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 2 4 8 303
Conditional Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 122 3 3 12 632
Conditional mean-variance efficiency of the U.S. stock market 0 0 0 0 2 4 9 401
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data 0 0 0 104 1 2 4 307
Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization 0 0 0 10 2 2 4 100
Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt 0 0 0 0 1 1 5 202
Currency Hedging over Long Horizons 1 1 1 742 5 6 18 1,435
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals 0 0 0 169 0 1 15 655
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals 1 1 1 267 3 10 21 1,138
Decomposing the Persistence of International Equity Flows 0 0 0 91 2 3 12 311
Equity Style Returns and Institutional Investor Flows 0 0 0 298 2 4 12 921
Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach 0 0 0 136 0 1 5 387
Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach 0 0 0 74 0 0 12 255
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market 0 0 0 1,436 5 9 17 3,930
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market 0 0 0 6 1 2 10 3,241
Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market 0 0 0 19 0 3 10 88
Exchange Rate Pass-Through When Market Share Matters 1 1 2 268 4 9 24 922
Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach 1 1 5 712 3 7 19 2,394
Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists 0 0 0 41 1 1 7 137
Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists 0 0 0 0 6 6 13 777
Forward Discount Bias: Is It an Exchange Risk Premium? 1 1 1 294 2 12 28 750
Forward Discount Bias: Is It an Exchange Risk Premium? 0 0 1 52 5 7 13 218
Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation 1 1 5 535 6 14 34 1,489
How are Stock Prices Affected by the Location of Trade? 0 0 1 1,148 3 8 19 2,734
Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals 0 0 0 84 2 2 12 505
International Experiences with Securities Transaction Taxes 0 0 0 340 0 1 8 1,101
Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations 0 0 0 144 2 3 11 531
Intrinsic Bubbles: The Case of Stock Prices 0 1 1 443 5 7 19 1,083
Japanese Foreign Direct Investment 0 0 0 315 8 9 17 899
LDC Debt: Forgiveness, Indexation, and Investment Incentives 0 0 0 69 3 4 13 367
New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates 0 0 0 163 3 5 13 429
New Trading Practices and Short-run Market Efficiency 0 0 0 86 2 3 7 438
On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance 0 1 1 291 8 11 21 872
On the Consistency of Short-run and Long-run Exchange Rate Expectations 0 0 0 87 1 1 9 345
On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance 0 0 0 269 0 5 14 656
Perspectives on PPP and Long-Run Real Exchange Rates 1 4 6 2,424 9 28 54 4,920
Perspectives on PPP and Long-Run Real Exchange Rates 0 0 2 104 3 6 16 298
Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach 0 0 0 1,838 2 7 16 6,299
Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach 0 0 0 1,568 3 4 9 3,926
Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers 0 0 1 1,181 4 6 16 5,507
Risk Management: Coordinating Corporate Investment and Financing Policies 0 3 8 1,868 14 29 66 4,512
Shareholder Trading Practices and Corporate Investment Horizons 0 0 0 174 3 7 16 542
Short Rates and Expected Asset Returns 0 0 0 183 3 4 11 531
Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data 0 0 0 145 3 4 7 991
Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data 0 0 0 71 4 6 15 579
Stochastic Process Switching: Some Simple Solutions 0 0 0 88 2 4 11 461
Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets 0 0 0 78 2 2 13 387
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 142 2 3 7 953
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 0 0 0 7 345
The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 2 0 8 10 57
The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists 0 0 0 238 5 9 18 611
The EMS, the EMU, and the Transition to a Common Currency 0 0 0 307 1 4 25 741
The EMS, the EMU, and the Transition to a Common Currency 0 0 0 45 1 1 14 68
The Evolving Market for Catastrophic Event Risk 0 0 1 303 1 1 3 907
The Information Content of International Portfolio Flows 0 0 0 246 1 3 9 943
The Law of One Price Over 700 Years 0 1 1 156 1 5 17 511
The Law of One Price Over 700 Years 0 0 1 733 4 7 21 3,039
The Law of One Price Over 700 Years 0 0 0 106 2 5 15 587
The Limited Financing of Catastrophe Risk: An Overview 0 0 1 330 1 3 11 740
The Market for Catastrophe Risk: A Clinical Examination 0 1 2 417 1 4 18 1,021
The Market for Catastrophe Risk: A Clinical Examination 0 0 0 414 1 2 9 1,121
The Persistence of Emerging Market Equity Flows 0 0 0 102 2 3 8 441
The Portfolio Flows of International Investors, I 0 0 2 589 3 5 20 1,515
The Pricing of Event Risks with Parameter Uncertainty 0 0 0 215 1 3 9 466
The Pricing of U.S. Catastrophe Reinsurance 0 0 0 424 2 3 25 1,258
The Risk Tolerance of International Investors 0 0 0 406 2 5 11 1,006
Three Essays Using Survey Data on Exchange Rate Expectations 0 0 0 4 3 4 7 37
Three Essays Using Survey Data on Exchange Rate Expectations 0 0 0 90 2 2 6 288
Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations 0 0 0 0 2 4 7 193
Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations 0 0 0 3 0 0 5 129
Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations 0 0 0 138 3 6 11 509
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations 0 0 0 29 6 10 18 173
What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? 0 0 0 14 1 1 8 68
Total Working Papers 7 17 44 24,068 193 378 1,044 77,633

