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List of works by Kenneth A. Froot

Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief

Conditional Mean-Variance Efficiency of the U.S. Stock Market

scientific article published in March 1989

Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data

Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization

scientific article published in August 1987

Currency Hedging over Long Horizons

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

scientific article published in August 2002

Decomposing the Persistence of International Equity Flows

scientific article published in July 2002

Equity Style Returns and Institutional Investor Flows

scientific article published in March 2004

Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach

scientific article published in February 1989

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

scientific article published in October 1990

Exchange Rate Pass-Through When Market Share Matters

Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach

scientific article published in March 1989

Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation

scientific article published in February 1990

How are Stock Prices Affected by the Location of Trade?

scientific article published in May 1998

Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals

scientific article published in November 1994

International Experiences with Securities Transaction Taxes

scientific article published in December 1993

Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations

scientific article published in June 1986

Intrinsic Bubbles: The Case of Stock Prices

scientific article published in September 1989

Japanese Foreign Direct Investment

scientific article published in June 1991

LDC Debt: Forgiveness, Indexation, and Investment Incentives

scientific article published in March 1988

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

scientific article published in August 1987

New Trading Practices and Short-run Market Efficiency

scientific article published in October 1990

On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

scientific article published in April 1997

On the Consistency of Short-run and Long-run Exchange Rate Expectations

scientific article published in May 1988

Perspectives on PPP and Long-Run Real Exchange Rates

scientific article published in December 1994

Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

scientific article published in January 1996

Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers

scientific article published in December 2003

Risk Management: Coordinating Corporate Investment and Financing Policies

Shareholder Trading Practices and Corporate Investment Horizons

scientific article published in February 1991

Short Rates and Expected Asset Returns

scientific article published in January 1990

Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data

scientific article published in April 1987

Stochastic Process Switching: Some Simple Solutions

scientific article published in June 1989

Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets

scientific article published in August 1987

The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market

scientific article published in March 1993

The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists

scientific article published in March 1986

The EMS, the EMU, and the Transition to a Common Currency

scientific article published in April 1991

The Evolving Market for Catastrophic Event Risk

scientific article published in August 1999

The Information Content of International Portfolio Flows

scientific article published in September 2001

The Law of One Price Over 700 Years

scientific article published in May 1995

The Limited Financing of Catastrophe Risk: An Overview

scientific article published in May 1997

The Market for Catastrophe Risk: A Clinical Examination

scientific article published in February 2001

The Persistence of Emerging Market Equity Flows

scientific article published in September 2002

The Portfolio Flows of International Investors, I

scientific article published in August 1998

The Pricing of Event Risks with Parameter Uncertainty

scientific article published in February 2001

The Pricing of U.S. Catastrophe Reinsurance

scientific article published in May 1997

The Risk Tolerance of International Investors

scientific article published in December 2003

Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

scientific article published in July 1985

What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?

scientific article published in June 2016