The Idea:
The Research
Practical Applications
©
Journal of Economic Dynamics and Control,
July
2002
Volume: 26
|
Issue: 7-8
|
Pages: 1275-99
Publication type: Journal article
Professor Hodrick teaches both fundamental and advanced courses in international finance. His expertise is in the valuation of financial assets. His current research explores the empirical implications of theoretical pricing models that generate time-varying risk premiums in the markets for bonds, equities and foreign currencies. He is also a research associate of the National Bureau of Economic...