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The China-U.S. Equity Valuation Gap
Bekaert, Geert; Ke, Shuojia; Zhang, Xiaoyan - 2021
Before 2009, the market average price earnings ratio of Chinese firms is significantly higher than that of the U.S. firms, while after 2009, the valuation gap reverses. Using data from 1995 to 2018, we examine the dynamics and sources of valuation differentials between comparable Chinese and...
Persistent link: https://www.econbiz.de/10013243320
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On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert; Hodrick, Robert J. - 1993
Persistent link: https://www.econbiz.de/10000855221
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On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert; Hodrick, Robert J. - 1991
Persistent link: https://www.econbiz.de/10000824248
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
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On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert - In: Journal of international money and finance 12 (1993) 2, pp. 115-138
Persistent link: https://www.econbiz.de/10001141909
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Empirical analyses of foreign exchange markets : general equilibrium perspectives
Bekaert, Geert - 1992
Persistent link: https://www.econbiz.de/10000863185
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
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The variance risk premium in equilibrium models
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - 2020
Persistent link: https://www.econbiz.de/10012232680
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - In: The review of financial studies 13 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001475039
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Risk, uncertainty, and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - In: Journal of financial economics 91 (2009) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10003813183