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 |
0 |
293 |
| Conditional Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
122 |
0 |
0 |
1 |
618 |
| 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 |
1 |
303 |
| Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
95 |
| Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
196 |
| Currency Hedging over Long Horizons |
0 |
0 |
3 |
739 |
0 |
0 |
5 |
1,408 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
1 |
264 |
0 |
0 |
2 |
1,113 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
1 |
1 |
169 |
0 |
1 |
2 |
635 |
| 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 |
3 |
908 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
241 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
135 |
0 |
0 |
0 |
377 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
1 |
1,435 |
1 |
1 |
8 |
3,901 |
| 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 the Implications for the Foreign Exchange Market |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
77 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
0 |
0 |
263 |
0 |
1 |
2 |
889 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
0 |
0 |
2 |
700 |
0 |
2 |
10 |
2,355 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
761 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
123 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
0 |
0 |
293 |
0 |
1 |
2 |
721 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
0 |
0 |
48 |
0 |
0 |
5 |
193 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
0 |
0 |
527 |
0 |
2 |
2 |
1,435 |
| How are Stock Prices Affected by the Location of Trade? |
0 |
0 |
2 |
1,146 |
1 |
1 |
8 |
2,710 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
0 |
84 |
0 |
0 |
13 |
493 |
| International Experiences with Securities Transaction Taxes |
0 |
1 |
2 |
339 |
0 |
1 |
14 |
1,089 |
| Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
143 |
0 |
1 |
3 |
518 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
0 |
3 |
440 |
0 |
3 |
16 |
1,053 |
| Japanese Foreign Direct Investment |
0 |
0 |
0 |
314 |
0 |
0 |
4 |
876 |
| 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 |
162 |
0 |
0 |
2 |
414 |
| New Trading Practices and Short-run Market Efficiency |
0 |
0 |
0 |
86 |
0 |
0 |
0 |
429 |
| On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
290 |
0 |
0 |
1 |
851 |
| On the Consistency of Short-run and Long-run Exchange Rate Expectations |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
333 |
| On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
269 |
0 |
0 |
1 |
641 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
0 |
0 |
1 |
97 |
1 |
3 |
25 |
268 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
1 |
1 |
2 |
2,416 |
3 |
3 |
43 |
4,844 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
1 |
1 |
1,567 |
0 |
1 |
2 |
3,909 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
0 |
1,836 |
1 |
1 |
8 |
6,271 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers |
0 |
0 |
0 |
1,180 |
0 |
0 |
1 |
5,487 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
0 |
1 |
2 |
1,853 |
3 |
4 |
12 |
4,419 |
| Shareholder Trading Practices and Corporate Investment Horizons |
0 |
0 |
0 |
174 |
0 |
0 |
3 |
524 |
| Short Rates and Expected Asset Returns |
0 |
0 |
0 |
183 |
0 |
1 |
2 |
518 |
| Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
982 |
| Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
562 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
449 |
| Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
372 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
337 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
945 |
| The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
45 |
| The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists |
0 |
0 |
0 |
235 |
0 |
1 |
3 |
588 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
53 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
307 |
0 |
0 |
1 |
716 |
| The Evolving Market for Catastrophic Event Risk |
0 |
0 |
0 |
302 |
0 |
0 |
0 |
902 |
| The Information Content of International Portfolio Flows |
0 |
1 |
1 |
246 |
0 |
1 |
4 |
930 |
| The Law of One Price Over 700 Years |
0 |
0 |
1 |
731 |
0 |
0 |
4 |
3,007 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
155 |
0 |
0 |
1 |
491 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
569 |
| The Limited Financing of Catastrophe Risk: An Overview |
0 |
0 |
1 |
329 |
0 |
0 |
3 |
728 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
0 |
2 |
413 |
0 |
0 |
2 |
995 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
0 |
1 |
414 |
0 |
0 |
1 |
1,110 |
| The Persistence of Emerging Market Equity Flows |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
432 |
| The Portfolio Flows of International Investors, I |
0 |
0 |
1 |
585 |
0 |
0 |
3 |
1,488 |
| 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 |
1 |
1 |
3 |
1,219 |
| The Risk Tolerance of International Investors |
0 |
0 |
2 |
404 |
0 |
0 |
3 |
992 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
282 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
28 |
| Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
184 |
| Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
122 |
| Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
137 |
1 |
1 |
4 |
494 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
