Measuring financial integration in the euro area L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet ECB occasional paper, 2004 | 1003 | 2004 |
Does the stock market value bank diversification? L Baele, O De Jonghe, R Vander Vennet Journal of banking & finance 31 (7), 1999-2023, 2007 | 959 | 2007 |
Volatility spillover effects in European equity markets L Baele Journal of Financial and Quantitative Analysis 40 (2), 373-401, 2005 | 906 | 2005 |
The determinants of stock and bond return comovements L Baele, G Bekaert, K Inghelbrecht The Review of Financial Studies 23 (6), 2374-2428, 2010 | 672 | 2010 |
Flights to safety L Baele, G Bekaert, K Inghelbrecht, M Wei The Review of Financial Studies 33 (2), 689-746, 2020 | 389 | 2020 |
Of religion and redemption: Evidence from default on Islamic loans L Baele, M Farooq, S Ongena Journal of Banking & Finance 44, 141-159, 2014 | 379 | 2014 |
Measuring European financial integration L Baele, A Ferrando, P Hördahl, E Krylova, C Monnet Oxford review of economic policy 20 (4), 509-530, 2004 | 322 | 2004 |
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 | 174 | 2007 |
Time-varying integration and international diversification strategies L Baele, K Inghelbrecht Journal of Empirical Finance 16 (3), 368-387, 2009 | 158 | 2009 |
Time-varying integration, interdependence and contagion L Baele, K Inghelbrecht Journal of International Money and Finance 29 (5), 791-818, 2010 | 141 | 2010 |
Macroeconomic regimes L Baele, G Bekaert, S Cho, K Inghelbrecht, A Moreno Journal of Monetary Economics 70, 51-71, 2015 | 87 | 2015 |
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 | 71 | 2002 |
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 | 61 | 2019 |
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 | 39 | 2015 |
The determinants of increasing equity market comovement: economic or financial integration? L Baele, P Soriano Review of World Economics 146, 573-589, 2010 | 33 | 2010 |
Understanding industry betas L Baele, JM Londono Journal of Empirical Finance 22, 30-51, 2013 | 28 | 2013 |
Bank risks and the business cycle R Vander Vennet, O De Jonghe, L Baele University of Ghent Working Paper, 2004 | 28 | 2004 |
Structural versus temporary drivers of country and industry risk L Baele, K Inghelbrecht Unpublished manuscript, Ghent University, 2006 | 25 | 2006 |
An anatomy of central and eastern European equity markets L Baele, G Bekaert, L Schäfer Columbia Business School Research Paper, 2015 | 24 | 2015 |
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 | 20 | 2004 |