Author Page for G. A. Moerman

1.

How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area

ERIM Report Series Reference No. ERS-2005-035-F&A

Number of pages: 32 Posted: 09 Jun 2005

G. A. Moerman

AEGON Asset Management

Downloads 1,204 (16,976)

Citation 7

Abstract:

2.

Financial Integration Through Benchmarks: The European Banking Sector

ERIM Report Series Reference No. ERS-2004-110-F&A

Number of pages: 33 Posted: 20 Nov 2006

G. A. Moerman, Ronald Mahieu and Kees C. G. Koedijk

AEGON Asset Management, Tilburg University - Center for Economic Research, Econometrics and Finance Group and Tilburg University - Department of Finance

Downloads 378 (80,211)

Abstract:

3.

The World Price of Inflation Risk

Downloads 368 ( 82,811)

Citation 11

2

The World Price of Inflation Risk

Number of pages: 39 Posted: 05 Apr 2005

G. A. Moerman and Mathijs A. Van Dijk

AEGON Asset Management and Erasmus University - Rotterdam School of Management

Downloads 208 (150,680)

Citation 3

Abstract:

Inflation Risk and International Asset Returns

Journal of Banking and Finance, 34, pp. 840-855, 2010.

Number of pages: 46 Posted: 18 Apr 2007 Last Revised: 01 May 2010

G. A. Moerman and Mathijs A. Van Dijk

AEGON Asset Management and Erasmus University - Rotterdam School of Management

Downloads 160 (191,128)

Abstract:

4.

Diversification in Euro Area Stock Markets: Country Versus Industry

ECB Working Paper No. 327

Number of pages: 47 Posted: 29 Jul 2004

G. A. Moerman

AEGON Asset Management

Downloads 318 (97,672)

Abstract:

5.

Measurement of Contagion in Banks' Equity Prices

Downloads 217 (145,067)

2

Measurement of Contagion in Banks' Equity Prices

ECB Working Paper No. 297

Number of pages: 59 Posted: 03 Feb 2004

Reint Gropp and G. A. Moerman

Halle Institute for Economic Research and AEGON Asset Management

Downloads 217 (144,697)

Abstract:

Measurement of Contagion in Banks' Equity Prices

Journal of International Money and Finance, Vol. 23, No. 3, pp. 405-459, April 2004

Posted: 24 Aug 2006

Reint Gropp and G. A. Moerman

Halle Institute for Economic Research and AEGON Asset Management

Abstract:

6.

Diversification in Euro Area Stock Markets: Country vs. Industry

Journal of International Money and Finance, 2008

Number of pages: 26 Posted: 16 May 2007

G. A. Moerman

AEGON Asset Management

Downloads 182 (170,707)

Abstract:

7.

Unpredictable after All? A Short Note on Exchange Rate Predictability

ERIM Report Series Reference No. ERS-2001-29-F&A

Number of pages: 21 Posted: 15 Oct 2009

G. A. Moerman

AEGON Asset Management

Downloads 37 (449,824)

G. A. Moerman

AEGON Asset Management

Erasmus University Rotterdam (EUR) - Department of Financial Management

RSM Erasmus University

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Scholarly Papers (7)

How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area

Abstract:

Financial Integration Through Benchmarks: The European Banking Sector

Abstract:

The World Price of Inflation Risk

The World Price of Inflation Risk

Abstract:

Inflation Risk and International Asset Returns

Abstract:

Diversification in Euro Area Stock Markets: Country Versus Industry

Abstract:

Measurement of Contagion in Banks' Equity Prices

Measurement of Contagion in Banks' Equity Prices

Abstract:

Measurement of Contagion in Banks' Equity Prices

Abstract:

Diversification in Euro Area Stock Markets: Country vs. Industry

Abstract:

Unpredictable after All? A Short Note on Exchange Rate Predictability

Abstract: