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 0 1 2,943
Aggregate Idiosyncratic Volatility 0 0 1 31 1 1 2 189
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
An Evaluation of Recent Evidence on Stock Market Bubbles 0 1 1 277 0 1 1 740
An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data 1 1 5 67 2 4 24 186
An International Dynamic Asset Pricing Model 0 0 0 500 0 0 0 2,181
An Investigation of Risk and Return in Forward Foreign Exchange 0 0 0 200 0 0 6 580
Asset Price Volatility, Bubbles, and Process Switching 0 1 1 136 0 1 3 367
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 1 327 1 2 7 1,026
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement 0 0 0 173 0 0 1 857
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? 0 0 0 0 1 1 1 758
Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? 0 0 0 111 0 0 1 591
Estimating the Risk-Return Trade-off with Overlapping Data Inference 0 0 0 28 0 0 1 72
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 0 0 956
Expectations Hypotheses Tests 0 0 2 344 0 0 6 1,602
Financial Market Efficiency Tests 0 0 0 1,833 0 1 5 4,343
Foreign Currency Futures 0 0 4 311 0 0 9 1,527
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 0 1 8 652
International Stock Return Comovements 0 0 0 234 1 1 3 689
International Stock Return Comovements 0 0 0 42 0 0 1 239
International Stock Return Comovements 0 0 0 191 1 1 3 673
International stock return comovements 0 0 0 106 0 0 1 324
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 0 0 0 36 0 0 2 58
Money and the Open Economy Business Cycle: A Flexible Price Model 0 0 0 134 0 0 1 1,041
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 0 0 851
On Biases in the Measurement of Foreign Exchange Risk Premiums 0 0 0 264 0 0 1 962
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 2 198
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 41 0 0 1 256
Post-War U.S. Business Cycles: An Empirical Investigation 6 16 62 3,400 15 52 171 8,509
Pricing the Global Industry Portfolios 0 0 0 207 0 0 2 613
Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates 0 0 0 68 1 2 2 283
Risk, Uncertainty and Exchange Rates 0 0 2 148 0 1 3 421
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 0 19 0 1 3 75
Testable Implications of Indeterminacies in Models with Rational Expectations 0 0 0 28 0 0 0 219
The Carry Trade: Risks and Drawdowns 0 1 1 36 1 10 14 159
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates 0 0 0 145 0 0 0 589
The Cross-Section of Volatility and Expected Returns 1 1 5 610 2 4 17 1,981
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 0 1 966
The Variability of Velocity in Cash-In-Advance Models 0 0 0 178 0 0 0 636
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 1 3 404
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 2 74
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 2 8
U.S. International Capital Flows: Perspectives From Rational Maximizing Models 0 0 0 34 0 0 0 226
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 8 21 86 11,942 27 86 311 40,675


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 0 2 367
An International Dynamic Asset Pricing Model 0 0 0 104 0 2 4 513
An investigation of risk and return in forward foreign exchange 0 0 1 83 0 3 4 396
Asset Price Volatility, Bubbles, and Process Switching 0 0 0 76 0 0 1 264
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets 0 0 4 173 1 1 10 603
Comment on:: Time varying liquidity in foreign exchange 0 0 0 20 1 1 2 68
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 1 2 5 709 1 3 12 2,195
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? 0 0 0 36 0 0 2 130
Dynamic effects of government policies in an open economy 0 0 0 44 0 1 2 265
Estimating the risk-return trade-off with overlapping data inference 0 0 0 9 0 0 2 62
Evaluating the specification errors of asset pricing models 0 0 0 155 0 0 1 470
Exchange Rate and Price Dynamics with Asymmetric Information 0 0 1 24 0 0 3 81
Expectations Hypotheses Tests 0 1 2 113 0 2 9 441
Foreign currency futures 0 0 1 68 0 1 6 348
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1 10 28 2,157 1 21 69 6,366
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 3 9 552 5 11 41 1,910
International Stock Return Comovements 0 0 5 192 0 2 21 694
International asset pricing with time-varying risk premia 0 0 0 76 0 0 1 167
Monetary accomodation and the variability of output, prices, and exchange rates: A comment 0 0 0 6 0 0 1 73
On Testing for Speculative Bubbles 0 0 0 607 0 0 1 1,359
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 1 3 272 0 1 4 663
On biases in the measurement of foreign exchange risk premiums 0 0 4 330 0 5 16 788
On the effects of macroeconomic policy in a maximizing model of a small open economy 0 0 0 5 0 0 2 40
On the monetary analysis of exchange rates: A comment 0 0 0 10 0 0 0 35
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle 0 0 0 26 0 1 2 194
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics 0 0 0 10 0 0 1 124
Peso problem explanations for term structure anomalies 0 0 0 173 0 0 3 736
Postwar U.S. Business Cycles: An Empirical Investigation 0 0 0 24 18 58 248 14,681
Real aspects of exchange rate regime choice with collapsing fixed rates 0 0 1 29 0 1 5 176
Risk, uncertainty, and exchange rates 0 0 0 88 0 0 0 358
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 0 0 2 9 0 0 5 33
The Carry Trade: Risks and Drawdowns 0 0 2 37 1 4 14 202
The Cross‐Section of Volatility and Expected Returns 4 7 30 739 14 42 155 2,833
The Variability of Velocity in Cash-in-Advance Models 0 1 1 246 1 2 4 1,018
The covariation of risk premiums and expected future spot exchange rates 0 0 0 62 0 1 1 273
The dynamic adjustment path for perfectly foreseen changes in monetary policy 0 0 0 20 0 0 2 157
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 3 378
U.S. International capital flows: Perspectives from rational maximizing models 0 0 0 21 0 0 0 147
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? 0 0 0 78 0 0 3 220
Total Journal Articles 7 25 99 7,516 43 163 662 39,828


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 13 39 286
Total Books 0 0 0 0 6 13 39 286


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 0 0 508
Total Chapters 0 0 0 178 0 0 0 508


Statistics updated 2025-07-04