1 |
2 |
27 |
1 |
2 |
5 |
152 |
| What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
58 |
| Total Working Papers |
1 |
7 |
33 |
23,961 |
15 |
35 |
248 |
76,254 |
| 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 |
2 |
12 |
509 |
1 |
3 |
20 |
1,156 |
| A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS |
1 |
1 |
1 |
81 |
1 |
1 |
4 |
412 |
| Bank capital and risk management: operational risks in context |
0 |
0 |
0 |
265 |
0 |
0 |
0 |
571 |
| Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
294 |
| Chartists, Fundamentalists, and Trading in the Foreign Exchange Market |
1 |
2 |
8 |
575 |
2 |
6 |
29 |
1,365 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data |
0 |
0 |
1 |
39 |
1 |
4 |
10 |
174 |
| Credibility, real interest rates, and the optimal speed of trade liberalization |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
121 |
| Currency Hedging Over Long Horizons |
0 |
0 |
5 |
13 |
2 |
3 |
19 |
67 |
| Currency Returns, Intrinsic Value, and Institutional‐Investor Flows |
0 |
1 |
5 |
209 |
0 |
1 |
7 |
671 |
| Decomposing the persistence of international equity flows |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
166 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
1 |
5 |
613 |
1 |
6 |
19 |
2,191 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
1 |
5 |
23 |
1,452 |
3 |
25 |
84 |
4,314 |
| Exchange-rate dynamics under stochastic regime shifts: A unified approach |
0 |
0 |
1 |
84 |
0 |
0 |
1 |
305 |
| Foreign Exchange |
0 |
1 |
4 |
537 |
1 |
3 |
11 |
1,259 |
| Forward Discount Bias: Is it an Exchange Risk Premium? |
0 |
1 |
8 |
1,212 |
4 |
6 |
24 |
3,845 |
| Gestão do risco: coordenação dos investimentos corporativos e das políticas de financiamento |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
29 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
0 |
1 |
190 |
0 |
2 |
10 |
690 |
| How are stock prices affected by the location of trade? |
3 |
3 |
19 |
651 |
5 |
7 |
47 |
1,664 |
| How open is the U.S. economy?: R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
82 |
| Institutional Portfolio Flows and International Investments |
0 |
0 |
1 |
71 |
0 |
1 |
4 |
266 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
1 |
15 |
1,091 |
1 |
10 |
47 |
2,675 |
| New trading practices and short‐run market efficiency |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
15 |
| On the consistency of short-run and long-run exchange rate expectations |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
189 |
| On the pricing of intermediated risks: Theory and application to catastrophe reinsurance |
0 |
0 |
0 |
58 |
0 |
0 |
5 |
248 |
| 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 |
1 |
69 |
0 |
1 |
7 |
375 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
3 |
4 |
10 |
781 |
9 |
13 |
67 |
2,487 |
| Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach |
0 |
0 |
6 |
1,260 |
3 |
7 |
29 |
3,870 |
| SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS |
0 |
0 |
2 |
48 |
0 |
1 |
6 |
235 |
| Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
250 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
105 |
0 |
0 |
1 |
507 |
| Style Investing and Institutional Investors |
0 |
0 |
0 |
137 |
0 |
1 |
4 |
301 |
| Tests of conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
199 |
| The Evolving Market for Catastrophic Event Risk |
1 |
1 |
1 |
1 |
1 |
1 |
2 |
6 |
| The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
28 |
| The Law of One Price Over 700 Years |
0 |
0 |
2 |
26 |
0 |
2 |
14 |
119 |
| 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 |
0 |
242 |
0 |
1 |
2 |
670 |
| The persistence of emerging market equity flows |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
239 |
| The portfolio flows of international investors |
2 |
3 |
10 |
354 |
3 |
5 |
20 |
982 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
1 |
3 |
512 |
2 |
6 |
28 |
1,797 |
| What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? |
0 |
0 |
0 |
25 |
0 |
0 |
4 |
102 |
| Total Journal Articles |
13 |
27 |
145 |
11,521 |
40 |
118 |
536 |
35,143 |
| 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 |
1 |
1 |
10 |
0 |
1 |
1 |
70 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
124 |
| International Experiences with Securities Transaction Taxes |
0 |
1 |
3 |
102 |
1 |
4 |
15 |
328 |
| Introduction to "Foreign Direct Investment" |
1 |
1 |
1 |
26 |
1 |
3 |
5 |
117 |
| Introduction to "The Financing of Catastrophe Risk" |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
93 |
| Introduction to "The Transition in Eastern Europe, Volume 1" |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
98 |
| Multinational Corporations, Exchange Rates, and Direct Investment |
0 |
0 |
1 |
37 |
0 |
0 |
1 |
163 |
| Perspectives on PPP and long-run real exchange rates |
0 |
0 |
3 |
1,049 |
2 |
6 |
26 |
2,358 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
62 |
1 |
2 |
9 |
222 |
| The Pricing of U.S. Catastrophe Reinsurance |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
149 |
| The Tax Treatment of Interest and the Operations of U.S. Multinationals |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
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 |
3 |
10 |
1,445 |
5 |
16 |
66 |
3,840 |
|
|
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