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 2 4 289
Conditional Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 121 1 1 4 613
Conditional mean-variance efficiency of the U.S. stock market 0 0 0 0 1 1 3 391
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data 0 0 0 103 0 0 6 298
Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization 0 0 0 10 0 1 3 92
Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt 0 0 0 0 0 0 5 195
Currency Hedging over Long Horizons 0 0 10 735 0 2 25 1,390
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals 0 0 0 166 2 2 5 619
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals 0 0 0 261 0 0 5 1,104
Decomposing the Persistence of International Equity Flows 0 0 0 91 0 0 6 296
Equity Style Returns and Institutional Investor Flows 0 0 1 298 1 1 7 902
Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach 0 0 1 74 0 1 4 236
Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach 0 0 0 134 0 1 13 373
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market 0 0 2 1,429 0 3 8 3,873
Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market 0 0 0 6 0 1 9 3,221
Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market 0 0 0 17 0 0 6 63
Exchange Rate Pass-Through When Market Share Matters 0 0 6 261 6 10 29 879
Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach 2 6 21 675 17 29 115 2,057
Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists 0 0 0 0 0 0 7 758
Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists 0 0 1 39 0 0 7 114
Forward Discount Bias: Is It an Exchange Risk Premium? 0 0 3 41 2 3 22 169
Forward Discount Bias: Is It an Exchange Risk Premium? 0 1 3 288 3 11 30 693
Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation 0 0 3 519 2 2 10 1,397
How are Stock Prices Affected by the Location of Trade? 0 2 6 1,139 3 7 25 2,677
Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals 0 0 0 83 0 0 13 450
International Experiences with Securities Transaction Taxes 0 1 2 334 2 9 28 1,035
Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations 0 0 0 143 0 0 6 508
Intrinsic Bubbles: The Case of Stock Prices 0 2 5 432 1 5 17 1,003
Japanese Foreign Direct Investment 0 0 1 310 1 2 7 849
LDC Debt: Forgiveness, Indexation, and Investment Incentives 0 0 0 69 1 2 4 345
New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates 1 1 1 160 1 1 8 405
New Trading Practices and Short-run Market Efficiency 0 0 1 85 0 0 8 425
On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance 0 0 1 288 0 2 14 845
On the Consistency of Short-run and Long-run Exchange Rate Expectations 0 0 1 87 0 0 4 326
On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance 0 0 1 269 0 3 9 634
Perspectives on PPP and Long-Run Real Exchange Rates 4 5 41 2,390 20 40 167 4,688
Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach 0 0 4 1,565 2 5 21 3,881
Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach 0 1 2 1,836 3 6 22 6,237
Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers 0 0 2 1,177 2 4 22 5,463
Risk Management: Coordinating Corporate Investment and Financing Policies 0 0 1 1,849 3 7 27 4,380
Shareholder Trading Practices and Corporate Investment Horizons 0 0 1 173 2 2 11 482
Short Rates and Expected Asset Returns 0 0 1 180 0 2 11 510
Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data 0 0 0 145 0 0 4 980
Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data 0 0 0 70 0 0 4 556
Stochastic Process Switching: Some Simple Solutions 0 0 0 88 1 1 6 445
Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets 0 0 0 77 0 0 1 370
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 0 0 0 2 334
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 142 3 3 6 940
The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market 0 0 0 2 0 0 1 40
The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists 0 0 1 233 1 3 14 573
The EMS, the EMU, and the Transition to a Common Currency 0 0 1 307 0 2 19 704
The Evolving Market for Catastrophic Event Risk 0 0 0 300 0 0 5 895
The Information Content of International Portfolio Flows 0 0 0 244 1 2 7 909
The Law of One Price Over 700 Years 0 0 0 730 1 5 16 2,991
The Law of One Price Over 700 Years 0 0 1 151 0 1 9 478
The Law of One Price Over 700 Years 0 0 0 106 0 1 17 556
The Limited Financing of Catastrophe Risk: An Overview 0 0 0 328 0 2 5 720
The Market for Catastrophe Risk: A Clinical Examination 0 2 6 405 1 6 25 963
The Market for Catastrophe Risk: A Clinical Examination 0 0 0 413 1 2 7 1,102
The Persistence of Emerging Market Equity Flows 0 0 1 101 2 3 8 428
The Portfolio Flows of International Investors, I 0 1 3 582 0 2 15 1,468
The Pricing of Event Risks with Parameter Uncertainty 0 0 0 215 0 0 2 454
The Pricing of U.S. Catastrophe Reinsurance 0 0 1 423 1 2 14 1,208
The Risk Tolerance of International Investors 0 0 3 401 0 0 5 977
Three Essays Using Survey Data on Exchange Rate Expectations 0 0 0 90 0 0 2 280
Three Essays Using Survey Data on Exchange Rate Expectations 0 0 0 4 0 0 2 27
Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations 0 0 0 0 1 1 4 184
Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations 0 0 0 3 0 0 8 122
Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations 0 1 1 135 1 2 8 481
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations 0 0 1 25 1 3 20 139
What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? 0 0 2 10 0 1 7 44
Total Working Papers 7 23 143 23,645 93 210 1,000 74,533


