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 0 4 17 2,960
Aggregate Idiosyncratic Volatility 0 0 0 76 3 7 22 479
Aggregate Idiosyncratic Volatility 0 0 0 31 0 1 10 198
An Evaluation of Recent Evidence on Stock Market Bubbles 0 0 0 277 0 5 12 752
An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data 1 1 3 69 3 8 36 220
An International Dynamic Asset Pricing Model 0 0 0 500 0 3 12 2,193
An Investigation of Risk and Return in Forward Foreign Exchange 0 0 0 200 0 3 16 596
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 136 0 3 9 376
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 328 0 7 14 1,039
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 0 0 0 173 0 1 5 862
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 1 2 11 768
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 0 0 1 112 0 5 16 607
Estimating the Risk-Return Trade-off with Overlapping Data Inference 0 0 1 29 0 6 20 92
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 3 15 971
Expectations Hypotheses Tests 0 0 0 344 0 3 15 1,617
Financial Market Efficiency Tests 1 2 3 1,836 2 8 23 4,366
Foreign Currency Futures 0 0 0 311 0 3 9 1,536
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 2 7 51 703
International Stock Return Comovements 0 0 0 234 0 0 6 694
International Stock Return Comovements 0 0 0 191 0 2 10 682
International Stock Return Comovements 0 0 0 42 0 6 19 258
International stock return comovements 0 0 2 108 1 4 14 338
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 0 0 0 36 1 4 12 70
Money and the Open Economy Business Cycle: A Flexible Price Model 0 0 0 134 0 4 14 1,055
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 2 8 859
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 3 9 20 982
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 11 24 222
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 41 0 3 11 267
Post-War U.S. Business Cycles: An Empirical Investigation 1 2 24 3,418 6 28 138 8,632
Pricing the Global Industry Portfolios 0 0 0 207 0 2 15 628
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 0 0 68 0 2 9 291
Risk, Uncertainty and Exchange Rates 0 0 0 148 0 1 10 431
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 1 1 20 0 7 31 106
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 0 28 0 3 15 234
The Carry Trade: Risks and Drawdowns 1 1 1 37 6 12 31 189
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 0 0 0 145 0 1 10 599
The Cross-Section of Volatility and Expected Returns 0 2 5 614 3 33 80 2,059
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 4 13 979
The Variability of Velocity in Cash-In-Advance Models 0 0 0 178 0 2 11 647
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 3 15 23
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 8 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 3 14 417
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 0 0 0 34 0 5 16 242
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 4 9 203
Total Working Papers 4 9 43 11,977 34 234 876 41,524

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 1 4 38 405
An International Dynamic Asset Pricing Model 0 0 0 104 2 5 9 522
An investigation of risk and return in forward foreign exchange 0 0 0 83 0 6 21 417
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 76 0 0 10 274
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 0 5 16 618
Comment on:: Time varying liquidity in foreign exchange 0 0 0 20 1 2 8 75
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 0 0 3 711 0 8 24 2,218
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 0 0 36 0 6 12 142
Dynamic effects of government policies in an open economy 0 0 0 44 0 2 9 274
Estimating the risk-return trade-off with overlapping data inference 0 0 1 10 0 5 18 80
Evaluating the specification errors of asset pricing models 0 0 0 155 0 4 15 485
Exchange Rate and Price Dynamics with Asymmetric Information 0 0 0 24 0 0 6 87
Expectations Hypotheses Tests 0 0 0 113 1 2 15 456
Foreign currency futures 0 0 1 69 0 2 11 359
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 2 8 2,164 5 17 61 6,426
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 4 6 557 5 26 93 1,998
International Stock Return Comovements 0 1 4 196 1 7 33 727
International asset pricing with time-varying risk premia 0 0 0 76 0 2 11 178
Monetary accomodation and the variability of output, prices, and exchange rates: A comment 0 0 0 6 0 4 9 82
On Testing for Speculative Bubbles 0 0 0 607 0 2 9 1,368
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 1 273 0 0 9 672
On biases in the measurement of foreign exchange risk premiums 1 1 4 334 2 6 20 808
On the effects of macroeconomic policy in a maximizing model of a small open economy 0 0 0 5 0 0 6 46
On the monetary analysis of exchange rates: A comment 0 0 0 10 0 1 7 42
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 26 0 0 7 201
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 0 0 0 10 1 3 10 134
Peso problem explanations for term structure anomalies 0 0 0 173 0 10 37 773
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 22 65 223 14,886
Real aspects of exchange rate regime choice with collapsing fixed rates 0 0 0 29 0 1 11 187
Risk, uncertainty, and exchange rates 0 0 0 88 0 1 11 369
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 1 10 0 2 8 41
The Carry Trade: Risks and Drawdowns 1 1 1 38 2 6 18 219
The Cross‐Section of Volatility and Expected Returns 1 12 43 778 35 105 309 3,128
The Variability of Velocity in Cash-in-Advance Models 0 0 0 246 0 3 23 1,040
The covariation of risk premiums and expected future spot exchange rates 0 0 0 62 0 1 6 279
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 0 20 0 1 8 165
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 3 7 385
U.S. International capital flows: Perspectives from rational maximizing models 0 0 0 21 1 7 16 163
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 0 0 78 0 1 10 230
Total Journal Articles 6 21 73 7,582 79 325 1,174 40,959

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 5 25 69 349
Total Books 0 0 0 0 5 25 69 349

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 0 6 16 524
Total Chapters 0 0 0 178 0 6 16 524

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Statistics updated 2026-06-04