R
Robert J. Hodrick
12 works on record
Works
The empirical evidence on the efficiency of forward and futures foreign exchange markets
International financial management
Exam Copy for International Financial Management
Exam Copy for International Financial Management
Instructor's Review Copy for International Financial Management
Instructor's Review Copy for International Financial Management
The covariations of risk premiums and expected future exchange rates
The covariations of risk premiums and expected future exchange rates
Evaluating the specification errors of asset pricing models
Evaluating the specification errors of asset pricing models
Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
U.S. international capital flows
U.S. international capital flows
The monetary approach to the determination of the exchange rate
The monetary approach to the determination of the exchange rate
An international dynamic asset pricing model
An international dynamic asset pricing model
The variability of velocity in cash-in-advance models
The variability of velocity in cash-in-advance models
Foreign currency futures
Foreign currency futures