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Asymmetric volatility and risk in equity markets

Bekaert, Geert; Wu, Guojun - 1997

Persistent link: https://www.econbiz.de/10000627885

The contribution of speculators to effective financial markets

Bekaert, Geert; Garcia, Márcio Gomes Pinto; Harvey, … - 1995

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Risk, uncertainty and asset prices

Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006

Persistent link: https://www.econbiz.de/10003328114

Risk, uncertainty and asset prices

Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006

Persistent link: https://www.econbiz.de/10003395336

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

Risk, uncertainty, and asset prices

Bekaert, Geert (contributor); Engstrom, Eric (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003297329

Risk, uncertainty, and asset prices

Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2005

Persistent link: https://www.econbiz.de/10003173122

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

Special issue on the predictability of asset returns

Bekaert, Geert (contributor) - 2001

Persistent link: https://www.econbiz.de/10001655349

Risk, Uncertainty, and Asset Prices

Bekaert, Geert - 2011

We identify the relative importance of changes in the conditional variance of fundamentals (which we call "uncertainty") and changes in risk aversion in the determination of the term structure, equity prices, and risk premiums. Theoretically, we introduce persistent time-varying uncertainty...

Persistent link: https://www.econbiz.de/10013119372