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ArticleInternational asset pricing with time-varying risk premia

Robert J. Hodrick1981

Article1981

International asset pricing with time-varying risk premia

Robert J. Hodrick

89 citations·0/0 files stored·Journal of International Economics

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Economic theories and models

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References

1973An Intertemporal Capital Asset Pricing Model 1972Capital Market Equilibrium with Restricted Borrowing 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1974An equilibrium model of the international capital market 1981A model of international asset pricing 1981On the Indeterminacy of Equilibrium Exchange Rates 1976Sharing rules and equilibrium in an international capital market under uncertainty

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2010Risk factors in oil and gas industry returns: International evidence 1985Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach 2003Mexico's integration into the North American capital market 2016Are environmental social governance equity indices a better choice for investors? An Asian perspective 1984Pricing Capital Assets in an International Setting: An Introduction

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1984On the presence of risk premiums in foreign exchange marketsarticle · 9 shared references 1982The forward exchange rate and macroeconomicsarticle · 8 shared references 1988The equilibrium pricing of exchange rates and assets when trade takes timearticle · 7 shared references 1983An Investigation of Risk and Return in Forward Foreign Exchangereport · 7 shared references 1997Foundations of Financial Economicschapter · 6 shared references 1995Chapter 6 International portfolio choice and asset pricing: An integrative surveychapter · 6 shared references

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Year1981

Typearticle

Published1981-11-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations89

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0022-1996(81)90035-0

openalex_workW2076448703

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1988

Foreign exchange rates

1986A Model of Firm Valuation With Exchange Exposure

1983An Investigation of Risk and Return in Forward Foreign Exchange