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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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International asset allocation with regime shifts
Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
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Variance Risk in Global Markets
Bekaert, Geert - 2020
Innovations in volatility constitute a potentially important asset pricing risk factor that can be tested using the …
Persistent link: https://www.econbiz.de/10012848035
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
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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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The behavior of emerging market returns
Bekaert, Geert; Erb, Claude B.; Harvey, Campbell R.; … - In: Emerging market capital flows : proceedings of a …, (pp. 107-173). 1998
Persistent link: https://www.econbiz.de/10001395719
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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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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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Emerging equity market volatility
Bekaert, Geert; Harvey, Campbell R. - 1995
Persistent link: https://www.econbiz.de/10000928776