Geert Bekaert

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Variance Risk Premium in Equilibrium Models
Review of Finance
2024-02-20Paper
Bad environments, good environments: a non-Gaussian asymmetric volatility model
Journal of Econometrics
2015-05-29Paper
The VIX, the variance premium and stock market volatility
Journal of Econometrics
2014-11-24Paper
Short rate nonlinearities and regime switches.
Journal of Economic Dynamics and Control
2002-07-15Paper


Research outcomes over time


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