Hodrick, Robert J.
Hodrick, Robert J., 1950-
Hodrick, Robert
Robert J. Hodrick American economist
VIAF ID: 270144782970754589413 ( Personal )
Permalink: http://viaf.org/viaf/270144782970754589413
Preferred Forms
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- 100 1 _ ‡a Hodrick, Robert
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- 100 1 _ ‡a Hodrick, Robert J.
- 100 1 _ ‡a Hodrick, Robert J.
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- 100 1 _ ‡a Hodrick, Robert J.
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- 100 1 _ ‡a Hodrick, Robert J. ‡d 1950-
- 100 1 _ ‡a Hodrick, Robert J. ‡d 1950-
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- 100 1 _ ‡a Hodrick, Robert J., ‡d 1950-
- 100 0 _ ‡a Robert J. Hodrick ‡c American economist
4xx's: Alternate Name Forms (23)
5xx's: Related Names (4)
- 510 2 _ ‡a Columbia University / Graduate School of Business / Finance & Economics Department
- 510 2 _ ‡a Columbia University ‡b School of Business ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a School of Business (New York, NY)
- 510 2 _ ‡a University of Chicago, Dept. of Economics
Works
Title | Sources |
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Aggregate idiosyncratic volatility | |
Asset bubble volatility, bubbles and process switching | |
Characterizing predictable components in excess returns on equity and foreign exchange markets | |
The covariation of risk premiums and expected future spot exchange rates | |
Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics? | |
The empirical evidence on the efficiency of forward and futures foreign exchange markets | |
Evaluating the specification errors of asset pricing models | |
An evaluation of recent evidence on stock market bubbles | |
Expectations hypotheses tests | |
The implications of first-order risk aversion for asset market risk premiums | |
An international dynamic asset pricing model | |
International financial management | |
International stock return comovements | |
An investigation of risk ... 1983 | |
The monetary approach to the determination of the exchange rate theory and empirical evidence | |
Money and the open economy business cycle : a flexible price model | |
On biases in the measurement of foreign exchange risk premium | |
"Peso problem" explanations for term structure anomalies | |
Risk, uncertainty and exchange rates d Robert J. Hodrick. | |
Testable implications of indeterminacies in models with rational expectations | |
U.S. international capital flows, 1988: | |
The variability of velocity in cash-in-advance models |