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 2 533 1 2 11 2,924
Aggregate Idiosyncratic Volatility 0 0 0 76 4 7 25 337
Aggregate Idiosyncratic Volatility 0 0 2 26 2 4 10 163
An Evaluation of Recent Evidence on Stock Market Bubbles 1 1 2 269 5 5 11 714
An International Dynamic Asset Pricing Model 0 0 1 500 0 2 14 2,165
An Investigation of Risk and Return in Forward Foreign Exchange 0 1 2 198 1 3 6 556
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 133 3 4 9 352
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 0 322 1 3 6 981
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 0 1 3 167 1 3 10 836
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 0 0 4 750
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 0 0 0 110 0 1 5 582
Estimating the Risk-Return Trade-off with Overlapping Data Inference 0 0 0 27 1 3 7 56
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 358 1 2 6 943
Expectations Hypotheses Tests 0 1 3 336 3 7 22 1,521
Financial Market Efficiency Tests 0 0 2 1,822 0 6 23 4,293
Foreign Currency Futures 0 0 0 307 1 3 6 1,505
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 2 6 21 227 5 12 44 574
International Stock Return Comovements 0 0 0 191 1 2 10 604
International Stock Return Comovements 0 0 0 232 2 6 15 617
International Stock Return Comovements 0 0 0 42 0 2 4 171
International stock return comovements 0 0 3 100 1 4 20 286
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 0 0 0 34 0 0 3 42
Money and the Open Economy Business Cycle: A Flexible Price Model 0 1 1 133 1 7 35 1,025
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 1 1 183 3 4 8 833
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 1 262 0 2 6 943
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 2 4 14 174
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 39 2 3 3 244
Post-War U.S. Business Cycles: An Empirical Investigation 9 20 97 2,982 25 70 347 7,100
Pricing the Global Industry Portfolios 0 0 1 205 0 1 5 599
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 0 0 67 1 2 5 274
Risk, Uncertainty and Exchange Rates 0 1 2 138 4 11 22 382
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 1 3 15 3 12 32 44
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 0 28 0 2 4 203
The Carry Trade: Risks and Drawdowns 0 1 6 31 0 1 9 122
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 0 0 0 143 0 2 4 575
The Cross-Section of Volatility and Expected Returns 0 2 30 573 4 17 98 1,809
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 234 0 2 2 950
The Variability of Velocity in Cash-In-Advance Models 0 0 0 177 4 5 7 614
The implications of first-order risk aversion for asset market risk premiums 0 0 4 10 2 2 13 44
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 3 8 384
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 0 0 0 34 1 1 2 221
\\"Peso problem\\" explanations for term structure anomalies 0 0 1 28 1 1 7 151
Total Working Papers 12 37 188 11,292 86 233 902 37,663


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 1 2 41 1 7 18 188
An International Dynamic Asset Pricing Model 0 0 0 103 0 0 2 491
An investigation of risk and return in forward foreign exchange 0 2 6 73 2 8 25 297
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 74 1 2 4 241
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 153 2 3 6 524
Comment on:: Time varying liquidity in foreign exchange 1 1 1 19 1 1 2 64
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 0 0 4 679 2 4 20 2,082
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 0 0 34 1 3 7 121
Dynamic effects of government policies in an open economy 0 0 0 43 0 0 1 255
Estimating the risk-return trade-off with overlapping data inference 0 0 0 7 1 1 7 35
Evaluating the specification errors of asset pricing models 0 1 1 145 4 10 22 416
Exchange Rate and Price Dynamics with Asymmetric Information 0 0 0 23 0 1 2 75
Expectations Hypotheses Tests 0 0 0 101 1 2 5 377
Foreign currency futures 0 0 1 57 1 1 7 292
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 4 12 54 2,033 15 32 116 6,053
High idiosyncratic volatility and low returns: International and further U.S. evidence 3 13 58 374 16 49 187 1,175
International Stock Return Comovements 0 0 1 176 5 9 22 548
International asset pricing with time-varying risk premia 1 2 3 72 1 2 4 153
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 0 1 5 601 0 1 12 1,336
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 6 260 1 3 13 543
On biases in the measurement of foreign exchange risk premiums 0 1 5 307 5 6 17 701
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 2 30
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 25 0 1 2 184
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 0 0 0 8 0 0 1 116
Peso problem explanations for term structure anomalies 0 0 2 169 4 12 24 689
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 23 84 369 12,580
Real aspects of exchange rate regime choice with collapsing fixed rates 0 0 0 27 0 1 1 162
Risk, uncertainty, and exchange rates 1 1 2 84 3 4 16 322
The Carry Trade: Risks and Drawdowns 0 2 7 16 3 11 42 100
The Cross‐Section of Volatility and Expected Returns 2 8 45 625 9 45 192 2,136
The Variability of Velocity in Cash-in-Advance Models 0 1 5 236 6 7 18 967
The covariation of risk premiums and expected future spot exchange rates 0 0 2 56 2 3 7 240
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 0 20 3 3 4 149
The implications of first-order risk aversion for asset market risk premiums 0 0 1 84 1 2 15 333
U.S. International capital flows: Perspectives from rational maximizing models 0 0 0 21 0 0 6 140
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 0 0 77 0 0 0 211
Total Journal Articles 12 46 212 6,865 114 318 1,198 34,428


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 1 4 164 0 3 11 460
Total Chapters 0 1 4 164 0 3 11 460


Statistics updated 2020-02-04