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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/10006511501
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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/10006526543
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The Cross-Section of Volatility and Expected Returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 259-300
Persistent link: https://www.econbiz.de/10006543667
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ARTICLES - Expectations Hypotheses Tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1393
Persistent link: https://www.econbiz.de/10006563787
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An International Dynamic Asset Pricing Model
Hodrick, Robert J.; Tat-Chee Ng, David; Sengmueller, Paul - In: International tax and public finance 6 (1999) 4, pp. 597-620
Persistent link: https://www.econbiz.de/10006094797
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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. - 1996
Persistent link: https://www.econbiz.de/10005988851
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Postwar U.S. Business Cycles: An Empirical Investigation
Hodrick, Robert J.; Prescott, Edward C. - In: Journal of money, credit and banking : JMCB 29 (1997) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10006675271
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"PESO PROBLEM" EXPLANATIONS FOR TERM STRUCTURE ANOMALIES
Bekaert, Geert; Hodrick, Robert J.; Marshall, David A. - 1997
Persistent link: https://www.econbiz.de/10006997070
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Comment on: - Time varying liquidity in foreign exchange
Hodrick, Robert J. - In: Journal of monetary economics 49 (2002) 5, pp. 1053-1056
Persistent link: https://www.econbiz.de/10007661637
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Peso problem explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David A. - In: Journal of monetary economics 48 (2001) 2, pp. 241-270
Persistent link: https://www.econbiz.de/10007668478