Robert James Hodrick
Names
first: 
Robert 
middle: 
James 
last: 
Hodrick 
Contact
Affiliations

Columbia University
→ Graduate School of Business
→ Finance and Economics Department
 website
 location: New York City, New York (United States)
Research profile
author of:

U.S. International Capital Flows: Perspectives From Rational Maximizing Models
by Robert J. Hodrick

Perfect Foresight, Financial Policies, and ExchangeRate Dynamics.
by Russell S. Boyer & Robert J. Hodrick

An International Dynamic Asset Pricing Model
by Robert J. Hodrick & David TatChee Ng & Paul Sengmueller

Risk, Uncertainty and Exchange Rates
by Robert J. Hodrick

Pricing the Global Industry Portfolios
by Stefano Cavaglia & Robert J. Hodrick & Moroz Vadim & Xiaoyan Zhang

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
by Geert Bekaert & Robert J. Hodrick

The Covariation of Risk Premiums and Expected Future Spot Exchange Rates
by Robert J. Hodrick & Sanjay Srivastava

Optimal Price and Inventory Adjustment in an OpenEconomy Model of the Business Cycle
by Robert P. Flood & Robert J. Hodrick

Evaluating the specification errors of asset pricing models
by Hodrick, Robert J. & Zhang, Xiaoyan

Do We Need MultiCountry Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?
by Hodrick, Robert J. & Vassalou, Maria

PostWar U.S. Business Cycles: An Empirical Investigation
by Robert J. Hodrick & Edward Prescott

On Biases in the Measurement of Foreign Exchange Risk Premiums
by Geert Bekaert & Robert J. Hodrick

On Testing for Speculative Bubbles.
by Flood, Robert P. & Hodrick, Robert J.

The implications of firstorder risk aversion for asset market risk premiums
by Geert Bekaert & Robert J. Hodrick & David A. Marshall

"Peso Problem" Explanations for Term Structure Anomalies
by Geert Bekaert & Robert J. Hodrick & David A. Marshall

Financial Market Efficiency Tests
by Tim Bollerslev & Robert J. Hodrick

An Evaluation of Recent Evidence on Stock Market Bubbles
by Robert P. Flood & Robert J. Hodrick & Paul Kaplan

Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement.
by Hodrick, Robert J.

On biases in the measurement of foreign exchange risk premiums
by Bekaert, Geert & Hodrick, Robert J.

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis.
by Hansen, Lars Peter & Hodrick, Robert J.

Do we need multicountry models to explain exchange rate and interest rate and bond return dynamics?
by Hodrick, Robert & Vassalou, Maria

Peso problem explanations for term structure anomalies
by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A.

Postwar U.S. Business Cycles: An Empirical Investigation.
by Hodrick, Robert J. & Prescott, Edward C.

Asset Price Volatility, Bubbles, and Process Switching
by Robert P. Flood & Robert J. Hodrick

The implications of firstorder risk aversion for asset market risk premiums
by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A.

The Variability of Velocity in CashInAdvance Models
by Robert J. Hodrick & Narayana Kocherlakota & Deborah Lucas

The Variability of Velocity in CashinAdvance Models.
by Hodrick, Robert J. & Kocherlakota, Narayana R. & Lucas, Deborah

Volatility in the Foreign Exchange and Stock Markets: Is It Excessive?
by Hodrick, Robert J.

Foreign Currency Futures
by Robert J. Hodrick & Sanjay Srivastava

Testable Implications of Indeterminacies in Models with Rational Expectations
by Robert P. Flood & Robert J. Hodrick

Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement
by Robert J. Hodrick

The Implications of FirstOrder Risk Aversion for Asset Market Risk Premiums
by Geert Bekaert & Robert J. Hodrick & David A. Marshall

On biases in tests of the expectations hypothesis of the term structure of interest rates
by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A.

Evaluating the Specification Errors of Asset Pricing Models
by Robert J. Hodrick & Xiaoyan Zhang

An Investigation of Risk and Return in Forward Foreign Exchange
by Robert J. Hodrick & Sanjay Srivastava

Money and the Open Economy Business Cycle: A Flexible Price Model
by Robert P. Flood & Robert J. Hodrick

Exchange Rate and Price Dynamics with Asymmetric Information.
by Flood, Robert P. & Hodrick, Robert J.

