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List of works by Robert J. Hodrick

"Peso Problem" Explanations for Term Structure Anomalies

Aggregate Idiosyncratic Volatility

scientific article published in June 2010

An Evaluation of Recent Evidence on Stock Market Bubbles

An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data

scientific article published in February 2020

An International Dynamic Asset Pricing Model

scientific article published in June 1999

An Investigation of Risk and Return in Forward Foreign Exchange

scientific article published in August 1983

Asset Price Volatility, Bubbles, and Process Switching

scientific article published in March 1986

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

scientific article published in July 1991

Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement

scientific article published in July 1991

Estimating the Risk-Return Trade-off with Overlapping Data Inference

scientific article published in March 2014

Evaluating the Specification Errors of Asset Pricing Models

scientific article published in April 2000

Expectations Hypotheses Tests

scientific article published in March 2000

Financial Market Efficiency Tests

scientific article published in June 1992

Foreign Currency Futures

scientific article published in October 1985

High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence

scientific article published in January 2008

International Stock Return Comovements

scientific article published in December 2005

Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances

scientific article published in June 2014

Money and the Open Economy Business Cycle: A Flexible Price Model

scientific article published in June 1986

On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates

scientific article published in January 1996

On Biases in the Measurement of Foreign Exchange Risk Premiums

scientific article published in October 1991

Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle

scientific article published in March 1983

Pricing the Global Industry Portfolios

scientific article published in November 2002

Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates

scientific article published in April 1985

Risk, Uncertainty and Exchange Rates

scientific article published in November 1987

Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications

Testable Implications of Indeterminacies in Models with Rational Expectations

scientific article published in March 1989

The Carry Trade: Risks and Drawdowns

scientific article published in August 2014

The Covariation of Risk Premiums and Expected Future Spot Exchange Rates

scientific article published in October 1985

The Cross-Section of Volatility and Expected Returns

scientific article published in October 2004

The Implications of First-Order Risk Aversion for Asset Market Risk Premiums

scientific article published in January 1994

The Variability of Velocity in Cash-In-Advance Models

scientific article published in March 1989

U.S. International Capital Flows: Perspectives From Rational Maximizing Models