.
Baele, Lieven's
Scholarly Papers
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column.
Aggregate Statistics
Total 8,044
Total Citations 224
1.
The Determinants of Stock and Bond Return Comovements
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Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Inghelbrecht, Koen University College of Ghent - Department of Finance
Posted:
18 Aug 09
Last Revised:
08 Nov 11
2,808(1,528)
54
Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Inghelbrecht, Koen University College of Ghent - Department of Finance
2,786
52
factor models, stock-bond return correlation, macroeconomic factors, new-Keynesian models, structural VAR, liquidity, flight-to-safety
Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Inghelbrecht, Koen University College of Ghent - Department of Finance
22
52
2.
Volatility Spillover Effects in European Equity Markets
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Baele, Lieven Tilburg University - Department of Finance
Posted:
09 Mar 02
Last Revised:
23 Aug 08
712(15,581)
68
Baele, Lieven Tilburg University - Department of Finance
0
Volatility Spillovers, Regime Switching, Contagion, EMU, Financial Integration
Baele, Lieven Tilburg University - Department of Finance
712
68
Volatility Spillovers, Regime Switching, Contagion, EMU, Financial Integration
3.
Does the Stock Market Value Bank Diversification?
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De Jonghe, Olivier Tilburg University - Department of Finance
Baele, Lieven Tilburg University - Department of Finance
Vander Vennet, Rudi Ghent University - Department of Financial Economics
Posted:
22 Feb 06
Last Revised:
27 Jan 08
682(16,598)
37
De Jonghe, Olivier Tilburg University - Department of Finance
Baele, Lieven Tilburg University - Department of Finance
Vander Vennet, Rudi Ghent University - Department of Financial Economics
Posted:
21 Sep 06
Last Revised:
27 Jan 08
0
Second Banking Directive, diversification, bank stock returns, charter value, risk factors
Baele, Lieven Tilburg University - Department of Finance
De Jonghe, Olivier Tilburg University - Department of Finance
Vander Vennet, Rudi Ghent University - Department of Financial Economics
682
37
Second Banking Directive, diversification, bank stock returns, charter value, risk factors
4.
Vander Vennet, Rudi Ghent University - Department of Financial Economics
De Jonghe, Olivier Tilburg University - Department of Finance
Baele, Lieven Tilburg University - Department of Finance
623(18,895)
2
Bank risk, business cycle
5.
Baele, Lieven Tilburg University - Department of Finance
Inghelbrecht, Koen University College of Ghent - Department of Finance
549(22,432)
10
International portfolio diversification, Country versus industry effects, Financial integration, Idiosyncratic risk, Time-varying correlations, Regime-switching models.
6.
Measuring European Financial Integration
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Baele, Lieven Tilburg University - Department of Finance
Ferrando, Annalisa European Central Bank (ECB)
Hördahl, Peter Bank for International Settlements (BIS)
Krylova, Elizaveta European Central Bank (ECB)
Monnet, Cyril Federal Reserve Bank of Philadelphia
Posted:
16 Aug 05
Last Revised:
23 Aug 08
487(26,349)
23
Baele, Lieven Tilburg University - Department of Finance
Ferrando, Annalisa European Central Bank (ECB)
Hördahl, Peter Bank for International Settlements (BIS)
Krylova, Elizaveta European Central Bank (ECB)
Monnet, Cyril Federal Reserve Bank of Philadelphia
0
Financial Integration, Home Bias, Price Differentials
Baele, Lieven Tilburg University - Department of Finance
Ferrando, Annalisa European Central Bank (ECB)
Hördahl, Peter Bank for International Settlements (BIS)
Krylova, Elizaveta European Central Bank (ECB)
Monnet, Cyril Federal Reserve Bank of Philadelphia
487
23
Financial integration, EMU, law of one price
7.
Baele, Lieven Tilburg University - Department of Finance
Inghelbrecht, Koen University College of Ghent - Department of Finance
354(39,510)
2
Contagion, Financial integration, Volatility spillover models, Time-varying correlations, Regime-switching models
8.
Baele, Lieven Tilburg University - Department of Finance
Vander Vennet, Rudi Ghent University - Department of Financial Economics
Van Landschoot, Astrid European Commission - Chief Economist Team (DG Competition)
347(40,501)
3
Bank Risk, Financial Conglomerates, Capital Adequacy, Regime-Switching Models, Basel II
9.
