1999. "Stock and Bond Pricing in an Affine Economy," NBER Working Papers 7346, National Bureau of Economic Research, Inc [Downloadable!]

    1. Francis Longstaff & Monika Piazzesi, 2003. "Corporate Earnings and the Equity Premium," NBER Working Papers 10054, National Bureau of Economic Research, Inc [Downloadable!]

  8. Geert Bekaert & Stephen F. Gray, 1999. "Target Zones and Exchange Rates: An Empirical Investigation," NBER Reprints 2218 (also Working Paper 5445 ), National Bureau of Economic Research, Inc

    1. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2003. "How Tight Should Central Bank’s Hands be Tied? Credibility, Volatility and the Optimal Band Width of a Target Zone," Economic Working Papers at centrA E2003/24, Fundación Centro de Estudios Andaluces [Downloadable!]

    2. Jesus Rodriguez Lopez & Hugo Rodriguez Mendizabal, 2003. "How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes," UFAE and IAE Working Papers 593.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) [Downloadable!]

  9. Andrew Ang & Geert Bekaert, 1999. "International Asset Allocation with Time-Varying Correlations," NBER Working Papers 7056, National Bureau of Economic Research, Inc [Downloadable!]

    1. Gregory R. Duffee, 2001. "Asymetric cross-sectional dispersion in stock returns: evidence and implications," Working Papers in Applied Economic Theory 2000-18, Federal Reserve Bank of San Francisco [Downloadable!]

    2. Zhenyu Wang & Asani Sarkar & Kai Li, 1999. "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports 89, Federal Reserve Bank of New York [Downloadable!]

    3. Cappiello,L. & Engle,R.F. & Sheppard,K., 2003. "Asymetric dynamics in the correlations of global equity and bond returns," Working paper series 204, European Central Bank [Downloadable!]

    4. Andrew Ang & Geert Bekaert & Jun Liu, 2000. "Why Stocks May Disappoint," NBER Working Papers 7783, National Bureau of Economic Research, Inc [Downloadable!]

    5. Graflund, Andreas & Nilsson, Birger, 2002. "Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon," Working Papers 2002:8, Lund University, Department of Economics

    6. LONGIN, François & SOLNIK, Bruno, 2000. "Extreme correlation of international equity markets," Les Cahiers de Recherche 705, Groupe HEC [Downloadable!]

    7. François, LONGIN & Bruno, SOLNIK, 1998. "Correlation Structure of International Equity Markets During Extremely Volatile Periods," Les Cahiers de Recherche 646, Groupe HEC [Downloadable!]

    8. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-059, New York University, Leonard N. Stern School of Business- [Downloadable!]

    9. Longstaff Francis A., 2000. "The term structure of very short-term rates: New evidence for the expectations hypothesis*1," Journal of Financial Economics, Vol. 58 (3) pp. 397-415. Elsevier [Downloadable!]

    10. Lynch Anthony W., 2001. "Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability*1," Journal of Financial Economics, Vol. 62 (1) pp. 67-130. Elsevier [Downloadable!]

  10. Geert Bekaert & Jun Liu, 1999. "Conditioning Information and Variance Bounds on Pricing Kernels," NBER Working Papers 6880, National Bureau of Economic Research, Inc [Downloadable!]

    1. Wayne E. Ferson & Andrew Siegel, 2002. "Stochastic Discount Factor Bounds with Conditioning Information," NBER Working Papers 8789, National Bureau of Economic Research, Inc [Downloadable!]

  11. Andrew Ang & Geert Bekaert, 1998. "Regime Switches in Interest Rates," NBER Working Papers 6508, National Bureau of Economic Research, Inc [Downloadable!]

    1. Andrew Ang & Monika Piazzesi, 2001. "A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables," NBER Working Papers 8363, National Bureau of Economic Research, Inc [Downloadable!]

    2. Martin Evans, 1998. "Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?," Finance 9809001, Economics Working Paper Archive at WUSTL [Downloadable!]

    3. Charles R. Nelson & Jeremy Piger & Eric Zivot, 2000. "Markov regime-switching and unit root tests," International Finance Discussion Papers 683, Board of Governors of the Federal Reserve System (U.S.) [Downloadable!]

    4. Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013A, Federal Reserve Bank of St. Louis [Downloadable!]

    5. Laurini, M. P. & Portugal, M. S., 2003. "Long Memory int the R$/US$ Exchange Rate: A Robust Analysis," Finance Lab Working Papers flwp_50, Finance Lab, Ibmec Business School (São Paulo) [Downloadable!]

    6. Laurini, M. P. & Portugal, M. S., 2003. "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers flwp_51, Finance Lab, Ibmec Business School (São Paulo) [Downloadable!]

    7. Ryan SULEIMANN, 2003. "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics 0307002, Economics Working Paper Archive at WUSTL Revised 18 Jul 2003. [Downloadable!]

    8. Ryan SULEIMANN, 2003. "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics 0307003, Economics Working Paper Archive at WUSTL Revised 18 Jul 2003. [Downloadable!]

    9. Ryan SULEIMANN, 2003. "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics 0307004, Economics Working Paper Archive at WUSTL Revised 18 Jul 2003. [Downloadable!]

    10. Andrew Ang & Geert Bekaert, 1998. "Regime Switches in Interest Rates," NBER Working Papers 6508, National Bureau of Economic Research, Inc [Downloadable!]

    11. Longstaff Francis A., 2000. "The term structure of very short-term rates: New evidence for the expectations hypothesis*1," Journal of Financial Economics, Vol. 58 (3) pp. 397-415. Elsevier [Downloadable!]

  12. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc [Downloadable!]

    1. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors before and during a Crisis," CID Working Papers 6, Center for International Development at Harvard University [Downloadable!]

    2. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc [Downloadable!]

    3. Philippe Bacchetta & Eric van Wincoop, 1998. "Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility," NBER Working Papers 6530, National Bureau of Economic Research, Inc [Downloadable!]

    4. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta [Downloadable!]

    5. J. Benson Durham, 2003. "Foreign portfolio investment, foreign bank lending, and economic growth," International Finance Discussion Papers 757, Board of Governors of the Federal Reserve System (U.S.) [Downloadable!]

    6. Choe Hyuk & Kho Bong-Chan & Stulz Rene M., 1999. "Do foreign investors destabilize stock markets? The Korean experience in 1997*1," Journal of Financial Economics, Vol. 54 (2) pp. 227-264. Elsevier [Downloadable!]

  13. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. ""Peso Problem" Explanations for Term Structure Anomalies," NBER Working Papers 6147, National Bureau of Economic Research, Inc [Downloadable!]

    1. David S. Bates, 1999. "Financial Markets' Assessment of EMU," NBER Working Papers 6874, National Bureau of Economic Research, Inc [Downloadable!]

    2. Michael Gordon, 2003. "Estimates of time-varying term premia for New Zealand and Australia," Reserve Bank of New Zealand Discussion Paper Series DP2003/06, Reserve Bank of New Zealand [Downloadable!]

    3. Marvin Goodfriend, 1998. "Using the term structure of interest rates for monetary policy," Economic Quarterly, (Sum) pp. 13-30. Federal Reserve Bank of Richmond [Downloadable!]

  14. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," William Davidson Institute Working Papers Series 79, William Davidson Institute at the University of Michigan Business School [Downloadable!]

    1. Scott,A. & Uhlig,H., 1998. "Fickle investors : an impediment to growth?," Discussion Paper 134, Tilburg University, Center for Economic Research [Downloadable!]

    2. Davide Lombardo & Marco Pagano, 1999. "Law and Equity Markets: a Simple Model," CSEF Working Papers 25, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy [Downloadable!]

