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 1 1 295
Conditional Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 122 0 0 1 620
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 1 1 96
Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt 0 0 0 0 0 0 1 197
Currency Hedging over Long Horizons 0 0 0 741 0 0 7 1,417
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals 0 0 2 266 0 0 2 1,117
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals 0 0 0 169 0 2 5 640
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 0 1 909
Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach 0 0 0 74 0 2 2 243
Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach 0 0 0 136 0 0 4 382
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market 0 0 0 6 0 0 0 3,231
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market 0 0 1 1,436 0 0 9 3,913
Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market 0 0 0 19 0 1 1 78
Exchange Rate Pass-Through When Market Share Matters 0 1 1 266 0 2 4 898
Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach 0 3 6 707 2 6 15 2,375
Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists 0 0 1 41 0 1 5 130
Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists 0 0 0 0 0 0 3 764
Forward Discount Bias: Is It an Exchange Risk Premium? 0 0 0 293 0 0 1 722
Forward Discount Bias: Is It an Exchange Risk Premium? 0 1 2 51 0 4 9 205
Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation 1 1 2 530 3 5 15 1,455
How are Stock Prices Affected by the Location of Trade? 0 0 1 1,147 0 1 4 2,715
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 1 2 2 1,093
Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations 0 0 0 144 0 0 1 520
Intrinsic Bubbles: The Case of Stock Prices 0 0 2 442 0 0 11 1,064
Japanese Foreign Direct Investment 0 0 1 315 0 0 3 882
LDC Debt: Forgiveness, Indexation, and Investment Incentives 0 0 0 69 0 0 0 354
New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates 0 0 1 163 0 0 1 416
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 2 3 336
On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance 0 0 0 269 0 0 1 642
Perspectives on PPP and Long-Run Real Exchange Rates 0 0 1 2,418 0 1 14 4,866
Perspectives on PPP and Long-Run Real Exchange Rates 0 0 1 102 1 2 8 282
Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach 0 0 1 1,568 0 0 3 3,917
Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach 0 0 1 1,838 0 3 8 6,283
Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers 0 0 0 1,180 0 0 2 5,491
Risk Management: Coordinating Corporate Investment and Financing Policies 0 2 6 1,860 0 7 21 4,446
Shareholder Trading Practices and Corporate Investment Horizons 0 0 0 174 0 0 2 526
Short Rates and Expected Asset Returns 0 0 0 183 0 0 2 520
Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data 0 0 0 145 0 0 2 984
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 0 1 450
Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets 0 0 0 78 0 0 1 374
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 Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 0 0 0 1 338
The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 2 0 1 1 47
The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists 0 0 2 238 0 1 4 593
The EMS, the EMU, and the Transition to a Common Currency 0 0 0 45 0 1 1 54
The EMS, the EMU, and the Transition to a Common Currency 0 0 0 307 0 0 0 716
The Evolving Market for Catastrophic Event Risk 0 0 0 302 0 2 2 904
The Information Content of International Portfolio Flows 0 0 0 246 0 0 4 934
The Law of One Price Over 700 Years 0 0 0 106 1 1 1 572
The Law of One Price Over 700 Years 0 0 0 732 0 0 8 3,018
The Law of One Price Over 700 Years 0 0 0 155 0 0 2 494
The Limited Financing of Catastrophe Risk: An Overview 0 0 0 329 0 1 1 729
The Market for Catastrophe Risk: A Clinical Examination 0 1 1 415 0 1 6 1,003
The Market for Catastrophe Risk: A Clinical Examination 0 0 0 414 0 0 1 1,112
The Persistence of Emerging Market Equity Flows 0 0 0 102 0 1 1 433
The Portfolio Flows of International Investors, I 0 0 1 587 1 1 5 1,495
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 12 13 13 1,233
The Risk Tolerance of International Investors 0 0 2 406 0 0 3 995
Three Essays Using Survey Data on Exchange Rate Expectations 0 0 0 4 0 1 1 30
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 1 2 186
Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations 0 0 0 3 0 1 2 124
Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations 0 0 1 138 0 0 4 498
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations 1 1 2 29 1 2 3 155
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 2 10 39 24,024 22 71 245 76,589


