Kenneth A. Froot
Personal Details
First Name: | Kenneth |
Middle Name: | A. |
Last Name: | Froot |
Suffix: | |
RePEc Short-ID: | pfr60 |
[This author has chosen not to make the email address public] | |
https://scholar.harvard.edu/kenfroot | |
Terminal Degree: | 1986 Department of Economics; University of California-Berkeley (from RePEc Genealogy) |
Affiliation
(50%) Finance Unit
Harvard Business School
Harvard University
Cambridge, Massachusetts (United States)http://www.hbs.edu/units/finance/
RePEc:edi:fuharus (more details at EDIRC)
(50%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Kenneth Froot & Namho Kang & Gideon Ozik & Ronnie Sadka, 2016. "What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?," NBER Working Papers 22366, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Melvyn Teo, 2004. "Equity Style Returns and Institutional Investor Flows," NBER Working Papers 10355, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2003.
"Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers,"
NBER Working Papers
10184, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2007. "Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 273-299, June.
- Jessica Tjornhom Donohue & Kenneth A. Froot, 2002.
"The Persistence of Emerging Market Equity Flows,"
NBER Working Papers
9241, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002. "The persistence of emerging market equity flows," Emerging Markets Review, Elsevier, vol. 3(4), pages 338-364, December.
- Kenneth A. Froot & Jessica D. Tjornhom, 2002.
"Decomposing the Persistence of International Equity Flows,"
NBER Working Papers
9079, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004. "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, vol. 1(3), pages 154-170, September.
- Kenneth A. Froot & Tarun Ramadorai, 2002.
"Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals,"
NBER Working Papers
9080, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Tarun Ramadorai, 2002. "Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals," NBER Working Papers 9101, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Tarun Ramadorai, 2001. "The Information Content of International Portfolio Flows," NBER Working Papers 8472, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Steven E. Posner, 2001.
"The Pricing of Event Risks with Parameter Uncertainty,"
NBER Working Papers
8106, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Steven E. Posner, 2002. "The Pricing of Event Risks with Parameter Uncertainty," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 27(2), pages 153-165, December.
- Kenneth A. Froot, 1999.
"The Market for Catastrophe Risk: A Clinical Examination,"
NBER Working Papers
7286, National Bureau of Economic Research, Inc.
- Froot, Kenneth A., 2001. "The market for catastrophe risk: a clinical examination," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 529-571, May.
- Kenneth A. Froot, 2001. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 8110, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1999.
"The Evolving Market for Catastrophic Event Risk,"
NBER Working Papers
7287, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1999. "The Evolving Market for Catastrophic Event Risk," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 2(3), pages 1-28, September.
- Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes, 1998.
"The Portfolio Flows of International Investors, I,"
NBER Working Papers
6687, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & O'Connell, Paul G. J. & Seasholes, Mark S., 2001. "The portfolio flows of international investors," Journal of Financial Economics, Elsevier, vol. 59(2), pages 151-193, February.
- Kenneth A. Froot & Emil Dabora, 1998.
"How are Stock Prices Affected by the Location of Trade?,"
NBER Working Papers
6572, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Dabora, Emil M., 1999. "How are stock prices affected by the location of trade?," Journal of Financial Economics, Elsevier, vol. 53(2), pages 189-216, August.
- Kenneth A. Froot & Paul G. J. O'Connell, 1997.
"On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance,"
NBER Working Papers
6011, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & O'Connell, Paul G.J., 2008. "On the pricing of intermediated risks: Theory and application to catastrophe reinsurance," Journal of Banking & Finance, Elsevier, vol. 32(1), pages 69-85, January.
- Kenneth A. Froot & Paul G.J. O'Connell, "undated". "On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," Center for Financial Institutions Working Papers 97-24, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Kenneth A. Froot, 1997. "The Limited Financing of Catastrophe Risk: An Overview," NBER Working Papers 6025, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 1997.
