Robert J. Hodrick

Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle

Year: 1983
Journal: Quarterly Journal of Economics
Authors: Robert P. Flood; Robert J. Hodrick

An Investigation of Risk and Return in Forward Foreign Exchange

Year: 1983
Journal: Journal of International Money and Finance
Authors: Robert J. Hodrick; Sanjay Srivastava

Foreign Currency Futures

Year: 1985
Journal: Journal of International Economics
Authors: Robert J. Hodrick; Sanjay Srivastava

The Covariation of Risk Premiums and Expected Future Spot Exchange Rates

Year: 1985
Journal: Journal of International Money and Finance
Authors: Robert J. Hodrick; Sanjay Srivastava

Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates

Year: 1985
Journal: Journal of International Economics
Authors: Robert P. Flood; Robert J. Hodrick

Asset Price Volatility: Bubbles and Process Switching

Year: 1986
Journal: Journal of Finance
Authors: Robert P. Flood; Robert J. Hodrick

An Evaluation of Recent Evidence on Stock Market Bubbles

Year: 1986
Journal: No Journal Matched
Authors: Robert P. Flood; Robert J. Hodrick; Paul Kaplan

Money and the Open Economy Business Cycle: A Flexible Price Model

Year: 1986
Journal: No Journal Matched
Authors: Robert P. Flood; Robert J. Hodrick

Risk, Uncertainty, and Exchange Rates

Year: 1987
Journal: Journal of Monetary Economics
Authors: Robert J. Hodrick

US International Capital Flows: Perspectives from Rational Maximizing Models

Year: 1988
Journal: No Journal Matched
Authors: Robert J. Hodrick

The Implications of First-Order Risk Aversion for Asset Market Risk Premiums

Year: 1994
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Robert J. Hodrick; David A. Marshall

Peso Problem Explanations for Term Structure Anomalies

Year: 1997
Journal: Journal of Monetary Economics
Authors: Geert Bekaert; Robert J. Hodrick; David A. Marshall

Expectations Hypotheses Tests

Year: 2000
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick

Evaluating the Specification Errors of Asset Pricing Models

Year: 2000
Journal: Journal of Financial Economics
Authors: Robert J. Hodrick; Xiaoyan Zhang

Do We Need Multicountry Models to Explain Exchange Rate, Interest Rate, and Bond Return Dynamics?

Year: 2001
Journal: No Journal Matched
Authors: Robert J. Hodrick; Maria Vassalou

Pricing the Global Industry Portfolios

Year: 2002
Journal: No Journal Matched
Authors: Stefano Cavaglia; Robert J. Hodrick; Moroz Vadim; Xiaoyan Zhang

The Cross-Section of Volatility and Expected Returns

Year: 2004
Journal: Journal of Finance
Authors: Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang

International Stock Return Comovements

Year: 2005
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

International Stock Return Comovements

Year: 2006
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

High Idiosyncratic Volatility and Low Returns: International and Further US Evidence

Year: 2008
Journal: Journal of Financial Economics
Authors: Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang

Aggregate Idiosyncratic Volatility

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

Aggregate Idiosyncratic Volatility

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

Estimating the Risk-Return Tradeoff with Overlapping Data Inference

Year: 2014
Journal: No Journal Matched
Authors: Esben Hedegaard; Robert J. Hodrick

The Carry Trade: Risks and Drawdowns

Year: 2014
Journal: Critical Finance Review
Authors: Kent Daniel; Robert J. Hodrick; Zhongjin Lu

Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances

Year: 2014
Journal: No Journal Matched
Authors: Esben Hedegaard; Robert J. Hodrick

Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications

Year: 2018
Journal: Critical Finance Review
Authors: Robert J. Hodrick; Tuomas Tomunen

An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data

Year: 2020
Journal: No Journal Matched
Authors: Robert J. Hodrick