Research areas
- markov-switching-term-structure-models
- International asset pricing and currency risk
- Regime switching in financial markets
- Risk premia and uncertainty
Key papers
Recent work
(to be filled by subsequent ingests)
Collaborators
My notes
Bekaert is a long-running collaborator with Ang on regime-switching asset pricing and a leading figure in the broader international/macro-finance intersection. The Ang-Bekaert-Wei (2008) paper is the canonical reference in the wiki for regime-switching real-rate / inflation decomposition.