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The determinants of stock and bond return comovements

Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - In: The review of financial studies 23 (2010) 6, pp. 2374-2428

Persistent link: https://www.econbiz.de/10003976044

Liquidity and expected returns : lessons from emerging markets

Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - In: The review of financial studies 20 (2007) 6, pp. 1783-1831

Persistent link: https://www.econbiz.de/10003621249

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707

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Asymmetric volatility and risk in equity markets

Bekaert, Geert; Wu, Guojun - In: The review of financial studies 13 (2000) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10001475039

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

Expectations and volatility of consumption and asset returns

Kandel, Shmuel - In: The review of financial studies 3 (1990) 2, pp. 207-232

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Good Carry, Bad Carry

Bekaert, Geert - 2018

We distinguish between ”good” and ”bad” carry trades constructed from G-10 currencies. The good trades exhibit higher Sharpe ratios and sometimes positive return skewness, in contrast to the bad trades that have both substantially lower Sharpe ratios and highly negative return skewness....

Persistent link: https://www.econbiz.de/10012937298