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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - In: The review of financial studies 23 (2010) 6, pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044
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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - 2007
Persistent link: https://www.econbiz.de/10003556922
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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - 2009
Persistent link: https://www.econbiz.de/10003875843
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The Determinants of Stock and Bond Return Comovements
Baele, Lieven - 2011
We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We …
Persistent link: https://www.econbiz.de/10013132852
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The Determinants of Stock and Bond Return Comovements
Baele, Lieven - 2010
We study the economic sources of stock-bond return comovements and its time variation using a dynamic factor model. We …
Persistent link: https://www.econbiz.de/10013151357
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The Determinants of Stock and Bond Return Comovements
Baele, Lieven - 2009
We study the economic sources of stock-bond return comovements and its time variation using a dynamic factor model. We …
Persistent link: https://www.econbiz.de/10012463390
Cover Image
The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - 2007
We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We …
Persistent link: https://www.econbiz.de/10011617371
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Capital flows and the behavior of emerging market equity returns
Bekaert, Geert; Harvey, Campbell R. - In: Capital flows and the emerging economies : theory, …, (pp. 159-194). 2000
Persistent link: https://www.econbiz.de/10001534794
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Capital flows and the behavior of emerging market equity returns
Bekaert, Geert; Harvey, Campbell R. - 1998
Persistent link: https://www.econbiz.de/10009538851