Geert Bekaert

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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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