Robert J. Hodrick
Robert J. Hodrick
Nomura Professor of International Finance, Columbia Business School, Columbia University
Email verificata su columbia.edu - Home page
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Postwar US business cycles: an empirical investigation
RJ Hodrick, EC Prescott
Journal of Money, credit, and Banking, 1-16, 1997
91281997
The cross‐section of volatility and expected returns
A Ang, RJ Hodrick, Y Xing, X Zhang
The Journal of Finance 61 (1), 259-299, 2006
38892006
Forward exchange rates as optimal predictors of future spot rates: An econometric analysis
LP Hansen, RJ Hodrick
Journal of political economy 88 (5), 829-853, 1980
24451980
High idiosyncratic volatility and low returns: International and further US evidence
A Ang, RJ Hodrick, Y Xing, X Zhang
Journal of Financial Economics 91 (1), 1-23, 2009
15252009
Dividend yields and expected stock returns: Alternative procedures for inference and measurement
RJ Hodrick
The Review of Financial Studies 5 (3), 357-386, 1992
14861992
The empirical evidence on the efficiency of forward and futures foreign exchange markets
R Hodrick
Routledge, 2014
9442014
International stock return comovements
G Bekaert, RJ Hodrick, X Zhang
The Journal of Finance 64 (6), 2591-2626, 2009
7812009
Characterizing predictable components in excess returns on equity and foreign exchange markets
G Bekaert, RJ Hodrick
The Journal of Finance 47 (2), 467-509, 1992
6941992
On testing for speculative bubbles
RP Flood, RJ Hodrick
Journal of economic perspectives 4 (2), 85-101, 1990
5191990
Risk averse speculation in the forward foreign exchange market: An econometric analysis of linear models
LP Hansen, RJ Hodrick
Exchange rates and international macroeconomics, 113-152, 1983
4641983
An investigation of risk and return in forward foreign exchange
RJ Hodrick, S Srivastava
Journal of International Money and Finance 3 (1), 5-29, 1984
4251984
On biases in tests of the expectations hypothesis of the term structure of interest rates
G Bekaert, RJ Hodrick, DA Marshall
Journal of Financial Economics 44 (3), 309-348, 1997
4001997
Postwar US business cycles: An empirical investigation Journal of Money
RJ Hodrick, EC Prescott
Credit, and Banking 29 (1), 1-16, 1997
3821997
Expectations hypotheses tests
G Bekaert, RJ Hodrick
The journal of finance 56 (4), 1357-1394, 2001
3652001
On biases in the measurement of foreign exchange risk premiums
G Bekaert, RJ Hodrick
Journal of International Money and finance 12 (2), 115-138, 1993
3451993
Peso problem explanations for term structure anomalies
G Bekaert, RJ Hodrick, DA Marshall
Journal of Monetary Economics 48 (2), 241-270, 2001
3052001
Risk, uncertainty and exchange rates
RJ Hodrick
National Bureau of Economic Research Working Paper Series, 1987
3051987
Evaluating the specification errors of asset pricing models
RJ Hodrick, X Zhang
Journal of Financial Economics 62 (2), 327-376, 2001
2802001
The covariation of risk premiums and expected future spot exchange rates
RJ Hodrick, S Srivastava
Journal of International Money and Finance 5, S5-S21, 1986
2731986
The implications of first-order risk aversion for asset market risk premiums
G Bekaert, RJ Hodrick, DA Marshall
Journal of Monetary Economics 40 (1), 3-39, 1997
2031997
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