Access Statistics for Kenneth A. Froot
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
296 |
| Conditional Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
621 |
| Conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
392 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
303 |
| Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
96 |
| Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
198 |
| Currency Hedging over Long Horizons |
0 |
0 |
0 |
741 |
1 |
2 |
5 |
1,419 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
0 |
169 |
0 |
0 |
2 |
640 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
0 |
266 |
0 |
0 |
0 |
1,117 |
| Decomposing the Persistence of International Equity Flows |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
299 |
| Equity Style Returns and Institutional Investor Flows |
0 |
0 |
0 |
298 |
0 |
1 |
2 |
910 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
74 |
0 |
1 |
4 |
245 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
136 |
0 |
0 |
2 |
382 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
3,232 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
1 |
1,436 |
0 |
0 |
3 |
3,913 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
0 |
1 |
266 |
0 |
2 |
4 |
900 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
0 |
0 |
8 |
710 |
2 |
2 |
18 |
2,383 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
765 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
0 |
0 |
293 |
0 |
0 |
1 |
723 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
0 |
4 |
532 |
1 |
5 |
19 |
1,464 |
| How are Stock Prices Affected by the Location of Trade? |
0 |
1 |
1 |
1,148 |
0 |
3 |
5 |
2,718 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
493 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
0 |
1 |
3 |
1,094 |
| Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
520 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
0 |
1 |
442 |
1 |
1 |
7 |
1,065 |
| Japanese Foreign Direct Investment |
0 |
0 |
1 |
315 |
0 |
1 |
4 |
883 |
| LDC Debt: Forgiveness, Indexation, and Investment Incentives |
0 |
0 |
0 |
69 |
0 |
2 |
2 |
356 |
| New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates |
0 |
0 |
0 |
163 |
0 |
2 |
2 |
418 |
| New Trading Practices and Short-run Market Efficiency |
0 |
0 |
0 |
86 |
0 |
0 |
2 |
431 |
| On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
290 |
0 |
0 |
0 |
851 |
| On the Consistency of Short-run and Long-run Exchange Rate Expectations |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
336 |
| On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
269 |
0 |
0 |
0 |
642 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
0 |
1 |
1 |
103 |
0 |
1 |
5 |
283 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
0 |
0 |
1 |
2,418 |
0 |
2 |
13 |
4,869 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
1 |
1,838 |
1 |
2 |
7 |
6,285 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
0 |
1,568 |
0 |
0 |
0 |
3,917 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers |
0 |
0 |
0 |
1,180 |
0 |
0 |
1 |
5,491 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
1 |
2 |
6 |
1,862 |
2 |
6 |
25 |
4,457 |
| Shareholder Trading Practices and Corporate Investment Horizons |
0 |
0 |
0 |
174 |
0 |
0 |
0 |
526 |
| Short Rates and Expected Asset Returns |
0 |
0 |
0 |
183 |
0 |
1 |
2 |
521 |
| Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
984 |
| Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
564 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
88 |
0 |
1 |
2 |
451 |
| Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets |
0 |
0 |
0 |
78 |
1 |
1 |
2 |
375 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
340 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
946 |
| The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists |
0 |
0 |
1 |
238 |
0 |
1 |
3 |
594 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
45 |
0 |
3 |
4 |
57 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
307 |
1 |
2 |
2 |
718 |
| The Evolving Market for Catastrophic Event Risk |
1 |
1 |
1 |
303 |
1 |
1 |
3 |
905 |
| The Information Content of International Portfolio Flows |
0 |
0 |
0 |
246 |
0 |
1 |
2 |
935 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
155 |
1 |
2 |
4 |
496 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
572 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
732 |
1 |
1 |
6 |
3,023 |
| The Limited Financing of Catastrophe Risk: An Overview |
1 |
1 |
1 |
330 |
2 |
2 |
3 |
731 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
0 |
0 |
414 |
0 |
0 |
1 |
1,113 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
0 |
1 |
415 |
2 |
5 |
9 |
1,008 |
| The Persistence of Emerging Market Equity Flows |
0 |
0 |
0 |
102 |
0 |
1 |
2 |
434 |
| The Portfolio Flows of International Investors, I |
0 |
0 |
2 |
588 |
0 |
1 |
7 |
1,499 |
| The Pricing of Event Risks with Parameter Uncertainty |
0 |
0 |
0 |
215 |
0 |
0 |
0 |
457 |
| The Pricing of U.S. Catastrophe Reinsurance |
0 |
0 |
0 |
424 |
0 |
2 |
29 |
1,249 |
| The Risk Tolerance of International Investors |
0 |
0 |
0 |
406 |
1 |
1 |
1 |
996 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
282 |
| Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
186 |
| Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
138 |
0 |
0 |
2 |
498 |
| What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
60 |
| Total Working Papers |
3 |
6 |
32 |
23,887 |
18 |
63 |
235 |
75,927 |
7 registered items for which data could not be found