"The Pricing of U.S. Catastrophe Reinsurance,"
NBER Working Papers
6043, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 1999. "The Pricing of U.S. Catastrophe Reinsurance," NBER Chapters, in: The Financing of Catastrophe Risk, pages 195-232, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Jeremy C. Stein, 1996.
"Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach,"
NBER Working Papers
5403, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Stein, Jeremy C., 1998. "Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach," Journal of Financial Economics, Elsevier, vol. 47(1), pages 55-82, January.
- Kenneth A. Froot & Jeremy C. Stein, 1996. "Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach," Center for Financial Institutions Working Papers 96-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Froot, Kenneth A. & Kim, Michael & Rogoff, Kenneth, 1995.
"The Law of One Price Over 700 Years,"
Working Papers
95-13, C.V. Starr Center for Applied Economics, New York University.
- Kenneth A. Froot & Michael Kim & Kenneth Rogoff, 2019. "The Law of One Price Over 700 Years," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 1-35, May.
- Mr. Kenneth Rogoff & Mr. Kenneth Froot & Mr. Michael Kim, 2001. "The Law of One Price Over 700 Years," IMF Working Papers 2001/174, International Monetary Fund.
- Kenneth A. Froot & Michael Kim & Kenneth Rogoff, 1995. "The Law of One Price Over 700 Years," NBER Working Papers 5132, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Kenneth Rogoff, 1994.
"Perspectives on PPP and Long-Run Real Exchange Rates,"
NBER Working Papers
4952, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688, Elsevier.
- Ken Froot & Kenneth Rogoff, "undated". "Perspectives on PPP and Long-Run Real Exchange Rates," Working Paper 32027, Harvard University OpenScholar.
- Kenneth A. Froot & James R. Hines, Jr., 1994.
"Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals,"
NBER Working Papers
4924, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & James R. Hines, Jr., 1995. "Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals," NBER Chapters, in: The Effects of Taxation on Multinational Corporations, pages 277-312, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1993.
"Currency Hedging over Long Horizons,"
NBER Working Papers
4355, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2019. "Currency Hedging Over Long Horizons," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 37-66, May.
- John Y. Campbell & Kenneth A. Froot, 1993.
"International Experiences with Securities Transaction Taxes,"
NBER Working Papers
4587, National Bureau of Economic Research, Inc.
- John Y. Campbell & Kenneth A. Froot, 1994. "International Experiences with Securities Transaction Taxes," NBER Chapters, in: The Internationalization of Equity Markets, pages 277-308, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1992.
"Risk Management: Coordinating Corporate Investment and Financing Policies,"
NBER Working Papers
4084, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. "Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-1658, December.
- Frankel, Jeffrey & Froot, Kenneth, 1991.
"Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market,"
Department of Economics, Working Paper Series
qt64s6h6hz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Jeffrey A. Frankel & Kenneth Froot, 1990. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," NBER Working Papers 3470, National Bureau of Economic Research, Inc.
- Jeffrey Frankel and Kenneth Froot., 1991. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," Economics Working Papers 91-158, University of California at Berkeley.
- Kenneth A. Froot & Kenneth Rogoff, 1991.
"The EMS, the EMU, and the Transition to a Common Currency,"
NBER Working Papers
3684, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Kenneth Rogoff, 1991. "The EMS, the EMU, and the Transition to a Common Currency," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 269-328, National Bureau of Economic Research, Inc.
- Kenneth Froot & Kenneth Rogoff & Olivier Blanchard & Stanley Fischer, "undated". "The EMS, the EMU, and the Transition to a Common Currency," Working Paper 32216, Harvard University OpenScholar.
- Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1991.
"Shareholder Trading Practices and Corporate Investment Horizons,"
NBER Working Papers
3638, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1992. "Shareholder Trading Practices And Corporate Investment Horizons," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(2), pages 42-58, June.
- Kenneth A. Froot, 1991. "Japanese Foreign Direct Investment," NBER Working Papers 3737, National Bureau of Economic Research, Inc.
- Froot, Kenneth & Obstfeld, Maurice, 1991.
"Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach,"
CEPR Discussion Papers
522, C.E.P.R. Discussion Papers.
- Froot, Kenneth A. & Obstfeld, Maurice, 1991. "Exchange-rate dynamics under stochastic regime shifts : A unified approach," Journal of International Economics, Elsevier, vol. 31(3-4), pages 203-229, November.
- Kenneth A. Froot & Maurice Obstfeld, 1989. "Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach," NBER Working Papers 2835, National Bureau of Economic Research, Inc.
- Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony, 1990.
"The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market,"
Department of Economics, Working Paper Series
qt3xh3d7xn, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1993. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 4294, National Bureau of Economic Research, Inc.
- Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues., 1990. "The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market," Economics Working Papers 90-134, University of California at Berkeley.
- Kenneth A. Froot, 1990. "Short Rates and Expected Asset Returns," NBER Working Papers 3247, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1990.
"Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation,"
NBER Working Papers
3250, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C, 1992. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," Journal of Finance, American Finance Association, vol. 47(4), pages 1461-1484, September.
- Kenneth A. Froot, 1990. "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data," NBER Technical Working Papers 0062, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Andre F. Perold, 1990.
"New Trading Practices and Short-run Market Efficiency,"
NBER Working Papers
3498, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & André F. Perold, 1995. "New trading practices and short‐run market efficiency," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(7), pages 731-765, October.
- Kenneth A. Froot & Maurice Obstfeld, 1989.
"Intrinsic Bubbles: The Case of Stock Prices,"
NBER Working Papers
3091, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Obstfeld, Maurice, 1991. "Intrinsic Bubbles: The Case of Stock Prices," American Economic Review, American Economic Association, vol. 81(5), pages 1189-1214, December.
- Kenneth A. Froot & Jeremy C. Stein, 1989.
"Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach,"
NBER Working Papers
2914, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Jeremy C. Stein, 1991. "Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(4), pages 1191-1217.
- Kenneth A. Froot & Maurice Obstfeld, 1989.
"Stochastic Process Switching: Some Simple Solutions,"
NBER Working Papers
2998, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Obstfeld, Maurice, 1991. "Stochastic Process Switching: Some Simple Solutions," Econometrica, Econometric Society, vol. 59(1), pages 241-250, January.
- Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1989.
"Conditional mean-variance efficiency of the U.S. stock market,"
Research Paper
8901, Federal Reserve Bank of New York.
- Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues, 1989. "Conditional Mean-Variance Efficiency of the U.S. Stock Market," NBER Working Papers 2890, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Frankel, Jeffrey A., 1988.
"Forward Discount Bias: Is It an Exchange Risk Premium?,"
Department of Economics, Working Paper Series
qt5w65g4zg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Kenneth A. Froot & Jeffrey A. Frankel, 1989. "Forward Discount Bias: Is it an Exchange Risk Premium?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(1), pages 139-161.
- Kenneth A. Froot and Jeffrey A. Frankel., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Economics Working Papers 8874, University of California at Berkeley.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1988. "LDC Debt: Forgiveness, Indexation, and Investment Incentives," NBER Working Papers 2541, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Takatoshi Ito, 1988.
"On the Consistency of Short-run and Long-run Exchange Rate Expectations,"
NBER Working Papers
2577, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Ito, Takatoshi, 1989. "On the consistency of short-run and long-run exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 487-510, December.
- Kenneth A. Froot, 1988.
"Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief,"
NBER Working Papers
2675, National Bureau of Economic Research, Inc.
- Froot, Kenneth A, 1989. "Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(1), pages 49-70, February.
- Kenneth A. Froot & Paul Klemperer, 1988.
"Exchange Rate Pass-Through When Market Share Matters,"
NBER Working Papers
2542, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Klemperer, Paul D, 1989. "Exchange Rate Pass-Through When Market Share Matters," American Economic Review, American Economic Association, vol. 79(4), pages 637-654, September.
- Jeffrey A. Frankel, Kenneth A. Froot, and Alejandra Mizala Salces., 1987. "Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt," Economics Working Papers 8750, University of California at Berkeley.
