Geert Bekaert

Leon G. Cooperman Professor of Finance and Economics

Finance and Economics

BA, University of Ghent, 1986; PhD, Northwestern, 1992

Joined CBS in 1999

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Geert Bekaert

Office
411 Uris

Phone
212-854-9156

E-mail
gb241@columbia.edu

Fax
212-316-9180

Teaching and research interest

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.

Journal articles

The European Union, the Euro and Equity Market Integration In Working paper (2013)
Author(s): Geert Bekaert, Campbell Harvey, Christian Lundblad, Stephan Siegel

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Aggregate Idiosyncratic Volatility In Journal of Financial and Quantitative Analysis (2012)
Author(s): Geert Bekaert, Robert Hodrick, Xiaoyan Zhang

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Financial Openness and Productivity In World Development (2011)
Author(s): Geert Bekaert, Campbell Harvey, Christian Lundblad

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What Segments Equity Markets? In Reviewof Financial Studies (2011)
Author(s): Geert Bekaert, Campbell Harvey, Christian Lundblad, Stephan Siegel

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Stock and Bond Returns with Moody Investors In Journal of Empirical Finance (2010)
Author(s): Geert Bekaert, Eric Engstrom, Steven Grenadier

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Inflation and the Inflation Risk Premium In Economic Policy (2010)
Author(s): Geert Bekaert, Xiaozheng Wang

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New Keynesian Macroeconomics and the Term Structure In Journal of Money, Credit and Banking (2010)
Author(s): Geert Bekaert, Seonghoon Cho, Antonio Moreno

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Inflation and the Stock Market: Understanding the 'Fed Model' In Journal of Monetary Economics (2010)
Author(s): Geert Bekaert, Eric Engstrom

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The Determinants of Stock and Bond Return Comovements In Review of Financial Studies (2010)
Author(s): Lieven Baele, Geert Bekaert, Koen Inghelbrecht

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International Stock Return Comovements In Journal of Finance (2009)
Author(s): Geert Bekaert, Robert Hodrick, Xiaoyan Zhang

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

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

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

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

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Uncovered Interest Rate Parity and the Term Structure In Journal of International Money and Finance (2007)
Author(s): Geert Bekaert, Min Wei, Yuhang Xing

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

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Why Stocks May Disappoint In Journal of Financial Economics (2005)
Author(s): Geert Bekaert, Andrew Ang, Jun Liu

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

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

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

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

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

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

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

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

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

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

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CaseWorks

Valuing Currency Management: TOM vs. U.S. Commerce Bank: Spring 2012
Author(s): Geert Bekaert

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Books

International Financial Management (2012)
Author(s): Geert Bekaert, Robert Hodrick

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

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Working Papers

Bad Environments, Good Environments: A Non-Gaussian Asymmetric Volatility Model (2013)
Author(s): Geert Bekaert, Eric Engstrom

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Emerging Equity Markets in a Globalizing World (2013)
Author(s): Geert Bekaert, Campbell Harvey

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Risk, Uncertainty and Monetary Policy Working paper (2013)
Author(s): Geert Bekaert, Marie Hoerova, Marco Lo Duca

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Macroeconomic Regimes Working paper (2011)
Author(s): Lieven Baele, Geert Bekaert, Seonghoon Cho, Koen Inghelbrecht, Antonio Moreno

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Inflation Risk and the Inflation Risk Premium (2010)
Author(s): Geert Bekaert, Xiaozheng Wang

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Stock and Bond Returns with Moody Investors Working paper (2010)
Author(s): Geert Bekaert, Eric Engstrom, Steven Grenadier

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Globalization and Asset Prices Working paper (2009)
Author(s): Geert Bekaert, Xiaozheng Wang

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

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Financial Openness and Productivity NBER Working Paper No. 14843 (2009)
Author(s): Geert Bekaert, Campbell Harvey, Christian Lundblad

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

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

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

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

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

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Forthcoming Articles

Political Risk Spreads In Journal of International Business Studies (2014)
Author(s): Geert Bekaert, Campbell Harvey, Christian Lundblad, Stephan Siegel

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The VIX, the Variance Premium and Stock Market Volatility In Journal of Econometrics (2014)
Author(s): Geert Bekaert, Marie Hoerova

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Global Crises and Equity Market Contagion In Journal of Finance (2012)
Author(s): Geert Bekaert, Michael Ehrmann, Marcel Fratzscher, Arnaud Mehl

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