Koen Inghelbrecht

Ghent University - Department of Financial Economics

Assistant Professor

Henleykaai 84

Ghent, B-9000

Belgium

http://users.ugent.be/~kjinghel/

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 3,369

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9,092

CITATIONS
Rank 5,847

SSRN RANKINGS

Top 5,847

in Total Papers Citations

87

Scholarly Papers (12)

1.
Downloads 3,177 ( 2,421)
Citation 53

The Determinants of Stock and Bond Return Comovements

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 67 Posted: 05 Oct 2010
Lieven Baele, Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Financial Economics
Downloads 3,145 (2,402)
Citation 53

Abstract:

factor models, stock-bond return correlation, macroeconomic factors, new-Keynesian models, structural VAR, liquidity, flight-to-safety

The Determinants of Stock and Bond Return Comovements

NBER Working Paper No. w15260
Number of pages: 59 Posted: 18 Aug 2009
Lieven Baele, Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Financial Economics
Downloads 32 (391,516)
Citation 53

Abstract:

2.

The Valuation of IPOs by Investment Banks and the Stock Market: Empirical Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 29 Posted: 28 Jan 2002
Wouter De Maeseneire, Marc Deloof and Koen Inghelbrecht
Vlerick Business School, University of Antwerp and Ghent University - Department of Financial Economics
Downloads 2,616 (3,118)
Citation 1

Abstract:

Company Valuation, Investment Banks, Initial Public Offering

3.
Downloads 931 ( 18,751)
Citation 1

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 72 Posted: 13 Oct 2012 Last Revised: 08 May 2015
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Financial Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 809 (22,662)
Citation 1

Abstract:

Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

FEDS Working Paper No. 2014-46
Number of pages: 59 Posted: 29 Jun 2014
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Financial Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 71 (273,433)
Citation 1

Abstract:

flight-to-safety, flight-to-quality, stock-bond return correlation, liquidity, hedge funds

Flights to Safety

Netspar Discussion Paper No. 05/2013-034
Number of pages: 59 Posted: 19 Oct 2013 Last Revised: 07 Jul 2014
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Financial Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 44 (346,769)
Citation 1

Abstract:

Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

NBER Working Paper No. w19095
Number of pages: 51 Posted: 31 May 2013
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Financial Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 7 (526,764)
Citation 1

Abstract:

4.
Downloads 605 ( 34,505)

Macroeconomic Regimes

Journal of Monetary Economics, Vol. 70, pp. 51-71, 2015
Number of pages: 55 Posted: 26 May 2011 Last Revised: 23 Jun 2015
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Financial Economics and University of Navarra - Faculty of Economics and Business
Downloads 551 (38,554)

Abstract:

Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy

Macroeconomic Regimes

Netspar Discussion Paper No. 05/2011-071
Number of pages: 54 Posted: 31 Aug 2011
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Financial Economics and University of Navarra - Faculty of Economics and Business
Downloads 35 (379,203)

Abstract:

monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve

Macroeconomic Regimes

NBER Working Paper No. w17090
Number of pages: 54 Posted: 31 May 2011
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Financial Economics and University of Navarra - Faculty of Economics and Business
Downloads 19 (459,359)

Abstract:

5.

Time-Varying Integration and International Diversification Strategies

EFA 2006 Zurich Meetings Paper
Number of pages: 53 Posted: 20 Mar 2008
Lieven Baele and Koen Inghelbrecht
Tilburg University - Department of Finance and Ghent University - Department of Financial Economics
Downloads 596 (33,490)
Citation 11

Abstract:

International portfolio diversification, Country versus industry effects, Financial integration, Idiosyncratic risk, Time-varying correlations, Regime-switching models.

6.

Time-Varying Integration, Interdependence and Contagion

Number of pages: 35 Posted: 27 Sep 2006
Lieven Baele and Koen Inghelbrecht
Tilburg University - Department of Finance and Ghent University - Department of Financial Economics
Downloads 377 (59,384)
Citation 2

Abstract:

Contagion, Financial integration, Volatility spillover models, Time-varying correlations, Regime-switching models

7.

Technical Trading Rules in Emerging Stock Markets

Number of pages: 50 Posted: 05 Feb 2012
Dries Heyman, Koen Inghelbrecht and Stefaan Pauwels
Ghent University-Universiteit Gent - Department of Financial Economics, Ghent University - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 221 (104,899)

Abstract:

technical trading rules, reality check, superior predictive ability, emerging stock markets, data snooping

8.

Appendix to Time-Varying Integration and International Diversification Strategies

Number of pages: 22 Posted: 09 Apr 2007
Lieven Baele and Koen Inghelbrecht
Tilburg University - Department of Finance and Ghent University - Department of Financial Economics
Downloads 106 (199,164)
Citation 8

Abstract:

International portfolio diversification, Country versus Industry Effects, Financial integration, Idiosyncratic risk, Time-Varying Correlations, Regime-switching models

9.

Good Luck, Bad Luck. Can Mutual Funds Really Pick Stocks?

Number of pages: 27 Posted: 15 Feb 2014
Dries Heyman, Koen Inghelbrecht and Stefaan Pauwels
Ghent University-Universiteit Gent - Department of Financial Economics, Ghent University - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 72 (243,171)

Abstract:

Mutual funds, Transaction data, Performance evaluation, Bootstrap, Stock picking skills

How Do Investment Banks Value Initial Public Offerings (IPOs)?

Journal of Business Finance & Accounting, Vol. 36, Issue 1-2, pp. 130-160, January/March 2009
Number of pages: 31 Posted: 27 Apr 2009
Marc Deloof, Wouter De Maeseneire and Koen Inghelbrecht
University of Antwerp, Vlerick Business School and Ghent University - Department of Financial Economics
Downloads 14 (488,148)
Citation 4

Abstract:

How Do Investment Banks Value Initial Public Offerings (IPOs)?

Journal of Business Finance and Accounting, Vol. 36, No. 1/2, pp. 130-160, 2009
Posted: 23 Mar 2009
Marc Deloof, Wouter De Maeseneire and Koen Inghelbrecht
University of Antwerp, Vlerick Business School and Ghent University - Department of Financial Economics

Abstract:

company valuation, initial public offerings, investment banks

11.

A Unified Market Liquidity Measure

Number of pages: 56 Posted: 26 Sep 2015
Garo Garabedian and Koen Inghelbrecht
Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 10 (172,773)

Abstract:

Liquidity, Trading Volume, Transaction Costs, Pricing Impact, Effective Spread, Financial Crises, Macro-financial Linkages

12.

On the Dynamic Links between Commodities and Islamic Equity

Energy Economics, Vol. 58, 2016
Number of pages: 43 Posted: 14 Oct 2016 Last Revised: 24 Oct 2016
Ruslan Nagayev, Mustafa Disli, Koen Inghelbrecht and Adam Ng
International Centre for Education in Islamic Finance (INCEIF), Ghent University-Universiteit Gent - Faculty of Economics and Business Administration, Ghent University - Department of Financial Economics and International Centre for Education in Islamic Finance (INCEIF)
Downloads 0 (433,325)

Abstract: