Access Statistics for Robert James Hodrick

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Peso Problem" Explanations for Term Structure Anomalies 1 5 29 455 9 19 126 2,479
"Peso problem" explanations for term structure anomalies 0 0 0 0 3 9 27 27
An Evaluation of Recent Evidence on Stock Market Bubbles 2 8 25 207 2 13 83 527
An International Dynamic Asset Pricing Model 4 7 19 468 8 15 52 2,000
An Investigation of Risk and Return in Forward Foreign Exchange 0 3 23 130 3 17 69 323
Asset Price Volatility, Bubbles, and Process Switching 2 4 20 92 4 10 57 218
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 2 4 31 186 6 11 83 530
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 5 9 25 98 7 18 43 667
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 0 4 13 689
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 1 1 9 84 7 11 48 444
Evaluating the Specification Errors of Asset Pricing Models 2 7 29 328 8 19 80 821
Expectations Hypotheses Tests 1 1 15 262 4 8 39 1,278
Financial Market Efficiency Tests 15 44 162 1,362 28 80 338 2,846
Foreign Currency Futures 6 13 49 213 26 66 265 944
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 2 6 21 62 9 17 73 144
International Stock Return Comovements 10 20 36 99 17 36 113 301
International Stock Return Comovements 0 2 14 18 5 11 37 44
International Stock Return Comovements 0 1 11 166 3 5 35 347
International stock return comovements 4 11 37 37 10 25 78 78
Money and the Open Economy Business Cycle: A Flexible Price Model 0 4 14 62 10 22 92 410
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 6 156 1 4 30 687
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 3 18 199 2 11 46 742
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 3 10 27 27
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 1 6 28 4 12 40 149
Post-War U.S. Business Cycles: An Empirical Investigation 32 96 437 898 48 139 608 2,553
Pricing the Global Industry Portfolios 1 3 10 185 4 8 35 492
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 1 10 55 3 9 33 179
Risk, Uncertainty and Exchange Rates 1 3 21 97 3 13 56 198
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 2 17 1 3 22 113
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 2 5 31 91 9 20 91 360
The Cross-Section of Volatility and Expected Returns 2 5 23 226 7 16 90 700
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 2 4 14 179 4 10 52 754
The Variability of Velocity in Cash-In-Advance Models 3 4 23 125 7 13 73 443
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 5 11 24 292
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 1 3 12 24 6 20 56 121
Total Working Papers 101 278 1,182 6,609 276 715 3,034 22,927

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An International Dynamic Asset Pricing Model 1 1 7 79 1 2 17 324
An investigation of risk and return in forward foreign exchange 0 1 8 25 1 3 19 73
Asset Price Volatility, Bubbles, and Process Switching 1 1 10 42 2 4 23 103
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 4 6 27 83 5 15 58 253
Comment 0 0 0 0 0 0 1 1
Comment on:: Time varying liquidity in foreign exchange 0 0 4 11 0 0 4 36
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 2 9 63 530 5 23 136 1,683
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 1 2 23 0 2 14 67
Dynamic effects of government policies in an open economy 1 3 12 19 8 18 51 95
Evaluating the specification errors of asset pricing models 0 3 13 79 0 4 25 164
Exchange Rate and Price Dynamics with Asymmetric Information 0 0 1 18 0 0 3 52
Foreign currency futures 2 3 7 27 4 7 34 109
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 17 42 184 1,271 28 71 307 4,480
High idiosyncratic volatility and low returns: International and further U.S. evidence 7 22 65 65 10 39 175 175
International asset pricing with time-varying risk premia 2 5 14 47 5 12 34 82
Monetary accomodation and the variability of output, prices, and exchange rates: A comment 0 1 2 4 3 6 15 28
On Testing for Speculative Bubbles 0 5 48 522 2 13 81 1,128
On biases in tests of the expectations hypothesis of the term structure of interest rates 1 6 23 125 4 13 37 252
On biases in the measurement of foreign exchange risk premiums 2 7 46 180 4 11 66 373
On the effects of macroeconomic policy in a maximizing model of a small open economy 0 1 1 2 0 2 7 16
On the monetary analysis of exchange rates: A comment 0 0 1 3 0 0 2 5
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 2 16 0 0 7 63
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 1 1 2 3 1 2 5 64
Peso problem explanations for term structure anomalies 1 4 20 121 2 9 39 381
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 70 206 948 5,246
Real aspects of exchange rate regime choice with collapsing fixed rates 1 1 6 15 1 1 18 42
Risk, uncertainty, and exchange rates 1 3 12 30 2 9 26 62
The Cross-Section of Volatility and Expected Returns 5 15 69 218 16 45 192 749
The Variability of Velocity in Cash-in-Advance Models 4 5 22 155 9 21 88 669
The covariation of risk premiums and expected future spot exchange rates 2 2 4 18 3 5 18 65
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 2 13 3 4 22 49
The implications of first-order risk aversion for asset market risk premiums 0 1 3 55 2 4 9 132
U.S. International capital flows: Perspectives from rational maximizing models 0 0 10 11 1 5 18 27
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 3 8 65 0 3 15 155
Total Journal Articles 55 152 698 3,899 192 559 2,514 17,203

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models 3 18 32 32 4 37 65 65
Total Chapters 3 18 32 32 4 37 65 65

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Statistics updated 2009-11-04