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Robert J. Hodrick
Robert J. Hodrick
Nomura Professor Emeritus of International Finance, Columbia Business School, Columbia University
Bestätigte E-Mail-Adresse bei columbia.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Postwar US business cycles: an empirical investigation
RJ Hodrick, EC Prescott
Journal of Money, credit, and Banking, 1-16, 1997
124531997
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
59652006
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
28951980
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
22102009
Dividend yields and expected stock returns: Alternative procedures for inference and measurement
RJ Hodrick
The Review of Financial Studies 5 (3), 357-386, 1992
18201992
International stock return comovements
G Bekaert, RJ Hodrick, X Zhang
The Journal of Finance 64 (6), 2591-2626, 2009
10922009
The empirical evidence on the efficiency of forward and futures foreign exchange markets
R Hodrick
Routledge, 2014
10562014
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
7711992
On testing for speculative bubbles
RP Flood, RJ Hodrick
Journal of economic perspectives 4 (2), 85-101, 1990
6201990
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
5341983
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
5181984
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
4481997
Expectations hypotheses tests
G Bekaert, RJ Hodrick
The journal of finance 56 (4), 1357-1394, 2001
4182001
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
4001993
Risk, uncertainty, and exchange rates
RJ Hodrick
Journal of Monetary economics 23 (3), 433-459, 1989
3731989
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
3331986
Peso problem explanations for term structure anomalies
G Bekaert, RJ Hodrick, DA Marshall
Journal of Monetary Economics 48 (2), 241-270, 2001
3222001
Evaluating the specification errors of asset pricing models
RJ Hodrick, X Zhang
Journal of Financial Economics 62 (2), 327-376, 2001
3122001
Aggregate idiosyncratic volatility
G Bekaert, RJ Hodrick, X Zhang
Journal of Financial and Quantitative Analysis 47 (6), 1155-1185, 2012
2862012
The variability of velocity in cash-in-advance models
RJ Hodrick, N Kocherlakota, D Lucas
Journal of political Economy 99 (2), 358-384, 1991
2341991
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