Do We Need MultiCountry Models to Explain Exchange Rate and Interest Rate Dynamics?.
by Hodrick, R. & Vassalou, M.

Comment on:: Time varying liquidity in foreign exchange
by Hodrick, Robert J.

Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates
by Robert P. Flood & Robert J. Hodrick

Expectations Hypotheses Tests
by Geert Bekaert & Robert J. Hodrick

On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
by Geert Bekaert & Robert J. Hodrick & David A. Marshall

The CrossSection of Volatility and Expected Returns
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang

Asset Price Volatility, Bubbles, and Process Switching.
by Flood, Robert P. & Hodrick, Robert J.

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.
by Bekaert, Geert & Hodrick, Robert J.

International Stock Return Comovements
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang

An International Dynamic Asset Pricing Model
by Robert Hodrick & David Ng & Paul Sengmueller

The Cross‐Section of Volatility and Expected Returns
by ANDREW ANG & ROBERT J. HODRICK & YUHANG XING & XIAOYAN ZHANG

Real aspects of exchange rate regime choice with collapsing fixed rates
by Flood, Robert P. & Hodrick, Robert J.

Foreign currency futures
by Hodrick, Robert J. & Srivastava, Sanjay

International asset pricing with timevarying risk premia
by Hodrick, Robert J.

The dynamic adjustment path for perfectly foreseen changes in monetary policy
by Buyer, Russell S. & Hodrick, Robert J.

The covariation of risk premiums and expected future spot exchange rates
by Hodrick, Robert J. & Srivastava, Sanjay

An investigation of risk and return in forward foreign exchange
by Hodrick, Robert J. & Srivastava, Sanjay

Dynamic effects of government policies in an open economy
by Hodrick, Robert J.

Risk, uncertainty, and exchange rates
by Hodrick, Robert J.

On the effects of macroeconomic policy in a maximizing model of a small open economy
by Hodrick, Robert J.

International Stock Return Comovements
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

Monetary accomodation and the variability of output, prices, and exchange rates : A comment
by Hodrick, Robert J.

On the monetary analysis of exchange rates : A comment
by Hodrick, Robert J.

U.S. International capital flows: Perspectives from rational maximizing models
by Hodrick, Robert J.

High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang

High idiosyncratic volatility and low returns: International and further U.S. evidence
by Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan

International Stock Return Comovements
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

On biases in tests of the expectations hypothesis of the term structure of interest rates
by Geert Bekaert & Robert J. Hodrick & David Marshall

"Peso problem" explanations for term structure anomalies
by Geert Bekaert & Robert J. Hodrick & David A. Marshall

Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
by Lars Peter Hansen & Robert J. Hodrick
edited by

Aggregate Idiosyncratic Volatility
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang

International Stock Return Comovements
by GEERT BEKAERT & ROBERT J. HODRICK & XIAOYAN ZHANG

Aggregate Idiosyncratic Volatility
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

Aggregate Idiosyncratic Volatility
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

Estimating the RiskReturn Tradeoff with Overlapping Data Inference
by Esben Hedegaard & Robert J. Hodrick

Measuring the RiskReturn Tradeoff with TimeVarying Conditional Covariances
by Esben Hedegaard & Robert J. Hodrick

The Carry Trade: Risks and Drawdowns
by Kent Daniel & Robert J. Hodrick & Zhongjin Lu

The implications of firstorder risk aversion for asset market risk premiums
by Bekaert, G. R. J. & Hodrick, R. & Marshall, D.

Optimal Price and Inventory Adjustment in an OpenEconomy Model of the Business Cycle
by Robert P. Flood & Robert J. Hodrick

Estimating the riskreturn tradeoff with overlapping data inference
by Hedegaard, Esben & Hodrick, Robert J.

International stock return comovements
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

The Carry Trade: Risks and Drawdowns
by Daniel, Kent & Hodrick, Robert J. & Lu, Zhongjin

Taking the CochranePiazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications
by Robert J. Hodrick & Tuomas Tomunen

Expectations Hypotheses Tests
by Geert Bekaert & Robert J. Hodrick