- Empirical Asset Pricing
- Volatility and Correlation Modelling
- Global Asset Allocation
- Diversification Strategies
- Economic and Financial Integration
- Analysis of Financial Risk Measures
- Contagion and Financial Stability
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Authors: K. Inghelbrecht, G. Bekaert and L. Baele
Year: 2010
Source: Forthcoming Review of Financial Studies
Also available as NBER Working Paper No. 15260
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Authors: K. Inghelbrecht and L. Baele
Year: 2010
Source: Forthcoming Journal of International Money and Finance
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Authors: K. Inghelbrecht and L. Baele
Year: 2009
Source: Journal of Empirical Finance, Vol. 16, No. 3, 368-387.
An Appendix can be downloaded here
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Authors: K. Inghelbrecht, M. Deloof and W. Demaeseneire
Year: 2009
Source: Journal of Business, Finance and Accounting, Vol. 7, Issue 1-2 (January/March 2009), 130-160.
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Authors: K. Inghelbrecht and L. Baele
Year: 2008
Source: European Economy Economic Papers 333, July 2008, European Commission, Brussels.
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- 2006 Ph.D. in Economics, Ghent University
Title: The Comovement of Asset Returns
Supervisors: Jan Annaert and Lieven Baele
- 2000-2001 Master in Banking and Finance, Ghent University,
Great Distinction
Dissertation: Country versus Sector Effects in Emerging Markets Portfolios:
Analysis and Development of Indicators
- 1995-1999 BA Applied Economic Sciences, Major in Finance, Ghent University, Great Distinction
Dissertation: The Econometrics of Financial Markets
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- Postdoctoral researcher at the Department of Finance, University College Ghent, January 2007 – Present.
- Postdoctoral researcher at the Department of Financial Economics, Ghent University, September 2006 – Present.
- Internship, Research Department, National Bank of Belgium, October 2005 – March 2006,
Title Project: "The time variation in stock-bond correlations: what are the economic driving forces".
- Research and Teaching Assistant at the Department of Financial Economics, Ghent University, October 1999 – September 2005, supporting the following courses: Econometrics I, Econometrics II and Financial Econometrics.
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- Award for Best Dissertation in International Finance, 2006, Sponsored by The Indiana University (IU), Center for International Business Education and Research (CIBER) and the Financial Management Association International, Title Dissertation: ‘The Comovement of Asset Returns’.
- INQUIRE Europe Grant, October 2006, for "The Determinants of Stock-Bond Correlations", with Geert Bekaert and Lieven Baele.
- Voseko-prize for best undergraduate thesis at the Faculty of Economics and Business Administration, Ghent University , 1999. Title: 'The Econometric of Financial Markets'.
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- Member of ‘Financieel Forum, Oost-Vlaanderen’, National Bank of Belgium, 2008 – Present.
- Member of the Scientific Committee of the 12th Meeting of the Belgian Financial Research Forum, Ghent University.
- Member of the Training and Academic Commission at the Faculty of Business Administration and Public Administration, University College Ghent.
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