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Lieven Baele
Lieven Baele
Professor of Finance, Tilburg University
Verified email at tilburguniversity.edu - Homepage
Title
Cited by
Cited by
Year
Measuring financial integration in the euro area
L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet
ECB occasional paper, 2004
9862004
Does the stock market value bank diversification?
L Baele, O De Jonghe, R Vander Vennet
Journal of banking & finance 31 (7), 1999-2023, 2007
9502007
Volatility spillover effects in European equity markets
L Baele
Journal of Financial and Quantitative Analysis 40 (2), 373-401, 2005
8922005
The determinants of stock and bond return comovements
L Baele, G Bekaert, K Inghelbrecht
The Review of Financial Studies 23 (6), 2374-2428, 2010
6572010
Of religion and redemption: Evidence from default on Islamic loans
L Baele, M Farooq, S Ongena
Journal of Banking & Finance 44, 141-159, 2014
3752014
Flights to safety
L Baele, G Bekaert, K Inghelbrecht, M Wei
The Review of Financial Studies 33 (2), 689-746, 2020
3692020
Measuring European financial integration
L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet
Oxford review of economic policy 20 (4), 509-530, 2004
3222004
Model uncertainty, financial market integration and the home bias puzzle
L Baele, C Pungulescu, J Ter Horst
Journal of International Money and Finance 26 (4), 606-630, 2007
1742007
Time-varying integration and international diversification strategies
L Baele, K Inghelbrecht
Journal of Empirical Finance 16 (3), 368-387, 2009
1582009
Time-varying integration, interdependence and contagion
L Baele, K Inghelbrecht
Journal of International Money and Finance 29 (5), 791-818, 2010
1382010
Macroeconomic regimes
L Baele, G Bekaert, S Cho, K Inghelbrecht, A Moreno
Journal of Monetary Economics 70, 51-71, 2015
852015
Volatility spillover effects in European equity markets: Evidence from a regime switching model
L Baele
Journal of Financial and Quantitative Analysis 40 (1), 31-43, 2002
722002
Cumulative prospect theory, option returns, and the variance premium
L Baele, J Driessen, S Ebert, JM Londono, OG Spalt
The Review of Financial Studies 32 (9), 3667-3723, 2019
572019
Model uncertainty and systematic risk in US banking
L Baele, V De Bruyckere, O De Jonghe, R Vander Vennet
Journal of Banking & Finance 53, 49-66, 2015
382015
The determinants of increasing equity market comovement: economic or financial integration?
L Baele, P Soriano
Review of World Economics 146, 573-589, 2010
332010
Understanding industry betas
L Baele, JM Londono
Journal of Empirical Finance 22, 30-51, 2013
282013
Bank risks and the business cycle
R Vander Vennet, O De Jonghe, L Baele
University of Ghent Working Paper, 2004
282004
Structural versus temporary drivers of country and industry risk
L Baele, K Inghelbrecht
Unpublished manuscript, Ghent University, 2006
252006
An anatomy of central and eastern European equity markets
L Baele, G Bekaert, L Schäfer
Columbia Business School Research Paper, 2015
242015
Bank risk strategies and cyclical variation in bank stock returns
L Baele, R Vander Vennet, A Van Landschoot
Ghent University Economics & Business Working Paper, 2004
202004
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