Narrow search
Showing 1 - 10 of 179
Cover Image
The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert - In: The review of financial studies 9 (1996) 2, pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
Cover Image
Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
Cover Image
Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - 2000
Persistent link: https://www.econbiz.de/10001462130
Cover Image
Expectations Hypotheses Tests
Bekaert, Geert - 2000
. In addition to standard Wald tests, we formulate Lagrange Multiplier and Distance Metric tests which require estimation … under the non-linear constraints of the null hypotheses. Estimation under the null is achieved by iterating on approximate …
Persistent link: https://www.econbiz.de/10012471161
Cover Image
Expectations Hypotheses Tests
Bekaert, Geert; Hodrick, Robert J. - 2021
. In addition to standard Wald tests, we formulate Lagrange Multiplier and Distance Metric tests which require estimation … under the non-linear constraints of the null hypotheses. Estimation under the null is achieved by iterating on approximate …
Persistent link: https://www.econbiz.de/10013232893
Cover Image
Risk and return in international corporate bond markets
Bekaert, Geert; De Santis, Roberto A. - In: Journal of international financial markets, … 72 (2021), pp. 1-32
Persistent link: https://www.econbiz.de/10012801548
Cover Image
Market integration and contagion
Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - In: The journal of business : B 78 (2005) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10002827392
Cover Image
Market integration and contagion
Bekaert, Geert; Harvey, Campbell R.; Ng, Angela - 2003
Persistent link: https://www.econbiz.de/10001738796
Cover Image
Market Integration and Contagion
Bekaert, Geert - 2010
Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals; however, there is considerable disagreement regarding the definitions of the fundamentals, how the fundamentals might differ across countries, and the mechanisms that link the...
Persistent link: https://www.econbiz.de/10012762856
Cover Image
Market Integration and Contagion
Bekaert, Geert - 2003
Contagion is usually defined as correlation between markets in excess of what would be implied by economic fundamentals; however, there is considerable disagreement regarding the definitions of the fundamentals, how the fundamentals might differ across countries, and the mechanisms that link the...
Persistent link: https://www.econbiz.de/10012469193