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


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 8 207
The Financing of Catastrophe Risk 0 0 0 0 0 0 3 280
The Transition in Eastern Europe, Volume 1, Country Studies 0 0 0 0 0 2 7 235
The Transition in Eastern Europe, Volume 2, Restructuring 0 0 0 0 0 1 2 147
Total Books 0 0 0 0 1 6 20 869


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


Statistics updated 2023-11-05