World's Best Scientists 2026 revealed!
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Economics and Finance
USA
2026

D-Index & Metrics

Economics and Finance

D-Index
100
Citations
57626
World Ranking
105
National Ranking
82

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United States Leader Award
  • 2025 - Research.com Economics and Finance in United States Leader Award
  • 2024 - Research.com Economics and Finance in United States Leader Award

Overview

Geert Bekaert is affiliated with Columbia University in the United States and has contributed extensively to the field of Economics, Econometrics, and Finance. Their research spans a range of subfields, including Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting, and Strategy and Management.

The main topics of their work cover Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Market Dynamics and Volatility, Global Financial Crisis and Policies, Stochastic Processes and Financial Applications, Financial Risk and Volatility Modeling, and Corporate Finance and Governance.

Bekaert has published numerous papers in prominent venues. Frequent publication outlets include SSRN Electronic Journal, Management Science, Journal of Financial Economics, Sustainable Development, and Emerging Markets Review. Their work demonstrates a consistent focus on financial economics and market dynamics.

Recent publications by Bekaert include:

  • The Time Variation in Risk Appetite and Uncertainty, 2021, Management Science
  • Macro risks and the term structure of interest rates, 2021, Journal of Financial Economics
  • Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis, 2020, Finance and Economics Discussion Series
  • Sustainable investment - Exploring the linkage between alpha, ESG, and SDGs, 2023, Sustainable Development

Frequent collaborators in their research include Andrey Ermolov, Eric Engström, Nancy R. Xu, Arash Aloosh, and Miquel Noguer. These coauthors have contributed to multiple joint publications, indicating ongoing research partnerships.

Best Publications

  • Time‐Varying World Market Integration

    Geert Bekaert;Campbell R. Harvey

  • Foreign Speculators and Emerging Equity Markets

    Geert Bekaert;Campbell R. Harvey

  • Does Financial Liberalization Spur Growth

    Geert Bekaert;Geert Bekaert;Campbell R. Harvey;Campbell R. Harvey;Christian Lundblad

  • Emerging equity market volatility

    Geert Bekaert;Geert Bekaert;Campbell R. Harvey;Campbell R. Harvey

  • ASYMMETRIC VOLATILITY AND RISK IN EQUITY MARKETS

    Geert Bekaert;Guojun Wu

  • International Asset Allocation With Regime Shifts

    Andrew Ang;Geert Bekaert

  • Stock Return Predictability: Is it There?

    Andrew Ang;Geert Bekaert

  • Liquidity and Expected Returns: Lessons From Emerging Markets

    Geert Bekaert;Campbell R. Harvey;Christian Lundblad

  • Risk, Uncertainty and Monetary Policy

    Geert Bekaert;Marie Hoerova;Marco Lo Duca

  • Market Integration and Contagion

    Geert Bekaert;Campbell Harvey

  • Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

    Andrew Ang;Geert Bekaert;Min Wei

  • Financial advisory system

    Christopher L. Jones;William F. Sharpe;Jason S. Scott;John G. Watson

  • Market integration and contagion

    Geert Bekaert;Campbell R. Harvey;Angela L.P. Ng

  • Regime Switches in Interest Rates

    Andrew Ang;Geert Bekaert

  • International Stock Return Comovements

    Geert Bekaert;Robert J. Hodrick;Xiaoyan Zhang

  • The Global Crisis and Equity Market Contagion

    Geert Bekaert;Michael Ehrmann;Marcel Fratzscher;Arnaud Mehl

  • Emerging markets finance

    Geert Bekaert;Geert Bekaert;Campbell R Harvey;Campbell R Harvey

  • Market Integration and Investment Barriers in Emerging Equity Markets

    Geert Bekaert

  • Dating the integration of world equity markets

    Geert Bekaert;Geert Bekaert;Campbell R. Harvey;Campbell R. Harvey;Robin L. Lumsdaine;Robin L. Lumsdaine

  • The VIX, the Variance Premium and Stock Market Volatility

    Geert Bekaert;Marie Hoerova

  • Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

    Unknown

  • Risk, Uncertainty and Asset Prices

    Geert Bekaert;Eric Engstrom;Yuhang Xing

  • Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    Geert Bekaert;Robert J. Hodrick

  • Stock Return Predictability: Is it There?

    Geert Bekaert;Andrew Ang

  • Regime Switches in Interest Rates

    Geert Bekaert;Andrew Ang

  • Stock Return Predictability: Is it There?

    Andrew Ang;Geert Bekaert

Frequent Co-Authors

Campbell R. Harvey
Campbell R. Harvey Duke University
Robert J. Hodrick
Robert J. Hodrick Columbia University
Andrew Ang
Andrew Ang BlackRock (United States)
Michael Ehrmann
Michael Ehrmann Frankfurt School of Finance & Management
Marcel Fratzscher
Marcel Fratzscher German Institute for Economic Research
William F. Sharpe
William F. Sharpe Stanford University
Alexander Ljungqvist
Alexander Ljungqvist Stockholm School of Economics
Gurdip Bakshi
Gurdip Bakshi Temple University
Laura T. Starks
Laura T. Starks The University of Texas at Austin
Martijn Cremers
Martijn Cremers University of Notre Dame

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