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A FRAMEWORK FOR RISK MANAGEMENT |
0 |
0 |
9 |
527 |
0 |
1 |
18 |
1,194 |
| A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS |
0 |
0 |
0 |
82 |
0 |
0 |
4 |
419 |
| Bank capital and risk management: operational risks in context |
0 |
0 |
0 |
265 |
0 |
1 |
3 |
574 |
| Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief |
0 |
0 |
1 |
57 |
0 |
1 |
4 |
300 |
| Chartists, Fundamentalists, and Trading in the Foreign Exchange Market |
0 |
2 |
6 |
587 |
0 |
3 |
20 |
1,402 |
| Competition Links and Stock Returns |
0 |
0 |
2 |
12 |
1 |
3 |
7 |
37 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data |
0 |
0 |
0 |
40 |
1 |
3 |
4 |
181 |
| Credibility, real interest rates, and the optimal speed of trade liberalization |
0 |
0 |
0 |
10 |
0 |
3 |
3 |
125 |
| Currency Hedging Over Long Horizons |
0 |
0 |
2 |
15 |
3 |
5 |
23 |
94 |
| Currency Returns, Intrinsic Value, and Institutional‐Investor Flows |
0 |
0 |
2 |
212 |
1 |
1 |
9 |
685 |
| Decomposing the persistence of international equity flows |
0 |
0 |
0 |
24 |
1 |
1 |
3 |
170 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
0 |
0 |
619 |
1 |
3 |
9 |
2,218 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
3 |
6 |
37 |
1,533 |
10 |
27 |
134 |
4,595 |
| Exchange-rate dynamics under stochastic regime shifts: A unified approach |
0 |
0 |
0 |
85 |
3 |
5 |
10 |
319 |
| Foreign Exchange |
0 |
0 |
3 |
543 |
0 |
1 |
10 |
1,282 |
| Forward Discount Bias: Is it an Exchange Risk Premium? |
0 |
0 |
4 |
1,220 |
0 |
2 |
12 |
3,878 |
| Gestão do risco: coordenação dos investimentos corporativos e das políticas de financiamento |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
29 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
0 |
0 |
190 |
1 |
3 |
21 |
720 |
| How are stock prices affected by the location of trade? |
0 |
0 |
2 |
656 |
1 |
3 |
11 |
1,691 |
| How open is the U.S. economy?: R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
86 |
| Institutional Portfolio Flows and International Investments |
0 |
0 |
1 |
72 |
0 |
0 |
6 |
272 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
0 |
2 |
1,105 |
0 |
1 |
12 |
2,730 |
| New trading practices and short‐run market efficiency |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
| On the consistency of short-run and long-run exchange rate expectations |
0 |
0 |
0 |
44 |
0 |
1 |
3 |
195 |
| On the pricing of intermediated risks: Theory and application to catastrophe reinsurance |
1 |
3 |
5 |
64 |
2 |
5 |
12 |
263 |
| Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
67 |
| Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers |
0 |
0 |
2 |
72 |
0 |
0 |
5 |
383 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
0 |
0 |
10 |
802 |
13 |
16 |
54 |
2,570 |
| Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach |
0 |
0 |
5 |
1,273 |
0 |
2 |
22 |
3,916 |
| SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
241 |
| Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data |
0 |
1 |
2 |
43 |
1 |
5 |
9 |
263 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
105 |
0 |
1 |
3 |
513 |
| Style Investing and Institutional Investors |
0 |
0 |
0 |
138 |
0 |
0 |
2 |
307 |
| Tests of conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
202 |
| The Evolving Market for Catastrophic Event Risk |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
29 |
| The Law of One Price Over 700 Years |
0 |
1 |
3 |
32 |
2 |
8 |
26 |
161 |
| The Pricing of Event Risks with Parameter Uncertainty |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
140 |
| The market for catastrophe risk: a clinical examination |
0 |
0 |
1 |
245 |
3 |
4 |
12 |
691 |
| The persistence of emerging market equity flows |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
240 |
| The portfolio flows of international investors |
1 |
1 |
5 |
366 |
5 |
7 |
28 |
1,033 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
10 |
531 |
0 |
2 |
28 |
1,849 |
| What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? |
0 |
0 |
0 |
25 |
1 |
1 |
4 |
107 |
| Total Journal Articles |
5 |
14 |
114 |
11,785 |
50 |
121 |
539 |
36,195 |
| Chapter |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Foreign Direct Investment in Eastern Europe: Some Economic Considerations |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
74 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
126 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
3 |
106 |
1 |
1 |
13 |
353 |
| Introduction to "Foreign Direct Investment" |
0 |
0 |
2 |
29 |
0 |
0 |
4 |
124 |
| Introduction to "The Financing of Catastrophe Risk" |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
97 |
| Introduction to "The Transition in Eastern Europe, Volume 1" |
0 |
0 |
3 |
28 |
0 |
0 |
9 |
108 |
| Multinational Corporations, Exchange Rates, and Direct Investment |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
164 |
| Perspectives on PPP and long-run real exchange rates |
0 |
0 |
1 |
1,059 |
2 |
8 |
24 |
2,406 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
64 |
0 |
1 |
2 |
232 |
| The Pricing of U.S. Catastrophe Reinsurance |
0 |
1 |
3 |
51 |
1 |
3 |
12 |
167 |
| The Tax Treatment of Interest and the Operations of U.S. Multinationals |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
58 |
| Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
60 |
| Total Chapters |
0 |
1 |
13 |
1,471 |
4 |
14 |
71 |
3,969 |
|
|
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