Geert Bekaert
Leon G. Cooperman Professor of Finance and Economics
BA, University of Ghent, 1986; PhD, Northwestern, 1992
Year joined: 1999
E-mail: gb241@columbia.edu
Journal articles
"Aggregate Idiosyncratic Volatility"
Journal of Financial and Quantitative Analysis
(2012)
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"Financial Openness and Productivity"
World Development
(2011)
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"What Segments Equity Markets?"
Reviewof Financial Studies
(2011)
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"Stock and Bond Returns with Moody Investors"
Journal of Empirical Finance
(2010)
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"Inflation and the Inflation Risk Premium"
Economic Policy
(2010)
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"New Keynesian Macroeconomics and the Term Structure"
Journal of Money, Credit and Banking
(2010)
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"Inflation and the Stock Market: Understanding the 'Fed Model'"
Journal of Monetary Economics
(2010)
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"The Determinants of Stock and Bond Return Comovements"
Review of Financial Studies
(2010)
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"International Stock Return Comovements"
Journal of Finance
(2009)
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"Risk, Uncertainty, and Asset Prices"
Journal of Financial Economics
(2009)
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"Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?"
Journal of Monetary Economics
(2007)
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"Liquidity and Expected Returns: Lessons from Emerging Markets"
Review of Financial Studies
(2007)
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"Stock Return Predictability: Is It There?"
Review of Financial Studies
(2007)
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"Uncovered Interest Rate Parity and the Term Structure"
Journal of International Money and Finance
(2007)
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"Does Financial Liberalization Spur Growth?"
Journal of Financial Economics
(2005)
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"Why Stocks May Disappoint"
Journal of Financial Economics
(2005)
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"Market Integration and Contagion"
Journal of Business
(2005)
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"Conditioning Information and Variance Bounds on Pricing Kernels"
Review of Financial Studies
(2004)
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"How Do Regimes Affect Asset Allocation?"
Financial Analysts Journal
(2004)
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"Emerging Markets Finance"
Journal of Empirical Finance
(2003)
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"Dating the Integration of World Equity Markets"
Journal of Financial Economics
(2002)
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"Research in Emerging Markets Finance: Looking to the Future"
Emerging Markets Review
(2002)
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"The Dynamics of Emerging Market Equity Flows"
Journal of International Money and Finance
(2002)
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"On Biases in Tests of the Expectation Hypothesis of the Term Structure of Interest Rates"
Journal of Financial Economics
(1997)
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"Time-Varying World Market Integration"
Journal of Finance
(1995)
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"Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets"
Journal of Finance
(1992)
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Working papers
"Global Crises and Equity Market Contagion"
Working paper
(2012)
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"Macroeconomic Regimes"
Working paper
(2011)
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"Inflation Risk and the Inflation Risk Premium"
(2010)
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"Stock and Bond Returns with Moody Investors"
Working paper
(2010)
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"The European Union, the Euro and Equity Market Integration"
Working paper
(2010)
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"Risk, Uncertainty and Monetary Policy"
Working paper
(2010)
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"Globalization and Asset Prices"
Working paper
(2009)
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"Asset Return Dynamics under Bad Environment-Good Environment Fundamentals"
(2009)
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"Financial Openness and Productivity"
NBER Working Paper No. 14843
(2009)
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"Home Bias Revisited"
(2009)
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"The Term Structure of Real Rates and Expected Inflation"
Working paper
(2006)
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"Global Growth Opportunities and Market Integration"
Working paper
(2004)
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"Growth Volatility and Financial Liberalization"
Working paper
(2004)
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"Stock and Bond Pricing in an Affine Economy"
Working paper
(2001)
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Books
International Financial Management
(2012)
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International Financial Management
(2008)
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Case studies
"Valuing Currency Management: TOM vs. U.S. Commerce Bank"
(2011)
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