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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

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

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

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

Macro risks and the term structure of interest rates

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

Persistent link: https://www.econbiz.de/10013259807

Bad Environments, Good Environments : A Non-Gaussian Asymmetric Volatility Model

Bekaert, Geert - 2014

We propose an extension of standard asymmetric volatility models in the generalized autoregressive conditional heteroskedasticity (GARCH) class that admits conditional non- Gaussianities in a tractable fashion. Our bad environment-good environment" (BEGE) model utilizes two gamma-distributed...

Persistent link: https://www.econbiz.de/10013062476