Model Uncertainty, Financial Market Integration and the Home Bias Puzzle
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Baele, Lieven Tilburg University - Department of Finance
Pungulescu, Crina Université de Toulouse, Toulouse Business School - Barcelona Campus (ESEC)
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
31 Jul 06
Last Revised:
28 Jan 08
343(41,069)
10
Baele, Lieven Tilburg University - Department of Finance
Pungulescu, Crina Université de Toulouse, Toulouse Business School - Barcelona Campus (ESEC)
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
0
Home Bias, Market Integration, Euro, Model Uncertainty
Baele, Lieven Tilburg University - Department of Finance
Pungulescu, Crina Université de Toulouse, Toulouse Business School - Barcelona Campus (ESEC)
ter Horst, Jenke Tilburg University - Center for Economic Research (CentER)
Posted:
31 Jul 06
Last Revised:
28 Jan 08
343
10
Home Bias, Market Integration, Euro, Model Uncertainty
10.
Macroeconomic Regimes
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Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Cho, Seonghoon School of Economics, Yonsei University
Inghelbrecht, Koen University College of Ghent - Department of Finance
Moreno, Antonio University of Navarra - School of Economics
Posted:
26 May 11
Last Revised:
31 Mar 12
328(43,335)
Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Cho, Seonghoon School of Economics, Yonsei University
Inghelbrecht, Koen University College of Ghent - Department of Finance
Moreno, Antonio University of Navarra - School of Economics
23
monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve
Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Cho, Seonghoon School of Economics, Yonsei University
Inghelbrecht, Koen University College of Ghent - Department of Finance
Moreno, Antonio University of Navarra - School of Economics
15
Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Cho, Seonghoon School of Economics, Yonsei University
Inghelbrecht, Koen University College of Ghent - Department of Finance
Moreno, Antonio University of Navarra - School of Economics
Posted:
26 May 11
Last Revised:
31 Mar 12
290
Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy
11.
Of Religion and Redemption: Evidence from Default on Islamic Loans
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Baele, Lieven Tilburg University - Department of Finance
Farooq, Moazzam Tilburg University - CentER, European Banking Center (EBC)
Ongena, Steven Tilburg University - CentER, European Banking Center (EBC)
Posted:
17 Jan 11
Last Revised:
05 Jun 12
312(45,966)
4
Baele, Lieven Tilburg University - Department of Finance
Farooq, Moazzam Tilburg University - CentER, European Banking Center (EBC)
Ongena, Steven Tilburg University - CentER, European Banking Center (EBC)
2
4
Duration Analysis, Islamic Loans, Loan Default, Religion
Baele, Lieven Tilburg University - Department of Finance
Farooq, Moazzam Tilburg University - CentER, European Banking Center (EBC)
Ongena, Steven Tilburg University - CentER, European Banking Center (EBC)
Posted:
17 Jan 11
Last Revised:
05 Jun 12
310
4
Loan Default, Islamic Loans, Religion, Duration Analysis
12.
Baele, Lieven Tilburg University - Department of Finance
Bruyckere, Valerie De Ghent University - Department of Financial Economics
De Jonghe, Olivier Tilburg University - Department of Finance
Vander Vennet, Rudi Ghent University - Department of Financial Economics
Posted:
10 Jul 10
Last Revised:
13 Sep 11
172(86,337)
1
monitoring, influencing, stochastic frontier, multiplicative heteroscedasticity regression, partial adjustment, opaqueness, earnings forecast dispersion, bank risk
13.
Baele, Lieven Tilburg University - Department of Finance
Bekaert, Geert Columbia Business School - Finance and Economics
Inghelbrecht, Koen University College of Ghent - Department of Finance
Wei, Min Board of Governors of the Federal Reserve - Division of Monetary Affairs
127(112,580)
1
Stock-Bond Return Correlation, Liquidity, Flight-to-Safety
14.
Baele, Lieven Tilburg University - Department of Finance
Inghelbrecht, Koen University College of Ghent - Department of Finance
103(132,277)
9
International portfolio diversification, Country versus Industry Effects, Financial integration, Idiosyncratic risk, Time-Varying Correlations, Regime-switching models
15.
Baele, Lieven Tilburg University - Department of Finance
Londono, Juan M. Federal Reserve Board of Governors
70(170,494)
industry betas, component models, kernel, DCC-MIDAS, dispersion in betas, stock return predictability, minimum variance strategies
16.
Baele, Lieven Tilburg University - Department of Finance
Bruyckere, Valerie De Ghent University - Department of Financial Economics
De Jonghe, Olivier Tilburg University - Department of Finance
Vander Vennet, Rudi Ghent University - Department of Financial Economics
27(251,568)
Bayesian model average, bank risk, systematic risk, bank stock returns, bank supervision, fi
nancial stability
