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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000986532
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Risk, uncertainty and exchange rates
Hodrick, Robert J. - 1987
Persistent link: https://www.econbiz.de/10000752937
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Real aspects of exchange rate regime choice with collapsing fixed rates
Flood, Robert P.; Hodrick, Robert J. - 1985
Persistent link: https://www.econbiz.de/10000684415
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171
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An international dynamic asset pricing model
Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - 1999
Persistent link: https://www.econbiz.de/10001390241
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Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 467-509
Persistent link: https://www.econbiz.de/10001128131
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The variability of velocity in cash-in-advance models
Hodrick, Robert J. - In: Journal of political economy 99 (1991) 2, pp. 358-384
Persistent link: https://www.econbiz.de/10001105909
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Postwar US business cycles : an empirical investigation
Hodrick, Robert J. - In: Journal of money, credit and banking : JMCB 29 (1997) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001216558
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Dividend yields and expected stock returns : alternative procedures for inference and measurement
Hodrick, Robert J. - In: The review of financial studies 5 (1992) 3, pp. 357-386
Persistent link: https://www.econbiz.de/10001129388