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 1 4 7 534 2 6 20 1,211
A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS 0 0 1 83 2 10 19 436
Bank capital and risk management: operational risks in context 0 0 0 265 2 4 5 578
Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief 0 0 1 58 1 2 10 308
Chartists, Fundamentalists, and Trading in the Foreign Exchange Market 0 0 5 588 2 2 18 1,415
Competition Links and Stock Returns 0 0 2 13 2 3 18 51
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data 0 0 0 40 1 2 19 197
Credibility, real interest rates, and the optimal speed of trade liberalization 0 0 0 10 1 1 5 127
Currency Hedging Over Long Horizons 0 1 5 20 4 15 38 123
Currency Returns, Intrinsic Value, and Institutional‐Investor Flows 2 3 3 215 4 9 20 704
Decomposing the persistence of international equity flows 0 0 1 25 5 6 14 181
Exchange Rate Pass-Through When Market Share Matters 1 2 2 621 6 20 46 2,260
Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach 4 8 37 1,557 11 28 134 4,677
Exchange-rate dynamics under stochastic regime shifts: A unified approach 0 0 0 85 0 1 20 333
Foreign Exchange 0 1 3 546 1 4 11 1,292
Forward Discount Bias: Is it an Exchange Risk Premium? 1 1 4 1,223 4 7 23 3,897
Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation 0 1 3 193 3 6 21 734
How are stock prices affected by the location of trade? 0 0 2 657 3 5 26 1,713
How open is the U.S. economy?: R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 0 0 0 16 0 1 3 89
Institutional Portfolio Flows and International Investments 0 0 1 72 1 3 9 280
Intrinsic Bubbles: The Case of Stock Prices 1 1 1 1,106 4 8 20 2,748
New trading practices and short‐run market efficiency 0 0 0 2 3 3 9 27
On the consistency of short-run and long-run exchange rate expectations 0 0 0 44 4 5 11 205
On the pricing of intermediated risks: Theory and application to catastrophe reinsurance 1 1 4 65 4 6 21 277
Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez 0 0 0 3 4 5 9 76
Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers 0 0 0 72 1 9 17 399
Risk Management: Coordinating Corporate Investment and Financing Policies 1 3 9 811 19 37 85 2,636
Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach 1 1 3 1,275 5 13 27 3,940
Risk management: coordinating corporate investment and financing policies 0 0 0 12 7 7 10 39
SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS 0 0 1 50 1 4 17 256
Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data 1 1 3 45 7 9 24 281
Stochastic Process Switching: Some Simple Solutions 0 0 0 105 2 2 8 520
Style Investing and Institutional Investors 0 0 0 138 1 4 6 313
Tests of conditional mean-variance efficiency of the U.S. stock market 0 0 0 46 4 6 12 214
The Evolving Market for Catastrophic Event Risk 0 0 0 1 5 6 9 15
The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market 0 0 1 9 3 4 9 37
The Law of One Price Over 700 Years 0 4 10 41 1 23 57 204
The Pricing of Event Risks with Parameter Uncertainty 0 0 0 9 1 1 2 142
The market for catastrophe risk: a clinical examination 0 1 1 246 3 7 17 703
The persistence of emerging market equity flows 0 0 0 45 0 0 6 246
The portfolio flows of international investors 1 2 6 369 4 7 36 1,053
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations 0 0 5 531 9 14 34 1,871
What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? 0 0 1 26 7 9 25 129
Total Journal Articles 15 35 122 11,872 154 324 950 36,937

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 1 3 11 225
The Financing of Catastrophe Risk 0 0 0 0 5 6 12 299
The Transition in Eastern Europe, Volume 1, Country Studies 0 0 0 0 2 4 11 259
The Transition in Eastern Europe, Volume 2, Restructuring 0 0 0 0 3 6 14 167
Total Books 0 0 0 0 11 19 48 950

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 4 6 79
Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals 0 0 0 32 2 4 11 137
International Experiences with Securities Transaction Taxes 0 0 2 106 0 2 13 363
Introduction to "Foreign Direct Investment" 0 0 0 29 3 5 11 135
Introduction to "The Financing of Catastrophe Risk" 0 0 0 41 2 2 6 103
Introduction to "The Transition in Eastern Europe, Volume 1" 1 1 1 29 3 6 18 121
Multinational Corporations, Exchange Rates, and Direct Investment 0 1 2 39 2 5 10 174
Perspectives on PPP and long-run real exchange rates 0 1 3 1,062 5 16 65 2,462
The EMS, the EMU, and the Transition to a Common Currency 0 0 0 64 3 5 14 245
The Pricing of U.S. Catastrophe Reinsurance 0 2 5 54 3 7 24 186
The Tax Treatment of Interest and the Operations of U.S. Multinationals 0 0 0 11 1 6 8 66
Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia 0 0 0 3 5 6 9 69
Total Chapters 1 5 13 1,480 30 68 195 4,140

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Statistics updated 2026-05-06