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 |
7 |
303 |
| Conditional Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
122 |
1 |
1 |
13 |
634 |
| Conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
402 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data |
0 |
0 |
0 |
104 |
1 |
3 |
7 |
310 |
| Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
100 |
| Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
203 |
| Currency Hedging over Long Horizons |
0 |
0 |
1 |
742 |
3 |
6 |
23 |
1,441 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
0 |
169 |
0 |
0 |
15 |
655 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
1 |
267 |
2 |
4 |
25 |
1,142 |
| Decomposing the Persistence of International Equity Flows |
0 |
0 |
0 |
91 |
0 |
1 |
13 |
312 |
| Equity Style Returns and Institutional Investor Flows |
0 |
0 |
0 |
298 |
1 |
1 |
13 |
923 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
74 |
1 |
3 |
13 |
258 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
136 |
0 |
2 |
8 |
390 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
0 |
1,436 |
3 |
6 |
23 |
3,936 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
0 |
6 |
0 |
0 |
10 |
3,242 |
| Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market |
0 |
0 |
0 |
19 |
1 |
1 |
10 |
89 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
0 |
3 |
269 |
2 |
3 |
26 |
926 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
0 |
0 |
2 |
712 |
2 |
6 |
22 |
2,403 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
780 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
41 |
0 |
0 |
8 |
138 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
0 |
1 |
52 |
0 |
1 |
13 |
219 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
0 |
1 |
294 |
1 |
2 |
29 |
752 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
0 |
3 |
535 |
3 |
6 |
32 |
1,495 |
| How are Stock Prices Affected by the Location of Trade? |
0 |
0 |
0 |
1,148 |
1 |
5 |
21 |
2,739 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
0 |
84 |
2 |
2 |
14 |
507 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
0 |
1 |
9 |
1,103 |
| Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
144 |
0 |
1 |
13 |
533 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
0 |
1 |
443 |
1 |
2 |
22 |
1,086 |
| Japanese Foreign Direct Investment |
0 |
0 |
0 |
315 |
0 |
0 |
16 |
899 |
| LDC Debt: Forgiveness, Indexation, and Investment Incentives |
0 |
0 |
0 |
69 |
0 |
0 |
12 |
368 |
| New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates |
0 |
1 |
1 |
164 |
0 |
3 |
15 |
433 |
| New Trading Practices and Short-run Market Efficiency |
0 |
0 |
0 |
86 |
0 |
0 |
7 |
438 |
| On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
1 |
291 |
0 |
1 |
24 |
875 |
| On the Consistency of Short-run and Long-run Exchange Rate Expectations |
0 |
1 |
1 |
88 |
0 |
2 |
12 |
348 |
| On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
269 |
0 |
0 |
15 |
657 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
0 |
0 |
6 |
2,424 |
5 |
8 |
60 |
4,929 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
0 |
0 |
1 |
104 |
2 |
3 |
18 |
301 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
0 |
1,838 |
2 |
4 |
19 |
6,303 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
0 |
1,568 |
0 |
3 |
13 |
3,930 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers |
0 |
0 |
1 |
1,181 |
1 |
2 |
18 |
5,509 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
1 |
5 |
13 |
1,874 |
6 |
18 |
83 |
4,538 |
| Shareholder Trading Practices and Corporate Investment Horizons |
0 |
0 |
0 |
174 |
0 |
2 |
18 |
544 |
| Short Rates and Expected Asset Returns |
0 |
0 |
0 |
183 |
0 |
0 |
10 |
531 |
| Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data |
0 |
0 |
0 |
145 |
1 |
1 |
8 |
992 |
| Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data |
0 |
0 |
0 |
71 |
2 |
2 |
18 |
