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Information about:
Lieven Baele

Personal Details | Affiliation | Works
This is information that was supplied by Lieven Baele in registering through RePEc. If you are Lieven Baele , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Lieven
Middle Name:
Last Name: Baele
Suffix:

RePEc Short-ID: pba100

Email:
Homepage: http://center.uvt.nl/staff/baele/
Postal Address: Department of Finance Tilburg University P.O. Box 90153 5000 LE Tilburg The Netherlands
Phone: +31-13-4663257

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "The determinants of stock and bond return comovements," Research series 200711-27, National Bank of Belgium. [Downloadable!]
    Other versions:

  2. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA. [Downloadable!]
    Other versions:

  3. L. Baele & R. Vander Vennet & A. Van Landschoot, 2004. "Bank Risk Strategies and Cyclical Variation in Bank Stock Returns," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/217, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]

  4. R. Vander Vennet & O. De Jonghe & L. Baele, 2004. "Bank risks and the business cycle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/264, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]

  5. Lieven Baele & Annalisa Ferrando & Peter Hördahl & Elizaveta Krylova & Cyril Monnet, 2004. "Measuring financial integration in the euro area," Occasional Paper Series 14, European Central Bank. [Downloadable!]

  6. Baele, L., 2003. "Volatility spillover effects in European equity markets," Discussion Paper 114, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
    Published as:

  7. Baele, Lieven, 2003. "Volatility Spillover Effects in European Equity Markets: Evidence from a Regime Switching Model," EIFC - Technology and Finance Working Papers 33, United Nations University, Institute for New Technologies. [Downloadable!]

Articles

  1. Baele, Lieven & Pungulescu, Crina & Ter Horst, Jenke, 2007. "Model uncertainty, financial market integration and the home bias puzzle," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 606-630, June. [Downloadable!] (restricted)

  2. Baele, Lieven & De Jonghe, Olivier & Vander Vennet, Rudi, 2007. "Does the stock market value bank diversification?," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 1999-2023, July. [Downloadable!] (restricted)

  3. Baele, Lieven, 2005. "Volatility Spillover Effects in European Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(02), pages 373-401, June. [Downloadable!]
    Other versions:

  4. Lieven Baele, 2004. "Measuring European Financial Integration," Oxford Review of Economic Policy, Oxford University Press, vol. 20(4), pages 509-530, Winter.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-08-16
  2. NEP-CBA: Central Banking (1) 2009-08-16
  3. NEP-CFN: Corporate Finance (2) 2003-09-24 2003-12-14
  4. NEP-EEC: European Economics (4) 2003-09-24 2003-12-14 2004-01-25 2005-12-01 Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2003-09-24 2003-12-14 2004-01-25 Author is listed
  6. NEP-FIN: Finance (6) 2003-09-24 2003-12-14 2004-01-25 2004-08-31 2005-12-01 2005-12-01 Author is listed
  7. NEP-FMK: Financial Markets (4) 2003-09-24 2003-12-14 2005-12-01 2005-12-01 Author is listed
  8. NEP-GEO: Economic Geography (1) 2003-09-24
  9. NEP-IFN: International Finance (2) 2003-09-24 2004-01-25
  10. NEP-MAC: Macroeconomics (3) 2004-11-22 2008-01-05 2009-08-16 Author is listed
  11. NEP-RMG: Risk Management (3) 2003-12-14 2004-01-25 2005-12-01 Author is listed
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This page was last updated on 2009-10-27.

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