- Kenneth A. Froot, 1987. "New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates," NBER Working Papers 2363, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1987.
"Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization,"
NBER Working Papers
2358, National Bureau of Economic Research, Inc.
- Froot, Kenneth A., 1988. "Credibility, real interest rates, and the optimal speed of trade liberalization," Journal of International Economics, Elsevier, vol. 25(1-2), pages 71-93, August.
- Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc.
- Frankel, Jeff & Froot, Ken, 1986.
"Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations,"
Department of Economics, Working Paper Series
qt1972q8wm, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Frankel, Jeffrey A & Froot, Kenneth A, 1987. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations," American Economic Review, American Economic Association, vol. 77(1), pages 133-153, March.
- Jeffrey A. Frankel & Kenneth A. Froot, 1986. "The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists," NBER Working Papers 1854, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel & Kenneth A. Froot, 1986.
"Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data,"
International Finance Discussion Papers
292, Board of Governors of the Federal Reserve System (U.S.).
- Frankel, Jeffrey A. & Froot, Kenneth A., 1987. "Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data," Journal of the Japanese and International Economies, Elsevier, vol. 1(3), pages 249-274, September.
- Jeffrey A. Frankel & Kenneth A. Froot, 1987. "Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data," NBER Working Papers 2216, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A. & Froot, Kenneth A., 1986.
"Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists,"
Department of Economics, Working Paper Series
qt26w957fs, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Jeffrey A. Frankel and Kenneth A. Froot., 1986. "Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists," Economics Working Papers 8603, University of California at Berkeley.
- Frankel, Jeffrey A. & Froot, Kenneth A., 1986.
"Three Essays Using Survey Data on Exchange Rate Expectations,"
Department of Economics, Working Paper Series
qt53m2059w, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Jeffrey A. Frankel and Kenneth A. Froot., 1986. "Three Essays Using Survey Data on Exchange Rate Expectations," Economics Working Papers 8614, University of California at Berkeley.
- Kenneth A. Froot & Jeffrey A. Frankel, 1986. "Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations," NBER Working Papers 1963, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A. & Froot, Kenneth A., 1986.
"Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations,"
Department of Economics, Working Paper Series
qt2364b808, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Jeffrey A. Frankel and Kenneth A. Froot., 1986. "Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations," Economics Working Papers 8604, University of California at Berkeley.
- Jeffrey A. Frankel & Kenneth A. Froot, 1985. "Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations," NBER Working Papers 1672, National Bureau of Economic Research, Inc.
Articles
- Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka, 2022. "Competition Links and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 35(9), pages 4300-4340.
- Kenneth A. Froot & Michael Kim & Kenneth Rogoff, 2019.
"The Law of One Price Over 700 Years,"
Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 1-35, May.
- Mr. Kenneth Rogoff & Mr. Kenneth Froot & Mr. Michael Kim, 2001. "The Law of One Price Over 700 Years," IMF Working Papers 2001/174, International Monetary Fund.
- Froot, Kenneth A. & Kim, Michael & Rogoff, Kenneth, 1995. "The Law of One Price Over 700 Years," Working Papers 95-13, C.V. Starr Center for Applied Economics, New York University.
- Kenneth A. Froot & Michael Kim & Kenneth Rogoff, 1995. "The Law of One Price Over 700 Years," NBER Working Papers 5132, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2019.
"Currency Hedging Over Long Horizons,"
Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 37-66, May.
- Kenneth A. Froot, 1993. "Currency Hedging over Long Horizons," NBER Working Papers 4355, National Bureau of Economic Research, Inc.
- Froot, Kenneth & Kang, Namho & Ozik, Gideon & Sadka, Ronnie, 2017. "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?," Journal of Financial Economics, Elsevier, vol. 125(1), pages 143-162.
- Froot, Kenneth A. & Scharfstein, David S. & Stein, Jeremy C., 2008. "Gestão do risco: coordenação dos investimentos corporativos e das políticas de financiamento," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 48(1), January.