582 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
88 |
0 |
0 |
10 |
461 |
| Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets |
0 |
0 |
0 |
78 |
0 |
0 |
13 |
387 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
347 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
142 |
0 |
1 |
8 |
954 |
| The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
2 |
0 |
0 |
12 |
59 |
| The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists |
0 |
0 |
0 |
238 |
1 |
4 |
22 |
616 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
45 |
0 |
1 |
12 |
69 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
307 |
0 |
0 |
24 |
741 |
| The Evolving Market for Catastrophic Event Risk |
0 |
0 |
1 |
303 |
0 |
0 |
3 |
907 |
| The Information Content of International Portfolio Flows |
0 |
0 |
0 |
246 |
0 |
0 |
9 |
944 |
| The Law of One Price Over 700 Years |
0 |
0 |
1 |
733 |
2 |
2 |
19 |
3,041 |
| The Law of One Price Over 700 Years |
0 |
0 |
1 |
156 |
1 |
2 |
19 |
514 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
106 |
0 |
3 |
19 |
591 |
| The Limited Financing of Catastrophe Risk: An Overview |
0 |
0 |
1 |
330 |
0 |
1 |
12 |
741 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
0 |
2 |
417 |
0 |
2 |
18 |
1,024 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
1 |
1 |
415 |
0 |
1 |
10 |
1,123 |
| The Persistence of Emerging Market Equity Flows |
0 |
0 |
0 |
102 |
0 |
1 |
8 |
442 |
| The Portfolio Flows of International Investors, I |
0 |
0 |
1 |
589 |
3 |
7 |
24 |
1,523 |
| The Pricing of Event Risks with Parameter Uncertainty |
0 |
0 |
0 |
215 |
0 |
0 |
9 |
466 |
| The Pricing of U.S. Catastrophe Reinsurance |
0 |
0 |
0 |
424 |
0 |
0 |
9 |
1,258 |
| The Risk Tolerance of International Investors |
0 |
0 |
0 |
406 |
0 |
0 |
11 |
1,006 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
4 |
0 |
0 |
8 |
38 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
90 |
0 |
0 |
6 |
288 |
| Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
193 |
| Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations |
0 |
0 |
0 |
3 |
1 |
2 |
6 |
131 |
| Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
138 |
0 |
0 |
11 |
509 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
29 |
0 |
1 |
18 |
175 |
| What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
68 |
| Total Working Papers |
1 |
8 |
45 |
24,078 |
53 |
138 |
1,131 |
77,814 |
| 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 |
10 |
537 |
0 |
1 |
22 |
1,216 |
| A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS |
0 |
0 |
1 |
83 |
0 |
0 |
17 |
436 |
| Bank capital and risk management: operational risks in context |
0 |
0 |
0 |
265 |
0 |
0 |
4 |
578 |
| Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief |
0 |
0 |
1 |
58 |
0 |
1 |
10 |
310 |
| Chartists, Fundamentalists, and Trading in the Foreign Exchange Market |
1 |
2 |
3 |
590 |
4 |
5 |
20 |
1,422 |
| Competition Links and Stock Returns |
0 |
0 |
1 |
13 |
0 |
2 |
18 |
54 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data |
0 |
0 |
0 |
40 |
1 |
1 |
18 |
198 |
| Credibility, real interest rates, and the optimal speed of trade liberalization |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
127 |
| Currency Hedging Over Long Horizons |
0 |
1 |
7 |
22 |
1 |
3 |
38 |
129 |
| Currency Returns, Intrinsic Value, and Institutional‐Investor Flows |
0 |
0 |
3 |
215 |
0 |
2 |
24 |
708 |
| Decomposing the persistence of international equity flows |
0 |
0 |
1 |
25 |
2 |
3 |
15 |
184 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
0 |
3 |
622 |
0 |
6 |
52 |
2,269 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
3 |
6 |
35 |
1,565 |
5 |
14 |
112 |
4,697 |
| Exchange-rate dynamics under stochastic regime shifts: A unified approach |
0 |
0 |
0 |
85 |
1 |
1 |
18 |
334 |
| Foreign Exchange |
0 |
0 |
3 |
546 |
1 |
4 |
14 |
1,296 |
| Forward Discount Bias: Is it an Exchange Risk Premium? |
