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Risk, monetary policy and asset prices in a global world
Bekaert, Geert; Hoerova, Marie; Xu, Nancy - 2023
Persistent link: https://www.econbiz.de/10014325897
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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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Risk, monetary policy and asset prices in a global world
Bekaert, Geert; Hoerova, Marie; Xu, Nancy R. - 2023
We study how monetary policy and risk shocks affect asset prices in the US, the euro area, and Japan, differentiating between "traditional" monetary policy and communication events, each decomposed into "pure" and information shocks. Communication shocks from the US spill over to risk in the...
Persistent link: https://www.econbiz.de/10014483035
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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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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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Emerging equity market volatility
Bekaert, Geert; Harvey, Campbell R. - 1995
Persistent link: https://www.econbiz.de/10000928776
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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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Special issue on the predictability of asset returns
Bekaert, Geert (contributor) - 2001
Persistent link: https://www.econbiz.de/10001655349
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - 2001
Persistent link: https://www.econbiz.de/10001569416
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - In: The review of financial studies 13 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001475039