- Froot, Kenneth A. & O'Connell, Paul G.J., 2008.
"On the pricing of intermediated risks: Theory and application to catastrophe reinsurance,"
Journal of Banking & Finance, Elsevier, vol. 32(1), pages 69-85, January.
- Kenneth A. Froot & Paul G.J. O'Connell, "undated". "On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," Center for Financial Institutions Working Papers 97-24, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Kenneth A. Froot & Paul G. J. O'Connell, 1997. "On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," NBER Working Papers 6011, National Bureau of Economic Research, Inc.
- Froot, Kenneth & Teo, Melvyn, 2008. "Style Investing and Institutional Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(4), pages 883-906, December.
- Kenneth A. Froot & Tarun Ramadorai, 2008. "Institutional Portfolio Flows and International Investments," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 937-971, April.
- Kenneth A. Froot, 2008. "The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 11(2), pages 281-294, September.
- Kenneth A. Froot, 2007.
"Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 273-299, June.
- Kenneth A. Froot, 2003. "Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers," NBER Working Papers 10184, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Tarun Ramadorai, 2005. "Currency Returns, Intrinsic Value, and Institutional‐Investor Flows," Journal of Finance, American Finance Association, vol. 60(3), pages 1535-1566, June.
- Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004.
"Decomposing the persistence of international equity flows,"
Finance Research Letters, Elsevier, vol. 1(3), pages 154-170, September.
- Kenneth A. Froot & Jessica D. Tjornhom, 2002. "Decomposing the Persistence of International Equity Flows," NBER Working Papers 9079, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Steven E. Posner, 2002.
"The Pricing of Event Risks with Parameter Uncertainty,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 27(2), pages 153-165, December.
- Kenneth A. Froot & Steven E. Posner, 2001. "The Pricing of Event Risks with Parameter Uncertainty," NBER Working Papers 8106, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Tjornhom Donohue, Jessica, 2002.
"The persistence of emerging market equity flows,"
Emerging Markets Review, Elsevier, vol. 3(4), pages 338-364, December.
- Jessica Tjornhom Donohue & Kenneth A. Froot, 2002. "The Persistence of Emerging Market Equity Flows," NBER Working Papers 9241, National Bureau of Economic Research, Inc.
- Froot, Kenneth A., 2001.
"The market for catastrophe risk: a clinical examination,"
Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 529-571, May.
- Kenneth A. Froot, 1999. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 7286, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2001. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 8110, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & O'Connell, Paul G. J. & Seasholes, Mark S., 2001.
"The portfolio flows of international investors,"
Journal of Financial Economics, Elsevier, vol. 59(2), pages 151-193, February.
- Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes, 1998. "The Portfolio Flows of International Investors, I," NBER Working Papers 6687, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2001. "Bank capital and risk management: operational risks in context," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Froot, Kenneth A. & Dabora, Emil M., 1999.
"How are stock prices affected by the location of trade?,"
Journal of Financial Economics, Elsevier, vol. 53(2), pages 189-216, August.
- Kenneth A. Froot & Emil Dabora, 1998. "How are Stock Prices Affected by the Location of Trade?," NBER Working Papers 6572, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1999.
"The Evolving Market for Catastrophic Event Risk,"
Risk Management and Insurance Review, American Risk and Insurance Association, vol. 2(3), pages 1-28, September.
- Kenneth A. Froot, 1999. "The Evolving Market for Catastrophic Event Risk," NBER Working Papers 7287, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Jeremy C. Stein, 1998. "A New Approach To Capital Budgeting For Financial Institutions," Journal of Applied Corporate Finance, Morgan Stanley, vol. 11(2), pages 59-69, June.
- Froot, Kenneth A. & Stein, Jeremy C., 1998.
"Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach,"
Journal of Financial Economics, Elsevier, vol. 47(1), pages 55-82, January.
