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 1 1 532 4 6 9 2,920
"Peso problem" explanations for term structure anomalies 0 0 1 28 0 1 2 146
Aggregate Idiosyncratic Volatility 0 0 2 26 0 0 6 158
Aggregate Idiosyncratic Volatility 0 0 0 76 1 4 15 322
An Evaluation of Recent Evidence on Stock Market Bubbles 0 0 2 268 1 2 7 707
An International Dynamic Asset Pricing Model 0 0 1 500 4 9 13 2,162
An Investigation of Risk and Return in Forward Foreign Exchange 0 0 2 197 0 1 8 553
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 133 0 0 0 343
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 322 1 1 11 978
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 0 1 2 166 0 1 7 832
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 0 1 2 748
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 0 0 0 110 0 2 2 579
Estimating the Risk-Return Trade-off with Overlapping Data Inference 0 0 0 27 1 2 7 52
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 358 0 0 2 937
Expectations Hypotheses Tests 0 2 4 335 0 2 13 1,509
Financial Market Efficiency Tests 0 0 2 1,822 0 1 15 4,280
Foreign Currency Futures 0 0 1 307 2 3 8 1,502
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 4 21 216 0 6 35 546
International Stock Return Comovements 0 0 0 42 1 1 3 169
International Stock Return Comovements 0 0 0 232 1 3 10 606
International Stock Return Comovements 0 0 0 191 1 2 8 600
International stock return comovements 0 0 3 99 1 5 21 280
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 0 0 1 34 0 0 2 40
Money and the Open Economy Business Cycle: A Flexible Price Model 0 0 1 132 2 2 34 1,014
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 182 2 2 8 829
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 1 262 1 1 9 940
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 2 2 3 163
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 39 0 0 3 241
Post-War U.S. Business Cycles: An Empirical Investigation 11 26 96 2,938 30 89 326 6,952
Pricing the Global Industry Portfolios 0 0 2 205 1 1 3 596
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 0 0 67 0 0 6 271
Risk, Uncertainty and Exchange Rates 0 0 0 136 1 1 15 369
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 14 14 3 7 26 26
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 0 28 0 0 1 199
The Carry Trade: Risks and Drawdowns 1 2 3 28 1 2 7 118
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 0 0 0 143 1 1 4 572
The Cross-Section of Volatility and Expected Returns 3 8 38 567 8 34 103 1,775
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 234 0 0 2 948
The Variability of Velocity in Cash-In-Advance Models 0 0 0 177 0 0 6 609
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 2 378
The implications of first-order risk aversion for asset market risk premiums 0 0 4 8 0 2 8 36
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 0 0 0 34 1 1 1 220
Total Working Papers 15 44 202 11,215 71 198 773 37,225


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 2 39 1 3 12 176
An International Dynamic Asset Pricing Model 0 0 0 103 1 1 3 490
An investigation of risk and return in forward foreign exchange 0 0 3 69 0 1 21 284
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 74 0 0 1 237
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 152 0 1 4 520
Comment on:: Time varying liquidity in foreign exchange 0 0 0 18 0 0 3 63
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 1 2 6 679 1 5 15 2,074
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 0 1 34 0 1 6 117
Dynamic effects of government policies in an open economy 0 0 0 43 0 0 0 254
Estimating the risk-return trade-off with overlapping data inference 0 0 0 7 0 3 6 32
Evaluating the specification errors of asset pricing models 0 0 1 144 2 3 11 399
Exchange Rate and Price Dynamics with Asymmetric Information 0 0 1 23 1 1 2 74
Foreign currency futures 1 1 1 57 2 3 6 290
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 5 16 68 2,013 7 26 144 6,009
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 13 45 351 12 33 130 1,082
International Stock Return Comovements 0 0 4 176 2 5 21 537
International asset pricing with time-varying risk premia 0 0 0 69 0 0 2 149
Monetary accomodation and the variability of output, prices, and exchange rates: A comment 0 0 0 6 0 0 0 71
On Testing for Speculative Bubbles 1 2 4 600 2 3 13 1,335
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 4 6 259 1 5 11 537
On biases in the measurement of foreign exchange risk premiums 0 0 9 305 0 3 25 694
On the effects of macroeconomic policy in a maximizing model of a small open economy 0 0 0 4 0 0 0 31
On the monetary analysis of exchange rates: A comment 0 0 0 8 0 0 1 29
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 25 0 0 1 182
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 0 0 0 8 0 0 6 116
Peso problem explanations for term structure anomalies 0 2 2 169 1 6 14 674
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 28 93 376 12,430
Real aspects of exchange rate regime choice with collapsing fixed rates 0 0 0 27 0 0 3 161
Risk, uncertainty, and exchange rates 0 0 1 83 0 3 14 313
The Carry Trade: Risks and Drawdowns 1 1 7 13 3 9 44 79
The Cross‐Section of Volatility and Expected Returns 1 7 54 603 9 33 202 2,050
The Variability of Velocity in Cash-in-Advance Models 0 2 7 235 0 2 19 957
The covariation of risk premiums and expected future spot exchange rates 0 1 2 56 0 1 6 235
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 0 20 0 1 1 146
The implications of first-order risk aversion for asset market risk premiums 0 0 0 83 0 0 18 323
U.S. International capital flows: Perspectives from rational maximizing models 0 0 0 21 1 1 5 138
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 0 0 77 0 0 3 211
Total Journal Articles 12 51 224 6,677 74 246 1,149 33,499


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 1 10 38 47
Total Books 0 0 0 0 1 10 38 47


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 6 163 2 3 14 456
Total Chapters 0 0 6 163 2 3 14 456


Statistics updated 2019-09-09