    3. Davide Lombardo & Marco Pagano, 1999. "Legal Determinants of the Return on Equity," CSEF Working Papers 24, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy Revised 01 Dec 2000. [Downloadable!]

    4. P Martin & H Rey, 2000. "Financial Super-Markets: Size Matters for Asset Trade," CEP Discussion Papers 0450, Centre for Economic Performance, LSE [Downloadable!]

  15. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Reprints 2134 (also Working Paper 5307 ), National Bureau of Economic Research, Inc

    1. Fratzscher,M., 2001. "Financial market integration in Europe : on the effects of EMU on stock markets," Working paper series 48, European Central Bank [Downloadable!]

    2. Geert Bekaert & Guojun Wu, 1997. "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers 6022, National Bureau of Economic Research, Inc [Downloadable!]

    3. Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc [Downloadable!]

    4. Raul Susmel & Ramon Rabinovitch & Ana Silva, 2000. "Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina," CEMA Working Papers 171, Universidad del CEMA [Downloadable!]

    5. Geert Bekaert & Robert J. Hodrick, 2000. "Expectations Hypotheses Tests," NBER Working Papers 7609, National Bureau of Economic Research, Inc [Downloadable!]

    6. Aamir R. Hashmi & Anthony S. Tay, 2001. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Departmental Working Papers wp0116, National University of Singapore, Department of Economics [Downloadable!]

    7. Harris Dellas & Martin K. Hess, 2000. "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers 00.06, Swiss National Bank, Study Center Gerzensee [Downloadable!]

    8. Maurizio Michael Habib, 2002. "Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe," International Finance 0209004, Economics Working Paper Archive at WUSTL [Downloadable!]

    9. Harris Dellas & Martin K. Hess, 2002. "Financial development and stock returns: A cross country analysis," Diskussionsschriften dp0218, Universitat Bern, Volkswirtschaftliches Institut [Downloadable!]

    10. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO [Downloadable!]

    11. Jon Wongswan, 2003. "Transmission of information across international equity markets," International Finance Discussion Papers 759, Board of Governors of the Federal Reserve System (U.S.) [Downloadable!]

    12. M. Kabir Hassan & Anisul M. Islam & Syed Basher, 2003. "Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market," Finance 0310015, Economics Working Paper Archive at WUSTL [Downloadable!]

    13. Luis Servén & Rui Albuquerque & Norman Loayza, 2003. "World Market Integration through the Lens of Foreign Direct InvestorsMay 20, 2003," Working Papers -- International Economics. Trade, capital flows. 3060, World Bank [Downloadable!]

    14. Gregory C. Chow, 2003. "A Time-Series Analysis of the Shanghai and New York Stock Price Indices," General Economics and Teaching 0306008, Economics Working Paper Archive at WUSTL [Downloadable!]

    15. Barry Eichengreen & Hui Tong, 2003. "Stock Market Volatility and Monetary Policy: What the Historical Record Shows," RBA Annual Conference Volume 2003-07, Reserve Bank of Australia [Downloadable!]

    16. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Working Papers 03-8, Aarhus School of Business, Department of Finance [Downloadable!]

    17. L. Baele & R. Vander Vennet & A. Van Landschoot, 2004. "Bank Risk Strategies and Cyclical Variation in Bank Stock Returns," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/217, Ghent University, Faculty of Economics and Business Administration [Downloadable!]

    18. Baele, L., 2003. "Volatility spillover effects in European equity markets," Discussion Paper 114, Tilburg University, Center for Economic Research [Downloadable!]

    19. Ang Andrew & Chen Joseph, 2002. "Asymmetric correlations of equity portfolios*1," Journal of Financial Economics, Vol. 63 (3) pp. 443-494. Elsevier [Downloadable!]

    20. Bekaert Geert & Harvey Campbell R. & Lumsdaine Robin L., 2002. "Dating the integration of world equity markets*1," Journal of Financial Economics, Vol. 65 (2) pp. 203-247. Elsevier [Downloadable!]