- Kenneth A. Froot & Jeremy C. Stein, 1996. "Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach," Center for Financial Institutions Working Papers 96-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Kenneth A. Froot & Jeremy C. Stein, 1996. "Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach," NBER Working Papers 5403, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & André F. Perold, 1995.
"New trading practices and short‐run market efficiency,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(7), pages 731-765, October.
- Kenneth A. Froot & Andre F. Perold, 1990. "New Trading Practices and Short-run Market Efficiency," NBER Working Papers 3498, National Bureau of Economic Research, Inc.
- Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony P., 1995. "Tests of conditional mean-variance efficiency of the U.S. stock market," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 3-18, March.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1994. "A Framework For Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 7(3), pages 22-33, September.
- Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993.
"Risk Management: Coordinating Corporate Investment and Financing Policies,"
Journal of Finance, American Finance Association, vol. 48(5), pages 1629-1658, December.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1992. "Risk Management: Coordinating Corporate Investment and Financing Policies," NBER Working Papers 4084, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C, 1992.
"Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation,"
Journal of Finance, American Finance Association, vol. 47(4), pages 1461-1484, September.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1990. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," NBER Working Papers 3250, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1992.
"Shareholder Trading Practices And Corporate Investment Horizons,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(2), pages 42-58, June.
- Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1991. "Shareholder Trading Practices and Corporate Investment Horizons," NBER Working Papers 3638, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Obstfeld, Maurice, 1991.
"Intrinsic Bubbles: The Case of Stock Prices,"
American Economic Review, American Economic Association, vol. 81(5), pages 1189-1214, December.
- Kenneth A. Froot & Maurice Obstfeld, 1989. "Intrinsic Bubbles: The Case of Stock Prices," NBER Working Papers 3091, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Jeremy C. Stein, 1991.
"Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(4), pages 1191-1217.
- Kenneth A. Froot & Jeremy C. Stein, 1989. "Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach," NBER Working Papers 2914, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Obstfeld, Maurice, 1991.
"Stochastic Process Switching: Some Simple Solutions,"
Econometrica, Econometric Society, vol. 59(1), pages 241-250, January.
- Kenneth A. Froot & Maurice Obstfeld, 1989. "Stochastic Process Switching: Some Simple Solutions," NBER Working Papers 2998, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Obstfeld, Maurice, 1991.
"Exchange-rate dynamics under stochastic regime shifts : A unified approach,"
Journal of International Economics, Elsevier, vol. 31(3-4), pages 203-229, November.
- Kenneth A. Froot & Maurice Obstfeld, 1989. "Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach," NBER Working Papers 2835, National Bureau of Economic Research, Inc.
- Froot, Kenneth & Obstfeld, Maurice, 1991. "Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach," CEPR Discussion Papers 522, C.E.P.R. Discussion Papers.
- Frankel, Jeffrey A & Froot, Kenneth A, 1990. "Chartists, Fundamentalists, and Trading in the Foreign Exchange Market," American Economic Review, American Economic Association, vol. 80(2), pages 181-185, May.
- Froot, Kenneth A & Thaler, Richard H, 1990. "Foreign Exchange," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 179-192, Summer.
- Froot, Kenneth A., 1989. "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(3), pages 333-355, September.
- Froot, Kenneth A & Klemperer, Paul D, 1989.
"Exchange Rate Pass-Through When Market Share Matters,"
American Economic Review, American Economic Association, vol. 79(4), pages 637-654, September.
- Kenneth A. Froot & Paul Klemperer, 1988. "Exchange Rate Pass-Through When Market Share Matters," NBER Working Papers 2542, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Jeffrey A. Frankel, 1989.
"Forward Discount Bias: Is it an Exchange Risk Premium?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(1), pages 139-161.
- Froot, Kenneth A. & Frankel, Jeffrey A., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Department of Economics, Working Paper Series qt5w65g4zg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Kenneth A. Froot and Jeffrey A. Frankel., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Economics Working Papers 8874, University of California at Berkeley.
- Kenneth A. Froot, 1989. "Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 4(1), pages 31-59.
