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Geert Bekaert

Global rank #555 99%

Institution: Columbia University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www0.gsb.columbia.edu/faculty/gbekaert/

First Publication: 1991

Most Recent: 2026

RePEc ID: pbe52 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 1.68 0.00 5.70
Last 10 Years 1.01 3.02 5.19 0.00 15.25
All Time 1.01 32.91 16.25 0.00 86.10

Publication Statistics

Raw Publications 57
Coauthorship-Adjusted Count 50.39

Publications (57)

Year Article Journal Tier Authors
2026 Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks American Economic Journal: Macroeconomics A 3
2025 Expected idiosyncratic volatility Journal of Financial Economics A 3
2023 International Yield Comovements Journal of Financial and Quantitative Analysis B 2
2023 The Variance Risk Premium in Equilibrium Models* Review of Finance B 3
2021 Macro risks and the term structure of interest rates Journal of Financial Economics A 3
2020 Good Carry, Bad Carry Journal of Financial and Quantitative Analysis B 2
2020 Flights to Safety The Review of Financial Studies A 4
2019 On the global financial market integration “swoosh” and the trilemma Journal of International Money and Finance B 2
2017 Who is internationally diversified? Evidence from the 401(k) plans of 296 firms Journal of Financial Economics A 4
2017 Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals Journal of Political Economy S 2
2016 Political risk and international valuation Journal of Corporate Finance B 4
2016 What do asset prices have to say about risk appetite and uncertainty? Journal of Banking & Finance B 2
2015 Bad environments, good environments: A non-Gaussian asymmetric volatility model Journal of Econometrics A 3
2015 Macroeconomic regimes Journal of Monetary Economics A 5
2014 The Global Crisis and Equity Market Contagion Journal of Finance A 4
2014 The VIX, the variance premium and stock market volatility Journal of Econometrics A 2
2013 The European Union, the Euro, and equity market integration Journal of Financial Economics A 4
2013 Risk, uncertainty and monetary policy Journal of Monetary Economics A 3
2012 Aggregate Idiosyncratic Volatility Journal of Financial and Quantitative Analysis B 3
2011 Financial Openness and Productivity World Development B 3
2011 What Segments Equity Markets? The Review of Financial Studies A 4
2010 Inflation and the stock market: Understanding the "Fed Model" Journal of Monetary Economics A 2
2010 Discussion of ‘Understanding inflation-indexed bond markets’ Economic Policy B 2
2010 New Keynesian Macroeconomics and the Term Structure Journal of Money, Credit, and Banking B 3
2009 International Stock Return Comovements Journal of Finance A 3
2009 Risk, uncertainty, and asset prices Journal of Financial Economics A 3
2008 The Term Structure of Real Rates and Expected Inflation Journal of Finance A 3
2007 Do macro variables, asset markets, or surveys forecast inflation better? Journal of Monetary Economics A 3
2007 Stock Return Predictability: Is it There? The Review of Financial Studies A 2
2007 Global Growth Opportunities and Market Integration Journal of Finance A 4
2007 Uncovered interest rate parity and the term structure Journal of International Money and Finance B 3
2007 Liquidity and Expected Returns: Lessons from Emerging Markets The Review of Financial Studies A 3
2006 Growth volatility and financial liberalization Journal of International Money and Finance B 3
2005 Why stocks may disappoint Journal of Financial Economics A 3
2005 Does financial liberalization spur growth? Journal of Financial Economics A 3
2004 Conditioning Information and Variance Bounds on Pricing Kernels The Review of Financial Studies A 1
2002 Short rate nonlinearities and regime switches Journal of Economic Dynamics and Control B 2
2002 International Asset Allocation With Regime Shifts The Review of Financial Studies A 2
2002 Dating the integration of world equity markets Journal of Financial Economics A 3
2002 The dynamics of emerging market equity flows Journal of International Money and Finance B 3
2001 Expectations Hypotheses Tests Journal of Finance A 2
2001 Emerging equity markets and economic development Journal of Development Economics A 3
2001 Peso problem explanations for term structure anomalies Journal of Monetary Economics A 3
2000 Foreign Speculators and Emerging Equity Markets Journal of Finance A 2
2000 Asymmetric Volatility and Risk in Equity Markets. The Review of Financial Studies A 2
1998 Target zones and exchange rates:: An empirical investigation Journal of International Economics A 2
1997 Emerging equity market volatility Journal of Financial Economics A 2
1997 On biases in tests of the expectations hypothesis of the term structure of interest rates Journal of Financial Economics A 3
1997 The implications of first-order risk aversion for asset market risk premiums Journal of Monetary Economics A 3
1996 Diversification, Integration and Emerging Market Closed-End Funds. Journal of Finance A 2
1996 The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective. The Review of Financial Studies A 1
1995 Time-Varying World Market Integration. Journal of Finance A 2
1995 Market Integration and Investment Barriers in Emerging Equity Markets. World Bank Economic Review B 1
1994 Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model Journal of International Economics A 1
1993 On biases in the measurement of foreign exchange risk premiums Journal of International Money and Finance B 2
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. Journal of Finance A 2
1991 Caloric Consumption in Industrializing Belgium Journal of Economic History B 1