    21. Sun Qian & Tong Wilson H. S., 2003. "China share issue privatization: the extent of its success*1," Journal of Financial Economics, Vol. 70 (2) pp. 183-222. Elsevier [Downloadable!]

  16. Geert Bekaert & Guojun Wu, 1997. "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers 6022, National Bureau of Economic Research, Inc [Downloadable!]

    1. Fratzscher,M., 2001. "Financial market integration in Europe : on the effects of EMU on stock markets," Working paper series 48, European Central Bank [Downloadable!]

    2. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc [Downloadable!]

  17. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," NBER Working Papers 6312, National Bureau of Economic Research, Inc [Downloadable!]

    1. Scott,A. & Uhlig,H., 1998. "Fickle investors : an impediment to growth?," Discussion Paper 134, Tilburg University, Center for Economic Research [Downloadable!]

    2. Davide Lombardo & Marco Pagano, 1999. "Law and Equity Markets: a Simple Model," CSEF Working Papers 25, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy [Downloadable!]

    3. Davide Lombardo & Marco Pagano, 1999. "Legal Determinants of the Return on Equity," CSEF Working Papers 24, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy Revised 01 Dec 2000. [Downloadable!]

    4. P Martin & H Rey, 2000. "Financial Super-Markets: Size Matters for Asset Trade," CEP Discussion Papers 0450, Centre for Economic Performance, LSE [Downloadable!]

  18. Geert Bekaert & Michael S. Urias, 1996. "Diversification, Integration and Emerging Market Closed-End Funds," NBER Reprints 2066 (also Working Paper 4990 ), National Bureau of Economic Research, Inc

    1. Patrick F. Rowland & Linda L. Tesar, 1998. "Multinationals and the Gains from International Diversification," NBER Working Papers 6733, National Bureau of Economic Research, Inc [Downloadable!]

  19. Geert Bekaert, 1996. "The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective," NBER Reprints 2080 (also Working Paper 4818 ), National Bureau of Economic Research, Inc

    1. Mario Crucini & Chris Telmer & Marios Zachariadis, . "Understanding European Real Exchange Rates," GSIA Working Papers 227, Carnegie Mellon University, Graduate School of Industrial Administration [Downloadable!]

    2. Michael B. Devereux & Charles Engel, 2002. "Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect," NBER Working Papers 8858, National Bureau of Economic Research, Inc [Downloadable!]

    3. Geert Bekaert, 1996. "The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective," NBER Reprints 2080 (also Working Paper 4818 ), National Bureau of Economic Research, Inc

    4. M.B. Devereux & Ch. Engel, 2003. "Exchange Rate Pass-Through, Exchange Rate Volatility, and ExchangeRate Disconnect," DNB Staff Reports 77, Netherlands Central Bank [Downloadable!]

  20. Geert Bekaert & Robert J. Hodrick, 1992. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Reprints 1745 (also Working Paper 3790 ), National Bureau of Economic Research, Inc

    1. Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000. "The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test," Boston College Working Papers in Economics 464, Boston College Department of Economics [Downloadable!]

    2. Christopher F. Baum & John Barkoulas, 2001. "Dynamics of Intra-EMS Interest Rate Linkages," Boston College Working Papers in Economics 492, Boston College Department of Economics Revised 04 May 2004. [Downloadable!]

    3. Andrew Ang & Geert Bekaert, 1998. "Regime Switches in Interest Rates," NBER Working Papers 6508, National Bureau of Economic Research, Inc [Downloadable!]

    4. Mario Crucini & Chris Telmer & Marios Zachariadis, . "Understanding European Real Exchange Rates," GSIA Working Papers 227, Carnegie Mellon University, Graduate School of Industrial Administration [Downloadable!]

    5. Thomas Tallarini & Harold Zhang, . "External Habit and the Cyclicality of Expected Stock Returns," GSIA Working Papers 1997-26, Carnegie Mellon University, Graduate School of Industrial Administration [Downloadable!]