- Froot, Kenneth A, 1989.
"Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(1), pages 49-70, February.
- Kenneth A. Froot, 1988. "Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief," NBER Working Papers 2675, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Ito, Takatoshi, 1989.
"On the consistency of short-run and long-run exchange rate expectations,"
Journal of International Money and Finance, Elsevier, vol. 8(4), pages 487-510, December.
- Kenneth A. Froot & Takatoshi Ito, 1988. "On the Consistency of Short-run and Long-run Exchange Rate Expectations," NBER Working Papers 2577, National Bureau of Economic Research, Inc.
- Froot, Kenneth A., 1988.
"Credibility, real interest rates, and the optimal speed of trade liberalization,"
Journal of International Economics, Elsevier, vol. 25(1-2), pages 71-93, August.
- Kenneth A. Froot, 1987. "Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization," NBER Working Papers 2358, National Bureau of Economic Research, Inc.
- Froot, Kenneth A., 1987. "How open is the U.S. economy? : R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27," Journal of International Economics, Elsevier, vol. 23(3-4), pages 389-391, November.
- Frankel, Jeffrey A. & Froot, Kenneth A., 1987.
"Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data,"
Journal of the Japanese and International Economies, Elsevier, vol. 1(3), pages 249-274, September.
- Jeffrey A. Frankel & Kenneth A. Froot, 1986. "Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data," International Finance Discussion Papers 292, Board of Governors of the Federal Reserve System (U.S.).
- Jeffrey A. Frankel & Kenneth A. Froot, 1987. "Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data," NBER Working Papers 2216, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A & Froot, Kenneth A, 1987.
"Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations,"
American Economic Review, American Economic Association, vol. 77(1), pages 133-153, March.
- Frankel, Jeff & Froot, Ken, 1986. "Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations," Department of Economics, Working Paper Series qt1972q8wm, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
Chapters
- Kenneth A. Froot, 1999. "Introduction to "The Financing of Catastrophe Risk"," NBER Chapters, in: The Financing of Catastrophe Risk, pages 1-22, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 1999.
"The Pricing of U.S. Catastrophe Reinsurance,"
NBER Chapters, in: The Financing of Catastrophe Risk, pages 195-232,
National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 1997. "The Pricing of U.S. Catastrophe Reinsurance," NBER Working Papers 6043, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & James R. Hines, Jr. & R. Glenn Hubbard, 1995. "The Tax Treatment of Interest and the Operations of U.S. Multinationals," NBER Chapters, in: Taxing Multinational Corporations, pages 81-94, National Bureau of Economic Research, Inc.
- Froot, Kenneth A. & Rogoff, Kenneth, 1995.
"Perspectives on PPP and long-run real exchange rates,"
Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688,
Elsevier.
- Ken Froot & Kenneth Rogoff, "undated". "Perspectives on PPP and Long-Run Real Exchange Rates," Working Paper 32027, Harvard University OpenScholar.
- Kenneth A. Froot & Kenneth Rogoff, 1994. "Perspectives on PPP and Long-Run Real Exchange Rates," NBER Working Papers 4952, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & James R. Hines, Jr., 1995.
"Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals,"
NBER Chapters, in: The Effects of Taxation on Multinational Corporations, pages 277-312,
National Bureau of Economic Research, Inc.
- Kenneth A. Froot & James R. Hines, Jr., 1994. "Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals," NBER Working Papers 4924, National Bureau of Economic Research, Inc.
- Olivier Jean Blanchard & Kenneth A. Froot & Jeffrey D. Sachs, 1994. "Introduction to "The Transition in Eastern Europe, Volume 1"," NBER Chapters, in: The Transition in Eastern Europe, Volume 1, Country Studies, pages 1-18, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1994. "Foreign Direct Investment in Eastern Europe: Some Economic Considerations," NBER Chapters, in: The Transition in Eastern Europe, Volume 2, Restructuring, pages 293-318, National Bureau of Economic Research, Inc.
- John Y. Campbell & Kenneth A. Froot, 1994.
