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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1994
Persistent link: https://www.econbiz.de/10000903980
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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
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert - 1994
Persistent link: https://www.econbiz.de/10000885945
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000953922
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Foreign speculators and emerging equity markets
Bekaert, Geert; Harvey, Campbell R. - 1997
Persistent link: https://www.econbiz.de/10000983929
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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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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Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Liu, Jun - 1999
Persistent link: https://www.econbiz.de/10001355784
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662