Objective: Researchers in public health are often interested in examining the effect of several exposures on the incidence of a recurrent event. The aim of the present study is to assess how well the common baseline hazard models perform to estimate the effect of multiple exposures on the hazard of presenting an episode of a recurrent event, in presence of event dependence and when the history of prior-episodes is unknown or is not taken into account. Methods: Through a comprehensive simulation study, using specific-baseline hazard models as the reference, we evaluate the performance of common-baseline hazard models by means of several criteria: bias, mean squared error, coverage, confidence intervals mean length and compliance with the assumption of proportional hazards. Results: Results indicate that the bias worsen as event dependence increases, leading to a considerable overestimation of the exposure effect; coverage levels and compliance with the proportional hazards assumption are low or extremely low, worsening with increasing event dependence, effects to be estimated, and sample sizes. Conclusions: Common-baseline hazard models cannot be recommended when we analyse recurrent events in the presence of event dependence. It is important to have access to the history of prior-episodes per subject, it can permit to obtain better estimations of the effects of the exposures.