"International Experiences with Securities Transaction Taxes,"
NBER Chapters, in: The Internationalization of Equity Markets, pages 277-308,
National Bureau of Economic Research, Inc.
- John Y. Campbell & Kenneth A. Froot, 1993. "International Experiences with Securities Transaction Taxes," NBER Working Papers 4587, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & David B. Yoffie, 1993. "Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia," NBER Chapters, in: Regionalism and Rivalry: Japan and the United States in Pacific Asia, pages 125-156, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1993. "Introduction to "Foreign Direct Investment"," NBER Chapters, in: Foreign Direct Investment, pages 1-12, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Kenneth Rogoff, 1991.
"The EMS, the EMU, and the Transition to a Common Currency,"
NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 269-328,
National Bureau of Economic Research, Inc.
- Kenneth Froot & Kenneth Rogoff & Olivier Blanchard & Stanley Fischer, "undated". "The EMS, the EMU, and the Transition to a Common Currency," Working Paper 32216, Harvard University OpenScholar.
- Kenneth A. Froot & Kenneth Rogoff, 1991. "The EMS, the EMU, and the Transition to a Common Currency," NBER Working Papers 3684, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 1990. "Multinational Corporations, Exchange Rates, and Direct Investment," NBER Chapters, in: International Policy Coordination and Exchange Rate Fluctuations, pages 307-346, National Bureau of Economic Research, Inc.
Books
- Blanchard, Olivier Jean & Froot, Kenneth A. & Sachs, Jeffrey D. (ed.), 2007. "The Transition in Eastern Europe, Volume 2," National Bureau of Economic Research Books, University of Chicago Press, number 9780226056821.
- Kenneth A. Froot, 1999. "The Financing of Catastrophe Risk," NBER Books, National Bureau of Economic Research, Inc, number froo99-1.
- Froot, Kenneth A. (ed.), 1999. "The Financing of Catastrophe Risk," National Bureau of Economic Research Books, University of Chicago Press, number 9780226266237.
- Froot, Kenneth A. (ed.), 1994. "Foreign Direct Investment," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226266213.
- Olivier Jean Blanchard & Kenneth A. Froot & Jeffrey D. Sachs, 1994. "The Transition in Eastern Europe, Volume 1, Country Studies," NBER Books, National Bureau of Economic Research, Inc, number blan94-2.
- Blanchard, Olivier Jean & Froot, Kenneth A. & Sachs, Jeffrey D. (ed.), 1994. "The Transition in Eastern Europe, Volume 1," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226056609.
- Olivier Blanchard & Kenneth Froot & Jeffrey Sachs, 1994. "The Transition in Eastern Europe, Volume 2, Restructuring," NBER Books, National Bureau of Economic Research, Inc, number blan94-3.
- Kenneth A. Froot, 1993.
"Foreign Direct Investment,"
NBER Books,
National Bureau of Economic Research, Inc, number froo93-1.
RePEc:ucp:bknber:9780226056623 is not listed on IDEAS
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (8) 1998-06-08 2001-02-08 2001-02-08 2001-09-26 2002-07-31 2002-07-31 2002-08-16 2004-03-07. Author is listed
- NEP-IAS: Insurance Economics (4) 1999-08-27 1999-08-27 2001-02-08 2001-02-08
- NEP-IFN: International Finance (4) 1998-08-24 2002-04-03 2002-07-31 2002-08-16
- NEP-FIN: Finance (3) 2001-02-08 2003-12-14 2004-03-07
- NEP-AGR: Agricultural Economics (2) 1999-08-27 1999-08-27
- NEP-OPM: Open Economy Macroeconomics (2) 2013-12-15 2013-12-15
- NEP-CBA: Central Banking (1) 2002-08-16
- NEP-CFN: Corporate Finance (1) 2003-12-14
- NEP-HIS: Business, Economic and Financial History (1) 2013-12-15
- NEP-MON: Monetary Economics (1) 2013-12-15
- NEP-RMG: Risk Management (1) 2003-12-14
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