0 |
0 |
3 |
1,223 |
2 |
3 |
23 |
3,901 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
0 |
3 |
193 |
0 |
0 |
15 |
734 |
| How are stock prices affected by the location of trade? |
0 |
0 |
1 |
657 |
4 |
7 |
30 |
1,720 |
| 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 |
4 |
90 |
| Institutional Portfolio Flows and International Investments |
0 |
0 |
0 |
72 |
0 |
0 |
9 |
281 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
1 |
2 |
1,107 |
3 |
5 |
26 |
2,756 |
| New trading practices and short‐run market efficiency |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
28 |
| On the consistency of short-run and long-run exchange rate expectations |
0 |
0 |
0 |
44 |
0 |
1 |
13 |
208 |
| On the pricing of intermediated risks: Theory and application to catastrophe reinsurance |
0 |
1 |
3 |
66 |
1 |
4 |
22 |
283 |
| Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
76 |
| Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers |
0 |
0 |
0 |
72 |
1 |
2 |
18 |
401 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
2 |
4 |
15 |
817 |
6 |
17 |
107 |
2,664 |
| Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach |
0 |
0 |
2 |
1,275 |
0 |
4 |
28 |
3,944 |
| Risk management: coordinating corporate investment and financing policies |
1 |
1 |
1 |
13 |
1 |
1 |
13 |
42 |
| SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS |
0 |
0 |
2 |
51 |
0 |
0 |
16 |
257 |
| Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data |
0 |
0 |
2 |
45 |
2 |
3 |
23 |
285 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
105 |
0 |
1 |
8 |
521 |
| Style Investing and Institutional Investors |
0 |
0 |
0 |
138 |
0 |
3 |
9 |
316 |
| Tests of conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
46 |
0 |
0 |
12 |
214 |
| The Evolving Market for Catastrophic Event Risk |
0 |
0 |
0 |
1 |
0 |
1 |
10 |
16 |
| The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market |
0 |
0 |
1 |
9 |
0 |
0 |
9 |
38 |
| The Law of One Price Over 700 Years |
1 |
1 |
10 |
42 |
1 |
4 |
52 |
211 |
| The Pricing of Event Risks with Parameter Uncertainty |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
142 |
| The market for catastrophe risk: a clinical examination |
0 |
1 |
2 |
247 |
0 |
4 |
22 |
710 |
| The persistence of emerging market equity flows |
0 |
0 |
0 |
45 |
0 |
0 |
7 |
247 |
| The portfolio flows of international investors |
1 |
2 |
7 |
372 |
4 |
11 |
38 |
1,066 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
531 |
2 |
6 |
29 |
1,878 |
| What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? |
3 |
3 |
4 |
29 |
10 |
16 |
42 |
148 |
| Total Journal Articles |
12 |
23 |
126 |
11,906 |
52 |
138 |
990 |
37,135 |
| 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 |
0 |
5 |
79 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
0 |
32 |
0 |
0 |
11 |
137 |
| International Experiences with Securities Transaction Taxes |
1 |
1 |
1 |
107 |
1 |
1 |
12 |
364 |
| Introduction to "Foreign Direct Investment" |
0 |
0 |
0 |
29 |
1 |
2 |
14 |
138 |
| Introduction to "The Financing of Catastrophe Risk" |
0 |
0 |
0 |
41 |
0 |
0 |
6 |
103 |
| Introduction to "The Transition in Eastern Europe, Volume 1" |
0 |
0 |
2 |
30 |
0 |
0 |
14 |
122 |
| Multinational Corporations, Exchange Rates, and Direct Investment |
0 |
0 |
2 |
39 |
0 |
0 |
10 |
174 |
| Perspectives on PPP and long-run real exchange rates |
0 |
0 |
3 |
1,062 |
0 |
1 |
61 |
2,465 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
64 |
0 |
2 |
17 |
249 |
| The Pricing of U.S. Catastrophe Reinsurance |
0 |
1 |
4 |
55 |
0 |
3 |
24 |
190 |
| The Tax Treatment of Interest and the Operations of U.S. Multinationals |
0 |
0 |
0 |
11 |
1 |
1 |
9 |
67 |
| Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
69 |
| Total Chapters |
1 |
2 |
12 |
1,483 |
3 |
10 |
192 |
4,157 |
|
|
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