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 5 11 527 0 6 21 1,191
A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS 0 0 0 82 0 2 2 417
Bank capital and risk management: operational risks in context 0 0 0 265 0 0 2 573
Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief 1 1 1 57 1 1 3 298
Chartists, Fundamentalists, and Trading in the Foreign Exchange Market 1 1 3 583 2 4 20 1,397
Competition Links and Stock Returns 0 1 4 11 0 2 8 33
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data 0 0 1 40 0 0 2 178
Credibility, real interest rates, and the optimal speed of trade liberalization 0 0 1 10 0 0 1 122
Currency Hedging Over Long Horizons 0 0 2 15 2 5 17 85
Currency Returns, Intrinsic Value, and Institutional‐Investor Flows 0 1 3 212 2 5 12 684
Decomposing the persistence of international equity flows 0 0 0 24 0 0 1 167
Exchange Rate Pass-Through When Market Share Matters 0 0 2 619 1 3 12 2,214
Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach 5 14 46 1,520 18 36 149 4,543
Exchange-rate dynamics under stochastic regime shifts: A unified approach 0 0 1 85 0 2 5 313
Foreign Exchange 1 2 6 543 2 6 19 1,281
Forward Discount Bias: Is it an Exchange Risk Premium? 0 1 4 1,219 0 1 16 3,874
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 2 6 18 713
How are stock prices affected by the location of trade? 0 0 2 655 0 3 11 1,687
How open is the U.S. economy?: R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 0 0 1 16 1 1 4 86
Institutional Portfolio Flows and International Investments 0 0 0 71 0 1 5 271
Intrinsic Bubbles: The Case of Stock Prices 0 0 10 1,105 0 1 37 2,728
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 0 3 194
On the pricing of intermediated risks: Theory and application to catastrophe reinsurance 0 1 3 61 0 2 7 256
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 1 1 4 382
Risk Management: Coordinating Corporate Investment and Financing Policies 1 1 14 802 4 14 47 2,551
Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach 3 3 8 1,272 10 11 31 3,913
SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS 0 0 0 49 0 0 2 239
Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data 0 1 1 42 0 1 4 257
Stochastic Process Switching: Some Simple Solutions 0 0 0 105 0 0 3 512
Style Investing and Institutional Investors 0 0 0 138 0 1 2 307
Tests of conditional mean-variance efficiency of the U.S. stock market 0 0 0 46 0 0 3 202
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 0 0 28
The Law of One Price Over 700 Years 0 0 3 31 0 3 19 147
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 1 2 245 1 5 13 686
The persistence of emerging market equity flows 0 0 0 45 0 0 0 240
The portfolio flows of international investors 0 0 6 363 2 5 25 1,017
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations 3 3 9 526 7 11 27 1,837
What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? 0 0 0 25 0 0 1 104
Total Journal Articles 15 36 146 11,750 56 139 557 35,987


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Foreign Direct Investment 0 0 0 0 0 0 4 214
The Financing of Catastrophe Risk 0 0 0 0 0 2 6 287
The Transition in Eastern Europe, Volume 1, Country Studies 0 0 0 0 2 4 7 248
The Transition in Eastern Europe, Volume 2, Restructuring 0 0 0 0 1 2 6 153
Total Books 0 0 0 0 3 8 23 902


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 1 2 2 73
Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals 0 0 1 32 0 1 2 126
International Experiences with Securities Transaction Taxes 0 0 2 104 3 4 18 350
Introduction to "Foreign Direct Investment" 0 1 2 29 0 2 4 124
Introduction to "The Financing of Catastrophe Risk" 0 0 0 41 0 0 3 97
Introduction to "The Transition in Eastern Europe, Volume 1" 1 1 3 28 2 2 5 103
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 6 1,059 4 6 27 2,397
The EMS, the EMU, and the Transition to a Common Currency 0 0 1 64 1 1 2 231
The Pricing of U.S. Catastrophe Reinsurance 0 0 1 49 0 4 9 162
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 1 2 16 1,467 11 22 72 3,945


Statistics updated 2025-05-12