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Growth volatility and financial liberalization
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - 2004
Persistent link: https://www.econbiz.de/10002119420
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Growth volatility and financial liberalization
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - In: Journal of international money and finance 25 (2006) 3, pp. 370-403
Persistent link: https://www.econbiz.de/10003336148
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Aggregate idiosyncratic volatiity
Bekaert, Geert; Walsh, Randall P.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10003979088
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Aggregate idiosyncratic volatility
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10008807675
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On the link between the volatility and skewness of growth
Bekaert, Geert; Popov, Alexander - 2012
Persistent link: https://www.econbiz.de/10009680928
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On the Link between the Volatility and Skewness of Growth
Bekaert, Geert - 2012
In a sample of 110 countries over the period 1960-2009, we document a positive relation between the volatility and … with recent theories of financial frictions. The positive relation between volatility and skewness in the cross-section is …
Persistent link: https://www.econbiz.de/10013097664
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Risk, Uncertainty and Monetary Policy in a Global World
Bekaert, Geert - 2020
Since the global financial crisis, there has been renewed interest in understanding how monetary policy shocks transmit across countries through risk variables, spurring a literature on the "global financial cycle." This paper studies how (conventional and unconventional) monetary policy shocks...
Persistent link: https://www.econbiz.de/10012834260
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On the Link between the Volatility and Skewness of Growth
Bekaert, Geert - 2018
In a sample of 110 countries over the period 1960–2009, we document a positive relation between the volatility and … volatility and skewness in panel data with country fixed effects in the top quartile of countries in terms of beginning …
Persistent link: https://www.econbiz.de/10012938656
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Growth Volatility and Financial Liberalization
Bekaert, Geert - 2012
variability. We show that financial liberalization is mostly associated with lower consumption growth volatility. Our results are … volatility after equity market openings. The results hold for both total and idiosyncratic consumption growth volatility. We also … find that financial liberalizations are associated with declines in the ratio of consumption growth volatility to GDP …
Persistent link: https://www.econbiz.de/10012755765
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Growth Volatility and Financial Liberalization
Bekaert, Geert - 2004
variability. We show that financial liberalization is mostly associated with lower consumption growth volatility. Our results are … volatility after equity market openings. The results hold for both total and idiosyncratic consumption growth volatility. We also … find that financial liberalizations are associated with declines in the ratio of consumption growth volatility to GDP …
Persistent link: https://www.econbiz.de/10012468133