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On biases in tests of the expectations hypothesis of the term structure of interest rates

Bekaert, Geert; Hodrick, Robert J.; Marshall, David A. - In: Journal of Financial Economics 44 (1997) 3, pp. 309-348

Persistent link: https://www.econbiz.de/10005362640

Evaluating the specification errors of asset pricing models

Hodrick, Robert J.; Zhang, Xiaoyan - In: Journal of Financial Economics 62 (2001) 2, pp. 327-376

Persistent link: https://www.econbiz.de/10005376743

High idiosyncratic volatility and low returns: International and further U.S. evidence

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: Journal of Financial Economics 91 (2009) 1, pp. 1-23

Stocks with recent past high idiosyncratic volatility have low future average returns around the world. Across 23 developed markets, the difference in average returns between the extreme quintile portfolios sorted on idiosyncratic volatility is -1.31% per month, after controlling for world...

Persistent link: https://www.econbiz.de/10005376834

On the monetary analysis of exchange rates : A comment

Hodrick, Robert J. - In: Carnegie-Rochester Conference Series on Public Policy 11 (1979) 1, pp. 103-121

Persistent link: https://www.econbiz.de/10005318731

U.S. International capital flows: Perspectives from rational maximizing models

Hodrick, Robert J. - In: Carnegie-Rochester Conference Series on Public Policy 30 (1989) 1, pp. 231-288

Persistent link: https://www.econbiz.de/10005318746

Monetary accomodation and the variability of output, prices, and exchange rates : A comment

Hodrick, Robert J. - In: Carnegie-Rochester Conference Series on Public Policy 16 (1982) 1, pp. 87-92

Persistent link: https://www.econbiz.de/10005318787

An investigation of risk and return in forward foreign exchange

Hodrick, Robert J.; Srivastava, Sanjay - In: Journal of International Money and Finance 3 (1984) 1, pp. 5-29

Persistent link: https://www.econbiz.de/10005339194

The covariation of risk premiums and expected future spot exchange rates

Hodrick, Robert J.; Srivastava, Sanjay - In: Journal of International Money and Finance 5 (1986) 1, Supplement, pp. 5-5

Persistent link: https://www.econbiz.de/10005339470

Comment on:: Time varying liquidity in foreign exchange

Hodrick, Robert J. - In: Journal of Monetary Economics 49 (2002) 5, pp. 1053-1055

Persistent link: https://www.econbiz.de/10005020984

ON BIASES IN TESTS OF THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES

Bekaert, Geert; Hodrick, Robert J.; Marshall, David A. - 1996

Persistent link: https://www.econbiz.de/10005988851