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 3 8 17 2,960
Aggregate Idiosyncratic Volatility 0 0 0 76 3 8 19 476
Aggregate Idiosyncratic Volatility 0 0 0 31 1 1 10 198
An Evaluation of Recent Evidence on Stock Market Bubbles 0 0 0 277 3 5 12 752
An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data 0 1 2 68 2 9 34 217
An International Dynamic Asset Pricing Model 0 0 0 500 3 5 12 2,193
An Investigation of Risk and Return in Forward Foreign Exchange 0 0 0 200 1 6 16 596
Asset Price Volatility, Bubbles, and Process Switching 0 0 1 136 2 4 10 376
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 328 6 7 15 1,039
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 0 0 0 173 1 2 5 862
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 1 1 10 767
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 0 0 1 112 5 6 16 607
Estimating the Risk-Return Trade-off with Overlapping Data Inference 0 0 1 29 3 10 20 92
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 2 4 15 971
Expectations Hypotheses Tests 0 0 0 344 2 6 15 1,617
Financial Market Efficiency Tests 1 1 2 1,835 3 9 21 4,364
Foreign Currency Futures 0 0 0 311 2 3 9 1,536
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 2 16 50 701
International Stock Return Comovements 0 0 0 191 2 3 10 682
International Stock Return Comovements 0 0 0 234 0 0 6 694
International Stock Return Comovements 0 0 0 42 4 6 19 258
International stock return comovements 0 1 2 108 1 4 13 337
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 0 0 0 36 3 6 11 69
Money and the Open Economy Business Cycle: A Flexible Price Model 0 0 0 134 1 4 14 1,055
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 1 7 858
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 5 7 17 979
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 10 11 25 222
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 41 1 4 11 267
Post-War U.S. Business Cycles: An Empirical Investigation 0 3 29 3,417 20 33 148 8,626
Pricing the Global Industry Portfolios 0 0 0 207 2 3 15 628
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 0 0 68 1 3 9 291
Risk, Uncertainty and Exchange Rates 0 0 0 148 1 1 10 431
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 1 1 20 6 16 32 106
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 0 28 3 3 15 234
The Carry Trade: Risks and Drawdowns 0 0 1 36 5 9 33 183
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 0 0 0 145 0 3 10 599
The Cross-Section of Volatility and Expected Returns 2 2 5 614 20 46 79 2,056
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 2 4 13 979
The Variability of Velocity in Cash-In-Advance Models 0 0 0 178 1 2 11 647
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 2 4 14 417
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 2 4 15 23
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 0 0 0 34 5 8 16 242
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 2 7 201
Total Working Papers 3 9 47 11,973 144 297 874 41,490

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 2 3 37 404
An International Dynamic Asset Pricing Model 0 0 0 104 3 3 7 520
An investigation of risk and return in forward foreign exchange 0 0 0 83 6 8 23 417
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 76 0 2 10 274
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 173 4 6 16 618
Comment on:: Time varying liquidity in foreign exchange 0 0 0 20 1 1 7 74
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 0 1 4 711 8 12 26 2,218
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 0 0 36 5 10 12 142
Dynamic effects of government policies in an open economy 0 0 0 44 2 4 10 274
Estimating the risk-return trade-off with overlapping data inference 0 0 1 10 3 7 18 80
Evaluating the specification errors of asset pricing models 0 0 0 155 4 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 1 15 455
Foreign currency futures 0 1 1 69 1 5 12 359
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 1 10 2,163 10 15 67 6,421
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 5 555 5 41 91 1,993
International Stock Return Comovements 1 1 4 196 4 8 33 726
International asset pricing with time-varying risk premia 0 0 0 76 0 4 11 178
Monetary accomodation and the variability of output, prices, and exchange rates: A comment 0 0 0 6 4 6 9 82
On Testing for Speculative Bubbles 0 0 0 607 2 2 9 1,368
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 273 0 0 10 672
On biases in the measurement of foreign exchange risk premiums 0 0 3 333 0 6 19 806
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 1 2 7 42
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 26 0 0 8 201
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 0 0 0 10 1 3 9 133
Peso problem explanations for term structure anomalies 0 0 0 173 6 17 37 773
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 26 53 225 14,864
Real aspects of exchange rate regime choice with collapsing fixed rates 0 0 0 29 1 2 12 187
Risk, uncertainty, and exchange rates 0 0 0 88 0 3 11 369
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 1 10 2 2 8 41
The Carry Trade: Risks and Drawdowns 0 0 0 37 4 5 18 217
The Cross‐Section of Volatility and Expected Returns 6 18 43 777 43 111 290 3,093
The Variability of Velocity in Cash-in-Advance Models 0 0 0 246 1 6 23 1,040
The covariation of risk premiums and expected future spot exchange rates 0 0 0 62 1 2 7 279
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 0 20 1 3 8 165
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 4 7 385
U.S. International capital flows: Perspectives from rational maximizing models 0 0 0 21 5 10 15 162
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 0 0 78 0 4 10 230
Total Journal Articles 8 24 74 7,576 158 375 1,164 40,880

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 11 26 68 344
Total Books 0 0 0 0 11 26 68 344

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 6 9 16 524
Total Chapters 0 0 0 178 6 9 16 524

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Statistics updated 2026-05-06