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Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 467-509
Persistent link: https://www.econbiz.de/10001128131
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The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert - In: The review of financial studies 9 (1996) 2, pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
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Emerging equity market volatility
Bekaert, Geert - In: Journal of financial economics 43 (1997) 1, pp. 29-77
Persistent link: https://www.econbiz.de/10001213778
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Time-varying world market integration
Bekaert, Geert - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 403-444
Persistent link: https://www.econbiz.de/10001184815
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The time variation of expected returns and volatility in foreign-exchange markets
Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
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Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of econometrics 186 (2015) 1, pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
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Asset return dynamics under habits and bad environment-good environment fundamentals
Bekaert, Geert; Engstrom, Eric - In: Journal of political economy 125 (2017) 3, pp. 713-760
Persistent link: https://www.econbiz.de/10011753819
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Special issue on the predictability of asset returns
Bekaert, Geert (contributor) - 2001
Persistent link: https://www.econbiz.de/10001655349
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The dynamics of emerging market equity flows
Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - In: Journal of international money and finance 21 (2002) 3, pp. 295-350
Persistent link: https://www.econbiz.de/10001673152