Koen Inghelbrecht

Ghent University - Department of Economics

Assistant Professor

Sint-Pietersplein 5

Ghent, B-9000

Belgium

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

SCHOLARLY PAPERS

13

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9,977

CITATIONS
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Top 6,069

in Total Papers Citations

134

Scholarly Papers (13)

1.
Downloads 3,288 ( 3,088)
Citation 99

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 Economics
Downloads 3,249 (3,087)
Citation 6

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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 Last Revised: 13 Sep 2010
Lieven Baele, Geert Bekaert and Koen Inghelbrecht
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Economics
Downloads 39 (435,452)

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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 Economics
Downloads 2,880 (3,863)

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Company Valuation, Investment Banks, Initial Public Offering

3.
Downloads 1,288 ( 14,638)
Citation 13

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 75 Posted: 13 Oct 2012 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 1,053 (19,519)
Citation 1

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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 Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 90 (284,562)
Citation 7

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

Flights to Safety

Columbia Business School Research Paper No. 18-58
Number of pages: 75 Posted: 19 Jul 2018 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 70 (331,448)
Citation 6

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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: 72 Posted: 19 Oct 2013 Last Revised: 16 Jan 2019
Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 65 (345,148)
Citation 1

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

Flights to Safety

NBER Working Paper No. w19095
Number of pages: 76 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 Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 10 (603,774)

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4.
Downloads 684 ( 36,636)
Citation 2

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 Economics and School of Economics and Business, University of Navarra
Downloads 623 (40,914)

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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 Economics and School of Economics and Business, University of Navarra
Downloads 40 (431,207)
Citation 2

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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 Economics and School of Economics and Business, University of Navarra
Downloads 21 (530,877)

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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 Economics
Downloads 632 (40,708)
Citation 1

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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 Economics
Downloads 403 (71,747)

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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 Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 268 (113,113)

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

8.

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 Economics
Downloads 157 (187,205)
Citation 2

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

9.

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 Economics
Downloads 117 (236,259)

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

10.

Financial Attention and the Disposition Effect

Number of pages: 61 Posted: 15 Mar 2018
Ghent University - Department of Economics, Ghent University-Universiteit Gent - Department of Financial Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 106 (253,452)

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Investor Behavior, Disposition Effect, Attention Allocation

11.

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 Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 104 (256,803)

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

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 Economics and International Centre for Education in Islamic Finance (INCEIF)
Downloads 36 (438,561)

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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 Economics
Downloads 14 (576,406)
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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 Economics

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company valuation, initial public offerings, investment banks