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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Bekaert, Geert"
~subject:"CAPM"
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Bekaert, Geert
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ECONIS (ZBW)
7
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1
The time variation of
risk
and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert
-
1994
Persistent link: https://www.econbiz.de/10000912810
Saved in:
2
The determinants of stock and bond return comovements
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
-
2009
Persistent link: https://www.econbiz.de/10003875843
Saved in:
3
International stock return comovements
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2005
Persistent link: https://www.econbiz.de/10003273701
Saved in:
4
The implications of first-order
risk
aversion for asset market
risk
premiums
Bekaert, Geert
-
1994
Persistent link: https://www.econbiz.de/10000885945
Saved in:
5
Asset return dynamics under bad environment good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
-
2009
Persistent link: https://www.econbiz.de/10003872301
Saved in:
6
Stock and bond pricing in an affine economy
Bekaert, Geert
;
Grenadier, Steven R.
-
1999
Persistent link: https://www.econbiz.de/10001417249
Saved in:
7
Conditioning information and variance bounds on pricing kernels
Bekaert, Geert
;
Liu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001355784
Saved in:
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