Similar Search Results - EconBiz

Characterizing predictable components in excess returns on equity and foreign exchange markets

Bekaert, Geert; Hodrick, Robert J. - 1991

Persistent link: https://www.econbiz.de/10000819728

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

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

Bekaert, Geert - 2009

The paper characterizes predictable components in excess rates of returns on major equity and foreign exchange markets using lagged excess returns, dividend yields, and forward premiums as instruments. Vector autoregressive techniques demonstrate one-step-ahead predictability and provide implied...

Persistent link: https://www.econbiz.de/10012767709

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

Bekaert, Geert - 1991

The paper characterizes predictable components in excess rates of returns on major equity and foreign exchange markets using lagged excess returns, dividend yields, and forward premiums as instruments. Vector autoregressive techniques demonstrate one-step-ahead predictability and provide implied...

Persistent link: https://www.econbiz.de/10012475210

Good carry, bad carry

Bekaert, Geert; Panayotov, George - 2019

Persistent link: https://www.econbiz.de/10012051703

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2013

(“uncertainty”), we find that a lax monetary policy decreases both risk aversion and uncertainty, with the former effect being …

Persistent link: https://www.econbiz.de/10011605610

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2012

(“uncertainty”), we find that a lax monetary policy decreases both risk aversion and uncertainty, with the former effect being …

Persistent link: https://www.econbiz.de/10011506749

Inflation risk and the inflation risk premium

Bekaert, Geert; Wang, Xiaozheng - In: Economic policy : a European forum 64 (2010), pp. 757-806

Persistent link: https://www.econbiz.de/10008798181

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2013

Persistent link: https://www.econbiz.de/10009766337

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - In: Journal of monetary economics 60 (2013) 7, pp. 771-788

Persistent link: https://www.econbiz.de/10010253070

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