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 3 479 1 5 22 1,097
A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS 0 0 0 79 2 3 10 401
Bank capital and risk management: operational risks in context 0 0 0 263 0 1 7 561
Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief 0 0 3 55 1 3 8 286
Chartists, Fundamentalists, and Trading in the Foreign Exchange Market 0 1 23 542 4 13 73 1,265
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data 1 1 3 34 3 4 11 148
Credibility, real interest rates, and the optimal speed of trade liberalization 0 0 0 9 1 3 7 117
Currency Returns, Intrinsic Value, and Institutional‐Investor Flows 0 1 1 193 0 1 8 629
Decomposing the persistence of international equity flows 0 0 1 23 3 5 13 159
Exchange Rate Pass-Through When Market Share Matters 1 5 10 587 3 14 50 2,110
Exchange-rate dynamics under stochastic regime shifts: A unified approach 0 0 0 82 1 2 7 298
Foreign Exchange 1 5 20 526 3 10 55 1,208
Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation 0 0 2 177 3 8 18 606
How are stock prices affected by the location of trade? 6 9 31 591 13 32 84 1,480
How open is the U.S. economy?: R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 0 0 0 15 0 0 0 79
Institutional Portfolio Flows and International Investments 1 2 3 69 1 5 10 253
Intrinsic Bubbles: The Case of Stock Prices 1 10 28 1,039 6 34 102 2,499
On the consistency of short-run and long-run exchange rate expectations 0 1 2 43 1 4 9 181
On the pricing of intermediated risks: Theory and application to catastrophe reinsurance 0 1 3 55 0 6 18 228
Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez 0 0 1 3 0 0 2 66
Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers 0 0 1 68 6 8 27 344
Risk Management: Coordinating Corporate Investment and Financing Policies 0 0 4 760 7 21 79 2,243
Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach 1 1 11 1,238 4 9 55 3,778
SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS 0 0 2 44 2 4 15 208
Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data 0 0 0 38 0 2 8 241
Stochastic Process Switching: Some Simple Solutions 0 0 0 103 0 4 12 489
Style Investing and Institutional Investors 0 0 0 133 0 1 4 273
Tests of conditional mean-variance efficiency of the U.S. stock market 0 0 0 45 2 3 7 194
The Pricing of Event Risks with Parameter Uncertainty 0 0 0 9 0 1 7 132
The market for catastrophe risk: a clinical examination 1 1 13 227 4 11 43 624
The persistence of emerging market equity flows 0 0 1 45 2 4 11 225
The portfolio flows of international investors 1 1 13 328 4 6 44 908
Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations 0 2 11 500 1 14 62 1,716
Total Journal Articles 14 42 190 8,402 78 241 888 25,046


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 1 14 176
The Financing of Catastrophe Risk 0 0 0 0 1 4 23 263
The Transition in Eastern Europe, Volume 1, Country Studies 0 0 0 0 1 2 21 200
The Transition in Eastern Europe, Volume 2, Restructuring 0 0 0 0 1 3 18 136
Total Books 0 0 0 0 4 10 76 775


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 9 0 0 3 65
Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals 0 0 0 30 0 0 3 116
International Experiences with Securities Transaction Taxes 1 1 7 88 6 9 38 268
Introduction to "Foreign Direct Investment" 0 0 0 22 0 2 6 101
Introduction to "The Financing of Catastrophe Risk" 0 0 0 40 0 1 7 86
Introduction to "The Transition in Eastern Europe, Volume 1" 0 0 0 24 1 2 6 87
Multinational Corporations, Exchange Rates, and Direct Investment 0 0 0 36 0 1 1 161
Perspectives on PPP and long-run real exchange rates 2 3 27 1,020 8 19 93 2,245
The EMS, the EMU, and the Transition to a Common Currency 0 0 0 58 0 3 17 190
The Pricing of U.S. Catastrophe Reinsurance 0 1 1 48 0 4 16 135
The Tax Treatment of Interest and the Operations of U.S. Multinationals 0 0 0 11 0 2 6 39
Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia 0 0 0 2 0 0 6 58
Total Chapters 3 5 35 1,388 15 43 202 3,551


Statistics updated 2021-01-03