Narrow search
Showing 1 - 10 of 276
Cover Image
Forecasting international stock market variances
Bekaert, Geert; Xu, Nancy; Ye, Tiange - 2024
Persistent link: https://www.econbiz.de/10014536734
Cover Image
Risk, monetary policy and asset prices in a global world
Bekaert, Geert; Hoerova, Marie; Xu, Nancy R. - 2023
. Communication shocks from the US spill over to risk in the euro area and vice versa, but traditional US shocks show no spillover …
Persistent link: https://www.econbiz.de/10014483035
Cover Image
The Global Crisis and Equity Market Contagion
Bekaert, Geert - 2014
We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...
Persistent link: https://www.econbiz.de/10013059842
Cover Image
Risk, monetary policy and asset prices in a global world
Bekaert, Geert; Hoerova, Marie; Xu, Nancy - 2023
Persistent link: https://www.econbiz.de/10014325897
Cover Image
The global crisis and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2014
We analyze the transmission of the financial crisis of 2007 to 2009 to 415 country-industry equity portfolios. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of contagion. While we find evidence of...
Persistent link: https://www.econbiz.de/10010229208
Cover Image
The global crisis and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2597-2649
Persistent link: https://www.econbiz.de/10010502200
Cover Image
Market Integration and Contagion
Bekaert, Geert - 2010
to providing new insights on contagion during crisis periods, we document patterns through time in world and regional … market integration and measure the proportion of volatility driven by global, regional, and local factors …
Persistent link: https://www.econbiz.de/10012762856
Cover Image
Market Integration and Contagion
Bekaert, Geert - 2003
to providing new insights on contagion during crisis periods, we document patterns through time in world and regional … market integration and measure the proportion of volatility driven by global, regional, and local factors …
Persistent link: https://www.econbiz.de/10012469193
Cover Image
Global crises and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2011
Persistent link: https://www.econbiz.de/10009230215
Cover Image
Global crises and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2011
Persistent link: https://www.econbiz.de/10009260147