Detail

Professor Bekaert teaches courses on international finance, empirical asset pricing and investments. His research focus is international finance, with a particular interest in foreign exchange market efficiency, exchange rate determination and international and emerging equity markets. He is also interested in portfolio management. He is an associate editor of the Journal of Financial and Quantitative Analysis, the Journal of Finance, the Emerging Markets Review and the Pacific Basin Finance Journal and is coeditor of the Journal of Empirical Finance. Bekaert is also a research associate at the National Bureau of Economic Research.

• Fall 2009
  Investment & Wealth Management
  
• Fall 2008
  Investment & Wealth Management
  
• Fall 2007
  Investment & Wealth Management
  
• Fall 2006
  Investment & Wealth Management
  

Risk, Uncertainty, and Asset Prices In Journal of Financial Economics (2009) Coauthor(s): Geert Bekaert, Eric Engstrom, Yuhang Xing

Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? In Journal of Monetary Economics (2007) Coauthor(s): Geert Bekaert, Andrew Ang, Min Wei

Liquidity and Expected Returns: Lessons from Emerging Markets In Review of Financial Studies (2007) Coauthor(s): Geert Bekaert, Campbell Harvey, Christian Lundblad

Stock Return Predictability: Is It There? In Review of Financial Studies (2007) Coauthor(s): Geert Bekaert, Andrew Ang

Does Financial Liberalization Spur Growth? In Journal of Financial Economics (2005) Coauthor(s): Geert Bekaert, Campbell Harvey, Christian Lundblad

Why Stocks May Disappoint In Journal of Financial Economics (2005) Coauthor(s): Geert Bekaert, Andrew Ang, Edward Prescott

Market Integration and Contagion In Journal of Business (2005) Coauthor(s): Geert Bekaert, Campbell Harvey, Angela Ng

Conditioning Information and Variance Bounds on Pricing Kernels In Review of Financial Studies (2004) Coauthor(s): Geert Bekaert, Jun Liu

How do Regimes Affect Asset Allocation? In Financial Analysts Journal (2004) Coauthor(s): Geert Bekaert, Andrew Ang

Emerging Markets Finance In Journal of Empirical Finance (2003) Coauthor(s): Geert Bekaert, Campbell Harvey

Dating the Integration of World Equity Markets In Journal of Financial Economics (2002) Coauthor(s): Geert Bekaert, Campbell Harvey, Robin Lumsdaine

Research in Emerging Markets Finance: Looking to the Future In Emerging Markets Review (2002) Coauthor(s): Geert Bekaert, Campbell Harvey

The Dynamics of Emerging Market Equity Flows In Journal of International Money and Finance (2002) Coauthor(s): Geert Bekaert, Campbell Harvey, Robin Lumsdaine

On Biases in Tests of the Expectation Hypothesis of the Term Structure of Interest Rates In Journal of Financial Economics (1997) Coauthor(s): Geert Bekaert, Robert Hodrick, David Marshall

Time-Varying World Market Integration In Journal of Finance (1995) Coauthor(s): Geert Bekaert, Campbell Harvey

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets In Journal of Finance (1992) Coauthor(s): Geert Bekaert, Robert Hodrick

International Financial Management In (2008) Coauthor(s): Geert Bekaert, Robert Hodrick

Asset Return Dynamics under Bad Environment-Good Environment Fundamentals In (2009) Coauthor(s): Geert Bekaert, Eric Engstrom

Home Bias Revisited In (2009) Coauthor(s): Geert Bekaert, Xiaozheng Wang

What Segments Equity Markets? In (2008) Coauthor(s): Geert Bekaert, Campbell Harvey, Christian Lundblad, Stephan Siegel

Is There a Trend in Idiosyncratic Volatility? In Working Paper (2008) Coauthor(s): Geert Bekaert, Robert Hodrick, Xiaoyan Zhang

Inflation and the Stock Market: Understanding the "Fed Model" In (2008) Coauthor(s): Geert Bekaert, Eric Engstrom

The Determinants of Stock and Bond Return Comovements In Working paper (2007) Coauthor(s): Lieven Baele, Geert Bekaert, Koen Inghelbrecht

New-Keynesian Macroeconomics and the Term Structure In Working paper (2006) Coauthor(s): Geert Bekaert, Seonghoon Cho, Antonio Moreno

The Term Structure of Real Rates and Expected Inflation In Working paper (2006) Coauthor(s): Geert Bekaert, Andrew Ang

Global Growth Opportunities and Market Integration In Working paper (2004) Coauthor(s): Geert Bekaert, Campbell Harvey, Christian Lundblad, Stephan Siegel

Growth Volatility and Financial Liberalization In Working paper (2004) Coauthor(s): Geert Bekaert, Campbell Harvey, Christian Lundblad

Stock and Bond Returns with Moody Investors In Working paper (2004) Coauthor(s): Geert Bekaert, Eric Engstrom, Steven Grenadier

Stock and Bond Pricing in an Affine Economy In Working paper (2001) Coauthor(s): Geert Bekaert, Steven Grenadier

Uncovered Interest Rate Parity and the Term Structure In Working paper (2001) Coauthor(s): Geert Bekaert, Min Wei, Yuhang Xing

International Stock Return Comovements In Journal of Finance (2008) Coauthor(s): Geert Bekaert, Robert Hodrick, Xiaoyan Zhang