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GND: 129727245


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idiosyncratic volatilitycapital incomerisk premiumsterm structureasset pricingexchange ratesyield curverisk aversioncurrency derivativeexchange ratetime varyingaverage returnsshare pricerisk returnstock returnreturn comovementstime seriesrisk premiumexpectations hypothesesestimation theorybusiness cyclepeso problemlow returnsinternational stockorder riskvolatility lowportfolio managementportfolio selectionpricing modelsrate regimeconditional covariancescross sectionmarket riskpricing modelcash advanceexpectations hypothesisstructure ratesregime switchingexpectation formationtime series analysisanalysis of varianceoverlapping datadata inferenceaggregate idiosyncraticasset priceprice volatilityimplications orderaversion assetasset marketexcess returnsexchange marketsstock returnstime variationevidence expectationsrandom walkexcess returnvolatility riskinternationaler finanzmarktinternational financial marketindustrialized countriesproblem explanationsexplanations termstructure anomaliesexchange riskcochrane piazzesimodel samplesample dataadditional currenciescarry tradereturn tradeoffinternational financialfinancial managementsection volatilityvolatility expectedexpected returnsinternational capitaldynamic assetfinancial markethypothesis termasset pricesstructure data
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Years of publications: 1978 - 2022

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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Robert J. Hodrick


Prof. Dr.

Alternative spellings:
Robert James Hodrick
Robert J. Hodrik
Robert Hodrik

B: 1950
Biblio: AB, Princeton Univ., 1972; PhD, Univ. of Chicago, 1976
Robert James Hodrick (born September 12, 1950), is a U.S. economist specialized in International Finance. AB, Princeton, 1972; PhD, University of Chicago, 1976. Until 1983, he served as a professor at Carnegie-Mellon University, where he worked jointly with Edward C. Prescott on business cycle, and developed the Hodrick–Prescott filter to distinguish trends from cyclical fluctuations. He taught at Northwestern University and joined Columbia University in 1996. (Source: DBPedia)

Profession

  • Economist
  • Affiliations

  • Columbia University. School of Business
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Wikipedia (Deutsch)
  • Wikipedia (English)
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • Google Scholar logo Google Scholar
    REPEC logo RePEc
    SSRN logo SSRN

    Publishing years

    1
      2022
    8
      2021
    3
      2020
    4
      2018
    1
      2017
    1
      2016
    8
      2014
    3
      2012
    7
      2011
    12
      2010
    4
      2009
    4
      2008
    1
      2007
    2
      2006
    1
      2005
    3
      2004
    3
      2002
    5
      2001
    2
      2000
    3
      1999
    6
      1997
    2
      1996
    2
      1994
    2
      1993
    3
      1992
    4
      1991
    1
      1990
    3
      1989
    1
      1988
    3
      1987
    6
      1986
    4
      1985
    2
      1984
    3
      1983
    3
      1982
    3
      1981
    2
      1980
    1
      1979
    1
      1978

    Series

    1. NBER Working Paper (29)
    2. Working paper / National Bureau of Economic Research, Inc. (28)
    3. Working paper series / Research Department, Federal Reserve Bank of Chicago (3)
    4. Discussion paper / Centre for Economic Policy Research (3)
    5. The Prentice Hall series in finance (2)
    6. NBER working paper series (2)
    7. Netspar Discussion Paper (2)
    8. Technical working paper / National Bureau of Economic Research (2)
    9. AFA 2009 San Francisco Meetings Paper (1)
    10. ECB Working Paper (1)
    11. Working paper series / European Central Bank (1)
    12. Research Paper (1)
    13. Discussion paper series / School of Economics and Finance, the University of Hong Kong (1)
    14. Discussion paper / Center for Economic Research, Tilburg University (1)
    15. Working paper series / Centre for Japanese Economic Studies, Macquarie University (1)
    16. Fundamentals of pure and applied economics (1)
    17. Reprint (1)
    18. Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University (1)