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 |
5 |
7 |
301 |
| Conditional Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
122 |
0 |
6 |
9 |
629 |
| Conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
0 |
2 |
7 |
7 |
399 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
305 |
| Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization |
0 |
0 |
0 |
10 |
0 |
2 |
2 |
98 |
| Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
201 |
| Currency Hedging over Long Horizons |
0 |
0 |
0 |
741 |
1 |
6 |
13 |
1,430 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
0 |
266 |
3 |
10 |
14 |
1,131 |
| Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals |
0 |
0 |
0 |
169 |
1 |
10 |
15 |
655 |
| Decomposing the Persistence of International Equity Flows |
0 |
0 |
0 |
91 |
1 |
9 |
10 |
309 |
| Equity Style Returns and Institutional Investor Flows |
0 |
0 |
0 |
298 |
1 |
8 |
9 |
918 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
136 |
1 |
4 |
5 |
387 |
| Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach |
0 |
0 |
0 |
74 |
0 |
7 |
14 |
255 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
0 |
6 |
1 |
6 |
9 |
3,240 |
| Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market |
0 |
0 |
0 |
1,436 |
3 |
9 |
11 |
3,924 |
| Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market |
0 |
0 |
0 |
19 |
1 |
7 |
9 |
86 |
| Exchange Rate Pass-Through When Market Share Matters |
0 |
1 |
1 |
267 |
2 |
11 |
17 |
915 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
0 |
0 |
5 |
711 |
2 |
4 |
17 |
2,389 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
771 |
| Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists |
0 |
0 |
0 |
41 |
0 |
6 |
7 |
136 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
1 |
1 |
52 |
2 |
7 |
9 |
213 |
| Forward Discount Bias: Is It an Exchange Risk Premium? |
0 |
0 |
0 |
293 |
8 |
20 |
24 |
746 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
0 |
2 |
5 |
534 |
1 |
11 |
25 |
1,476 |
| How are Stock Prices Affected by the Location of Trade? |
0 |
0 |
1 |
1,148 |
1 |
6 |
13 |
2,727 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
0 |
84 |
0 |
4 |
10 |
503 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
1 |
6 |
9 |
1,101 |
| Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
144 |
1 |
6 |
9 |
529 |
| Intrinsic Bubbles: The Case of Stock Prices |
1 |
1 |
1 |
443 |
1 |
11 |
13 |
1,077 |
| Japanese Foreign Direct Investment |
0 |
0 |
0 |
315 |
1 |
5 |
9 |
891 |
| LDC Debt: Forgiveness, Indexation, and Investment Incentives |
0 |
0 |
0 |
69 |
0 |
6 |
9 |
363 |
| New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates |
0 |
0 |
0 |
163 |
1 |
4 |
9 |
425 |
| New Trading Practices and Short-run Market Efficiency |
0 |
0 |
0 |
86 |
0 |
4 |
4 |
435 |
| On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
290 |
1 |
9 |
11 |
862 |
| On the Consistency of Short-run and Long-run Exchange Rate Expectations |
0 |
0 |
0 |
87 |
0 |
5 |
10 |
344 |
| On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance |
0 |
0 |
0 |
269 |
2 |
6 |
11 |
653 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
0 |
0 |
2 |
104 |
2 |
8 |
13 |
294 |
| Perspectives on PPP and Long-Run Real Exchange Rates |
1 |
2 |
3 |
2,421 |
9 |
20 |
35 |
4,901 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
0 |
1,838 |
2 |
7 |
11 |
6,294 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach |
0 |
0 |
0 |
1,568 |
1 |
5 |
6 |
3,923 |
| Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers |
0 |
1 |
1 |
1,181 |
1 |
10 |
11 |
5,502 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
1 |
2 |
8 |
1,866 |
5 |
22 |
48 |
4,488 |
| Shareholder Trading Practices and Corporate Investment Horizons |
0 |
0 |
0 |
174 |
2 |
6 |
11 |
537 |
| Short Rates and Expected Asset Returns |
0 |
0 |
0 |
183 |
1 |
6 |
8 |
528 |
| Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data |
0 |
0 |
0 |
145 |
0 |
2 |
3 |
987 |
| Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data |
0 |
0 |
0 |
71 |
1 |
10 |
10 |
