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 0 0 0 534 4 12 13 2,956
Aggregate Idiosyncratic Volatility 0 0 0 31 0 3 9 197
Aggregate Idiosyncratic Volatility 0 0 0 76 4 14 15 472
An Evaluation of Recent Evidence on Stock Market Bubbles 0 0 1 277 0 5 8 747
An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data 1 1 2 68 4 19 31 212
An International Dynamic Asset Pricing Model 0 0 0 500 2 6 9 2,190
An Investigation of Risk and Return in Forward Foreign Exchange 0 0 0 200 3 11 13 593
Asset Price Volatility, Bubbles, and Process Switching 0 0 1 136 1 4 8 373
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 328 0 1 8 1,032
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 0 0 0 173 1 4 4 861
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 0 6 9 766
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 0 0 1 112 1 9 11 602
Estimating the Risk-Return Trade-off with Overlapping Data Inference 0 0 1 29 4 13 14 86
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 1 6 12 968
Expectations Hypotheses Tests 0 0 0 344 3 8 13 1,614
Financial Market Efficiency Tests 0 0 1 1,834 3 11 16 4,358
Foreign Currency Futures 0 0 0 311 0 3 6 1,533
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 1 1 252 11 29 45 696
International Stock Return Comovements 0 0 0 234 0 5 6 694
International Stock Return Comovements 0 0 0 191 1 4 8 680
International Stock Return Comovements 0 0 0 42 0 8 13 252
International stock return comovements 1 1 2 108 1 8 10 334
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 0 0 0 36 3 7 9 66
Money and the Open Economy Business Cycle: A Flexible Price Model 0 0 0 134 0 7 11 1,051
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 3 6 857
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 1 7 11 973
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 10 14 211
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 41 1 6 8 264
Post-War U.S. Business Cycles: An Empirical Investigation 2 3 34 3,416 11 34 155 8,604
Pricing the Global Industry Portfolios 0 0 0 207 1 11 13 626
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 0 0 68 1 4 8 289
Risk, Uncertainty and Exchange Rates 0 0 0 148 0 7 10 430
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 0 19 9 16 25 99
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 0 28 0 7 12 231
The Carry Trade: Risks and Drawdowns 0 0 1 36 3 9 28 177
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 0 0 0 145 2 4 9 598
The Cross-Section of Volatility and Expected Returns 0 1 4 612 16 33 52 2,026
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 4 10 975
The Variability of Velocity in Cash-In-Advance Models 0 0 0 178 0 5 9 645
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 3 10 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 9 12 414
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 6 13 20
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 0 0 0 34 3 10 11 237
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 3 5 199
Total Working Papers 4 7 50 11,968 97 394 722 41,290

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 0 0 46 0 33 34 401
An International Dynamic Asset Pricing Model 0 0 0 104 0 2 6 517
An investigation of risk and return in forward foreign exchange 0 0 0 83 2 13 18 411
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 76 2 9 11 274
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 1 9 11 613
Comment on:: Time varying liquidity in foreign exchange 0 0 0 20 0 4 6 73
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 1 1 4 711 4 9 19 2,210
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 0 0 36 4 6 6 136
Dynamic effects of government policies in an open economy 0 0 0 44 2 3 8 272
Estimating the risk-return trade-off with overlapping data inference 0 0 1 10 2 8 13 75
Evaluating the specification errors of asset pricing models 0 0 0 155 0 7 12 481
Exchange Rate and Price Dynamics with Asymmetric Information 0 0 0 24 0 5 6 87
Expectations Hypotheses Tests 0 0 1 113 0 8 15 454
Foreign currency futures 1 1 1 69 3 7 11 357
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 0 2 18 2,162 3 20 68 6,409
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 0 4 553 20 48 75 1,972
International Stock Return Comovements 0 1 4 195 2 14 30 720
International asset pricing with time-varying risk premia 0 0 0 76 2 8 9 176
Monetary accomodation and the variability of output, prices, and exchange rates: A comment 0 0 0 6 2 3 5 78
On Testing for Speculative Bubbles 0 0 0 607 0 4 7 1,366
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 273 0 6 10 672
On biases in the measurement of foreign exchange risk premiums 0 2 3 333 2 12 19 802
On the effects of macroeconomic policy in a maximizing model of a small open economy 0 0 0 5 0 4 6 46
On the monetary analysis of exchange rates: A comment 0 0 0 10 1 4 6 41
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 26 0 2 8 201
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 0 0 0 10 1 4 7 131
Peso problem explanations for term structure anomalies 0 0 0 173 7 24 27 763
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 10 44 206 14,821
Real aspects of exchange rate regime choice with collapsing fixed rates 0 0 0 29 1 6 12 186
Risk, uncertainty, and exchange rates 0 0 0 88 2 6 10 368
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 1 10 0 2 6 39
The Carry Trade: Risks and Drawdowns 0 0 0 37 1 8 15 213
The Cross‐Section of Volatility and Expected Returns 7 14 37 766 41 92 246 3,023
The Variability of Velocity in Cash-in-Advance Models 0 0 1 246 3 11 22 1,037
The covariation of risk premiums and expected future spot exchange rates 0 0 0 62 1 4 6 278
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 0 20 2 6 7 164
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 2 4 382
U.S. International capital flows: Perspectives from rational maximizing models 0 0 0 21 4 8 9 156
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 0 0 78 3 8 9 229
Total Journal Articles 9 21 77 7,561 129 473 1,005 40,634

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
International Financial Management 0 0 0 0 6 19 55 324
Total Books 0 0 0 0 6 19 55 324

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 0 0 0 178 3 6 10 518
Total Chapters 0 0 0 178 3 6 10 518

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Statistics updated 2026-03-04