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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

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

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

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

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

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

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

Macro Risks and the Term Structure of Interest Rates

Bekaert, Geert - 2019

We use non-Gaussian features in U.S. macroeconomic data to identify aggregate supply and demand shocks while imposing minimal economic assumptions. Macro risks represent the variables that govern the time-varying variance, skewness and higher-order moments of these two shocks, with "good"...

Persistent link: https://www.econbiz.de/10012899126