574 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
88 |
2 |
7 |
9 |
459 |
| Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets |
0 |
0 |
0 |
78 |
0 |
8 |
11 |
385 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
345 |
| The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
142 |
0 |
3 |
4 |
950 |
| The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market |
0 |
0 |
0 |
2 |
4 |
6 |
7 |
53 |
| The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists |
0 |
0 |
0 |
238 |
3 |
6 |
12 |
605 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
45 |
0 |
5 |
14 |
67 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
307 |
3 |
19 |
24 |
740 |
| The Evolving Market for Catastrophic Event Risk |
0 |
0 |
1 |
303 |
0 |
1 |
2 |
906 |
| The Information Content of International Portfolio Flows |
0 |
0 |
0 |
246 |
1 |
6 |
7 |
941 |
| The Law of One Price Over 700 Years |
1 |
1 |
1 |
156 |
4 |
14 |
16 |
510 |
| The Law of One Price Over 700 Years |
0 |
0 |
1 |
733 |
2 |
8 |
16 |
3,034 |
| The Law of One Price Over 700 Years |
0 |
0 |
0 |
106 |
2 |
9 |
13 |
584 |
| The Limited Financing of Catastrophe Risk: An Overview |
0 |
0 |
1 |
330 |
1 |
5 |
10 |
738 |
| The Market for Catastrophe Risk: A Clinical Examination |
0 |
0 |
0 |
414 |
1 |
7 |
8 |
1,120 |
| The Market for Catastrophe Risk: A Clinical Examination |
1 |
1 |
3 |
417 |
1 |
6 |
16 |
1,018 |
| The Persistence of Emerging Market Equity Flows |
0 |
0 |
0 |
102 |
1 |
5 |
6 |
439 |
| The Portfolio Flows of International Investors, I |
0 |
0 |
2 |
589 |
1 |
7 |
17 |
1,511 |
| The Pricing of Event Risks with Parameter Uncertainty |
0 |
0 |
0 |
215 |
0 |
3 |
6 |
463 |
| The Pricing of U.S. Catastrophe Reinsurance |
0 |
0 |
0 |
424 |
1 |
4 |
35 |
1,256 |
| The Risk Tolerance of International Investors |
0 |
0 |
0 |
406 |
1 |
4 |
7 |
1,002 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
4 |
1 |
4 |
5 |
34 |
| Three Essays Using Survey Data on Exchange Rate Expectations |
0 |
0 |
0 |
90 |
0 |
3 |
4 |
286 |
| Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
189 |
| Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations |
0 |
0 |
0 |
3 |
0 |
3 |
6 |
129 |
| Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
0 |
138 |
2 |
6 |
7 |
505 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
1 |
29 |
2 |
8 |
12 |
165 |
| What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? |
0 |
0 |
0 |
14 |
0 |
4 |
7 |
67 |
| Total Working Papers |
5 |
12 |
38 |
24,056 |
98 |
499 |
810 |
77,353 |
| 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 |
1 |
6 |
530 |
1 |
8 |
19 |
1,206 |
| A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS |
0 |
0 |
1 |
83 |
3 |
8 |
12 |
429 |
| Bank capital and risk management: operational risks in context |
0 |
0 |
0 |
265 |
1 |
1 |
2 |
575 |
| Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief |
0 |
0 |
2 |
58 |
1 |
5 |
10 |
307 |
| Chartists, Fundamentalists, and Trading in the Foreign Exchange Market |
0 |
1 |
6 |
588 |
0 |
8 |
18 |
1,413 |
| Competition Links and Stock Returns |
0 |
1 |
2 |
13 |
1 |
10 |
16 |
49 |
| Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data |
0 |
0 |
0 |
40 |
1 |
10 |
18 |
196 |
| Credibility, real interest rates, and the optimal speed of trade liberalization |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
126 |
| Currency Hedging Over Long Horizons |
1 |
3 |
5 |
20 |
7 |
16 |
33 |
115 |
| Currency Returns, Intrinsic Value, and Institutional‐Investor Flows |
1 |
1 |
1 |
213 |
3 |
7 |
16 |
698 |
| Decomposing the persistence of international equity flows |
0 |
0 |
1 |
25 |
1 |
5 |
9 |
176 |
| Exchange Rate Pass-Through When Market Share Matters |
1 |
1 |
1 |
620 |
10 |
29 |
37 |
2,250 |
| Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach |
2 |
12 |
38 |
1,551 |
5 |
33 |
133 |
4,654 |
| Exchange-rate dynamics under stochastic regime shifts: A unified approach |
0 |
0 |
0 |
85 |
1 |
10 |
21 |
333 |
| Foreign Exchange |
1 |
3 |
4 |
546 |
2 |
7 |
12 |
1,290 |
