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Hodrick, Robert
Hodrick, Robert J.
Hodrick, Robert James,
Hodrik, Robert J.
Robert J. Hodrick
Robert J. Hodrick (American economist)
Robert J. Hodrick (Amerikaans econoom)
Robert J. Hodrick (US-amerikanischer Ökonom)
Creation class: 
Language material
Creation role: 
Related names: 
Ang, Andrew
Bekaert, G.R.J.
Bekaert, Geert
Bollerslev, Tim
Boyer, Russell S.
Buyer, Russell S.
Cavaglia, Stefano
Columbia University / Graduate School of Business / Finance & Economics Department
Flood, Robert P
Flood, Robert P.
Hansen, Lars Peter
Hodrick, R.
Hodrick, Robert
Hodrick, Robert J
Hodrick, Robert J.
Kaplan, Paul
Kocherlakota, Narayana
Kocherlakota, Narayana R
Lucas, Deborah
Marshall, D.
Marshall, David
Marshall, David A.
Ng, David
Ng, David Tat-Chee
Prescott, Edward
Prescott, Edward C
School of Business (New York, NY) Affiliation (see also from)
Sengmueller, Paul
Srivastava, Sanjay
University of Chicago, Dept. of Economics
Vadim, Moroz
Vassalou, M.
Vassalou, Maria
Xing, Yuhang
Zhang, Xiaoyan
Zhang, Xiaoyan (1982-)
Aggregate idiosyncratic volatility
Asset bubble volatility, bubbles and process switching
Asset Price Volatility, Bubbles, and Process Switching.
Characterizing predictable components in excess returns on equity and foreign exchange markets
Comment on:: Time varying liquidity in foreign exchange
covariation of risk premiums and expected future spot exchange rates, The
Cross-Section of Volatility and Expected Returns, The
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.
Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement
Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?
dynamic adjustment path for perfectly foreseen changes in monetary policy, The
Dynamic effects of government policies in an open economy
empirical evidence on the efficiency of forward and futures foreign exchange markets. -, The
Evaluating the specification errors of asset pricing models
evaluation of recent evidence on stock market bubbles, An
Exchange Rate and Price Dynamics with Asymmetric Information.
Expectations hypotheses tests
Financial market efficiency tests
Foreign currency futures
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis.
High idiosyncratic volatility and low returns: International and further U.S. evidence
implications of first-order risk aversion for asset market risk premiums, The
International asset pricing with time-varying risk premia
international dynamic asset pricing model, An
International financial management
International stock return comovements.
investigation of risk ... 1983, An
investigation of risk and return in forward foreign exchange, An
Monetary Accommodation and the Variability of Output, Prices, and Exchange Rates/Comment
Monetary accomodation and the variability of output, prices, and exchange rates : A comment
monetary approach to the determination of the exchange rate, The ; theory and empirical evidence
monetary approach to the determination of the exchange rate theory and empirical evidence, The
Money and the open economy business cycle : a flexible price model
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
On biases in tests of the expectations hypothesis of the term structure of interest rates
On biases in the measurement of foreign exchange risk premiums
On Testing for Speculative Bubbles.
On the effects of macroeconomic policy in a maximizing model of a small open economy
On the monetary analysis of exchange rates : A comment
Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle.
Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics.
"Peso problem" explanations for term structure anomalies
Post-War U.S. Business Cycles: An Empirical Investigation
Postwar U.S. business cycles: An empirical investigation
Pricing the Global Industry Portfolios
Real aspects of exchange rate regime choice with collapsing fixed rates
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
Risk, uncertainty and exchange rates d Robert J. Hodrick.
Testable implications of indeterminacies in models with rational expectations
U.S. international capital flows, 1988:
U.S. International capital flows: Perspectives from rational maximizing models
variability of velocity in cash-in-advance models, The
Variability of Velocity on Cash-in-Advance Models, The
Volatility in the Foreign Exchange and Stock Markets: Is It Excessive?
Thesis (Ph. D.)--University of Chicago, Dept. of Economics, December 1976