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Dating the integration of world equity markets
Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - In: Journal of financial economics 65 (2002) 2, pp. 203-247
Persistent link: https://www.econbiz.de/10001693005
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On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert - In: Journal of financial economics 44 (1997) 3, pp. 309-348
Persistent link: https://www.econbiz.de/10001224560
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Risk, uncertainty, and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - In: Journal of financial economics 91 (2009) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
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Informed traders and limit order markets
Goettler, Ronald L.; Parlour, Christine A.; Rajan, Uday - In: Journal of financial economics 93 (2009) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10003860112
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Hedging and competition
Liu, Tingjun; Parlour, Christine A. - In: Journal of financial economics 94 (2009) 3, pp. 492-507
Persistent link: https://www.econbiz.de/10003918738
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Hedging labor income risk
Betermier, Sebastian; Jansson, Thomas; Parlour, Christine A. - In: Journal of financial economics 105 (2012) 3, pp. 622-639
Persistent link: https://www.econbiz.de/10009667510
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Laying off credit risk : loan sales versus credit default swaps
Parlour, Christine A.; Winton, Andrew - In: Journal of financial economics 107 (2013) 1, pp. 25-45
Persistent link: https://www.econbiz.de/10009715182
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508
Persistent link: https://www.econbiz.de/10002878239
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Payment for order flow
Parlour, Christine A.; Rajan, Uday - In: Journal of financial economics 68 (2003) 3, pp. 379-411
Persistent link: https://www.econbiz.de/10001765581
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Asset Return Dynamics Under Habits and Bad-Environment Good-Environment Fundamentals
Bekaert, Geert - 2015
We introduce a "bad environment-good environment" (BEGE) technology for consumption growth in a consumption-based asset pricing model with external habit formation. The model generates realistic non-Gaussian features of consumption growth and fits standard salient features of asset prices...
Persistent link: https://www.econbiz.de/10013014179