| Forward Discount Bias: Is it an Exchange Risk Premium? |
0 |
1 |
3 |
1,222 |
3 |
11 |
19 |
3,893 |
| Gestão do risco: coordenação dos investimentos corporativos e das políticas de financiamento |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
32 |
| Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation |
1 |
3 |
3 |
193 |
2 |
8 |
20 |
730 |
| How are stock prices affected by the location of trade? |
0 |
1 |
2 |
657 |
0 |
8 |
23 |
1,708 |
| 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 |
3 |
88 |
| Institutional Portfolio Flows and International Investments |
0 |
0 |
1 |
72 |
2 |
7 |
9 |
279 |
| Intrinsic Bubbles: The Case of Stock Prices |
0 |
0 |
0 |
1,105 |
3 |
7 |
15 |
2,743 |
| New trading practices and short‐run market efficiency |
0 |
0 |
0 |
2 |
0 |
5 |
6 |
24 |
| On the consistency of short-run and long-run exchange rate expectations |
0 |
0 |
0 |
44 |
1 |
6 |
7 |
201 |
| On the pricing of intermediated risks: Theory and application to catastrophe reinsurance |
0 |
0 |
3 |
64 |
1 |
5 |
16 |
272 |
| Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
71 |
| Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers |
0 |
0 |
0 |
72 |
2 |
7 |
11 |
392 |
| Risk Management: Coordinating Corporate Investment and Financing Policies |
1 |
5 |
8 |
809 |
11 |
34 |
67 |
2,610 |
| Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach |
0 |
1 |
5 |
1,274 |
2 |
8 |
26 |
3,929 |
| SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS |
0 |
1 |
1 |
50 |
2 |
7 |
15 |
254 |
| Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data |
0 |
0 |
3 |
44 |
1 |
4 |
17 |
273 |
| Stochastic Process Switching: Some Simple Solutions |
0 |
0 |
0 |
105 |
0 |
2 |
6 |
518 |
| Style Investing and Institutional Investors |
0 |
0 |
0 |
138 |
2 |
4 |
4 |
311 |
| Tests of conditional mean-variance efficiency of the U.S. stock market |
0 |
0 |
0 |
46 |
2 |
8 |
8 |
210 |
| The Evolving Market for Catastrophic Event Risk |
0 |
0 |
0 |
1 |
0 |
3 |
3 |
9 |
| The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market |
0 |
1 |
1 |
9 |
0 |
4 |
5 |
33 |
| The Law of One Price Over 700 Years |
4 |
6 |
10 |
41 |
15 |
30 |
50 |
196 |
| The Pricing of Event Risks with Parameter Uncertainty |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
141 |
| The market for catastrophe risk: a clinical examination |
0 |
0 |
0 |
245 |
1 |
4 |
13 |
697 |
| The persistence of emerging market equity flows |
0 |
0 |
0 |
45 |
0 |
5 |
6 |
246 |
| The portfolio flows of international investors |
0 |
0 |
4 |
367 |
0 |
9 |
34 |
1,046 |
| Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations |
0 |
0 |
8 |
531 |
1 |
7 |
29 |
1,858 |
| What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? |
0 |
1 |
1 |
26 |
2 |
11 |
18 |
122 |
| Total Journal Articles |
12 |
43 |
120 |
11,849 |
90 |
366 |
798 |
36,703 |
| 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 |
3 |
75 |
| Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals |
0 |
0 |
0 |
32 |
1 |
7 |
9 |
134 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
2 |
106 |
1 |
6 |
15 |
362 |
| Introduction to "Foreign Direct Investment" |
0 |
0 |
1 |
29 |
2 |
8 |
9 |
132 |
| Introduction to "The Financing of Catastrophe Risk" |
0 |
0 |
0 |
41 |
0 |
4 |
4 |
101 |
| Introduction to "The Transition in Eastern Europe, Volume 1" |
0 |
0 |
1 |
28 |
1 |
7 |
15 |
116 |
| Multinational Corporations, Exchange Rates, and Direct Investment |
0 |
0 |
1 |
38 |
1 |
4 |
6 |
170 |
| Perspectives on PPP and long-run real exchange rates |
0 |
2 |
2 |
1,061 |
7 |
41 |
61 |
2,453 |
| The EMS, the EMU, and the Transition to a Common Currency |
0 |
0 |
0 |
64 |
1 |
7 |
11 |
241 |
| The Pricing of U.S. Catastrophe Reinsurance |
1 |
1 |
4 |
53 |
2 |
6 |
21 |
181 |
| The Tax Treatment of Interest and the Operations of U.S. Multinationals |
0 |
0 |
0 |
11 |
3 |
5 |
5 |
63 |
| Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
64 |
| Total Chapters |
1 |
3 |
11 |
1,476 |
20 |
98 |
163 |
4,092 |
|
|
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