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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Hodrick, Robert J."
~subject:"CAPM"
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ECONIS (ZBW)
7
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1
International stock return comovements
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2005
Persistent link: https://www.econbiz.de/10003273701
Saved in:
2
Measuring the
risk
-return tradeoff with time-varying conditional covariances
Hedegaard, Esben
;
Hodrick, Robert J.
-
2014
Persistent link: https://www.econbiz.de/10010386644
Saved in:
3
The implications of first-order
risk
aversion for asset market
risk
premiums
Bekaert, Geert
-
1994
Persistent link: https://www.econbiz.de/10000885945
Saved in:
4
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
5
Estimating the
risk
-return trade-off with overlapping data inference
Hedegaard, Esben
;
Hodrick, Robert J.
-
2014
Persistent link: https://www.econbiz.de/10010346674
Saved in:
6
Evaluating the specification errors of asset pricing models
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2000
Persistent link: https://www.econbiz.de/10001470841
Saved in:
7
An international dynamic asset pricing model
Hodrick, Robert J.
;
Ng, David Tat-chee
;
Sengmueller, Paul
-
1999
Persistent link: https://www.econbiz.de/10001390241
Saved in:
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