    6. Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc [Downloadable!]

    7. Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc [Downloadable!]

    8. Markus Leippold & Liuren Wu, 1999. "The Potential Approach to Bond and Currency Pricing," Finance 9903004, Economics Working Paper Archive at WUSTL [Downloadable!]

    9. Robert J. Hodrick & David Tat-Chee Ng & Paul Sengmueller, 1999. "An International Dynamic Asset Pricing Model," NBER Working Papers 7157, National Bureau of Economic Research, Inc [Downloadable!]

    10. Sylvain Leduc, 2000. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Working Papers 00-3, Federal Reserve Bank of Philadelphia [Downloadable!]

    11. Blake LeBaron, 1996. "Technical Trading Rule Profitability and Foreign Exchange Intervention," NBER Working Papers 5505, National Bureau of Economic Research, Inc [Downloadable!]

    12. G. Andrew Karolyi & Rene M. Stulz, 2002. "Are Financial Assets Priced Locally or Globally?," NBER Working Papers 8994, National Bureau of Economic Research, Inc [Downloadable!]

    13. Christopher Neely & Paul Weller, 1999. "Predictability in international asset returns: a reexamination," Working Papers 97-010D, Federal Reserve Bank of St. Louis [Downloadable!]

    14. Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series 98-06, Department of Economics, UC San Diego [Downloadable!]

    15. Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, Economics Working Paper Archive at WUSTL [Downloadable!]

    16. Geert Bekaert & Robert J. Hodrick, 1992. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Reprints 1745 (also Working Paper 3790 ), National Bureau of Economic Research, Inc

    17. Christopher F Baum & John Barkoulas, 2002. "Dynamics of Intra-EMS Interest Rate Linkages," Computing in Economics and Finance 2002 13, Society for Computational Economics [Downloadable!]

    18. Nelson C. Mark & Yangru Wu, 1996. "Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity," Working Papers 014, Ohio State University, Department of Economics [Downloadable!]

    19. Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics [Downloadable!]


Articles

  1. Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad, 2003. "Equity market liberalization in emerging markets," Review, (Jul) pp. 53-74. Federal Reserve Bank of St. Louis [Downloadable!]

    1. Philip E. Strahan, 2003. "The real effects of U.S. banking deregulation," Review, (Jul) pp. 111-128. Federal Reserve Bank of St. Louis [Downloadable!]

  2. Ang, Andrew & Bekaert, Geert, 2002. "Regime Switches in Interest Rates," Journal of Business and Economic Statistics, Vol. 20 (2) pp. 163-82. American Statistical Association

    1. Sean D. Campbell, 2002. "Specification Testing and Semiparametric Estimation of Regime Switching Models: An Examination of the US Short Term Interest Rate," Working Papers 2002-26, Brown University, Department of Economics [Downloadable!]

    2. Andrew Ang & Monika Piazzesi & Min Wei, 2003. "What does the yield curve tell us about GDP growth?," Proceedings, (Mar). Federal Reserve Bank of San Francisco [Downloadable!]

    3. Andrew Ang & Geert Bekaert, 2003. "How do Regimes Affect Asset Allocation?," NBER Working Papers 10080, National Bureau of Economic Research, Inc [Downloadable!]

    4. Baele, L., 2003. "Volatility spillover effects in European equity markets," Discussion Paper 114, Tilburg University, Center for Economic Research [Downloadable!]

  3. Bekaert, Geert, 1996. "The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective," Review of Financial Studies, Vol. 9 (2) pp. 427-70. Oxford University Press for Society for Financial Studies [Downloadable!]

    1. Bekaert, Geert, 1996. "The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective," Review of Financial Studies, Vol. 9 (2) pp. 427-70. Oxford University Press for Society for Financial Studies [Downloadable!]

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This page was last updated on 2004-6-10.


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