Kenneth A. Froot
Names
| first: |
Kenneth |
| middle: |
A. |
| last: |
Froot |
Identifer
Contact
Affiliations
-
Harvard University
/ Harvard Business School
/ Finance Unit (weight: 50%)
-
National Bureau of Economic Research (NBER) (weight: 50%)
Research profile
author of:
- Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (RePEc:aea:aecrev:v:77:y:1987:i:1:p:133-53)
by Frankel, Jeffrey A & Froot, Kenneth A - Exchange Rate Pass-Through When Market Share Matters (RePEc:aea:aecrev:v:79:y:1989:i:4:p:637-54)
by Froot, Kenneth A & Klemperer, Paul D - Chartists, Fundamentalists, and Trading in the Foreign Exchange Market (RePEc:aea:aecrev:v:80:y:1990:i:2:p:181-85)
by Frankel, Jeffrey A & Froot, Kenneth A - Intrinsic Bubbles: The Case of Stock Prices (RePEc:aea:aecrev:v:81:y:1991:i:5:p:1189-214)
by Froot, Kenneth A & Obstfeld, Maurice - Foreign Exchange (RePEc:aea:jecper:v:4:y:1990:i:3:p:179-92)
by Froot, Kenneth A & Thaler, Richard H - A New Approach To Capital Budgeting For Financial Institutions (RePEc:bla:jacrfn:v:11:y:1998:i:2:p:59-69)
by Kenneth A. Froot & Jeremy C. Stein - Shareholder Trading Practices And Corporate Investment Horizons (RePEc:bla:jacrfn:v:5:y:1992:i:2:p:42-58)
by Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein - A Framework For Risk Management (RePEc:bla:jacrfn:v:7:y:1994:i:3:p:22-33)
by Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein - Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation (RePEc:bla:jfinan:v:47:y:1992:i:4:p:1461-84)
by Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C - Risk Management: Coordinating Corporate Investment and Financing Policies (RePEc:bla:jfinan:v:48:y:1993:i:5:p:1629-58)
by Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C - Currency Returns, Intrinsic Value, and Institutional‐Investor Flows (RePEc:bla:jfinan:v:60:y:2005:i:3:p:1535-1566)
by Kenneth A. Froot & Tarun Ramadorai - Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers (RePEc:bla:jrinsu:v:74:y:2007:i:2:p:273-299)
by Kenneth A. Froot - The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market (RePEc:bla:rmgtin:v:11:y:2008:i:2:p:281-294)
by Kenneth A. Froot - The Evolving Market for Catastrophic Event Risk (RePEc:bla:rmgtin:v:2:y:1999:i:3:p:1-28)
by Kenneth A. Froot - Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (RePEc:cdl:econwp:qt1972q8wm)
by Frankel, Jeff & Froot, Ken - Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations (RePEc:cdl:econwp:qt2364b808)
by Frankel, Jeffrey A. & Froot, Kenneth A. - Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists (RePEc:cdl:econwp:qt26w957fs)
by Frankel, Jeffrey A. & Froot, Kenneth A. - The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market (RePEc:cdl:econwp:qt3xh3d7xn)
by Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony - Three Essays Using Survey Data on Exchange Rate Expectations (RePEc:cdl:econwp:qt53m2059w)
by Frankel, Jeffrey A. & Froot, Kenneth A. - Forward Discount Bias: Is It an Exchange Risk Premium? (RePEc:cdl:econwp:qt5w65g4zg)
by Froot, Kenneth A. & Frankel, Jeffrey A. - Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market (RePEc:cdl:econwp:qt64s6h6hz)
by Frankel, Jeffrey & Froot, Kenneth - Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach (RePEc:cpr:ceprdp:522)
by Froot, Kenneth & Obstfeld, Maurice - Currency Hedging Over Long Horizons (RePEc:cuf:journl:y:2019:v:20:i:1:froot)
by Kenneth A. Froot - The Law of One Price Over 700 Years (RePEc:cuf:journl:y:2019:v:20:i:1:frootkimrogoff)
by Kenneth A. Froot & Michael Kim & Kenneth Rogoff - Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (RePEc:cup:jfinqa:v:24:y:1989:i:03:p:333-355_01)
by Froot, Kenneth A. - Style Investing and Institutional Investors (RePEc:cup:jfinqa:v:43:y:2008:i:04:p:883-906_01)
by Froot, Kenneth & Teo, Melvyn - The Law of One Price Over 700 Years (RePEc:cvs:starer:95-13)
by Froot, Kenneth A. & Kim, Michael & Rogoff, Kenneth - Stochastic Process Switching: Some Simple Solutions (RePEc:ecm:emetrp:v:59:y:1991:i:1:p:241-50)
by Froot, Kenneth A & Obstfeld, Maurice - The persistence of emerging market equity flows (RePEc:eee:ememar:v:3:y:2002:i:4:p:338-364)
by Froot, Kenneth A. & Tjornhom Donohue, Jessica - Tests of conditional mean-variance efficiency of the U.S. stock market (RePEc:eee:empfin:v:2:y:1995:i:1:p:3-18)
by Engel, Charles & Frankel, Jeffrey A. & Froot, Kenneth A. & Rodrigues, Anthony P. - Decomposing the persistence of international equity flows (RePEc:eee:finlet:v:1:y:2004:i:3:p:154-170)
by Froot, Kenneth A. & Donohue, Jessica Tjornhom - How open is the U.S. economy? : R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 (RePEc:eee:inecon:v:23:y:1987:i:3-4:p:389-391)
by Froot, Kenneth A. - Credibility, real interest rates, and the optimal speed of trade liberalization (RePEc:eee:inecon:v:25:y:1988:i:1-2:p:71-93)
by Froot, Kenneth A. - Exchange-rate dynamics under stochastic regime shifts : A unified approach (RePEc:eee:inecon:v:31:y:1991:i:3-4:p:203-229)
by Froot, Kenneth A. & Obstfeld, Maurice - Perspectives on PPP and long-run real exchange rates (RePEc:eee:intchp:3-32)
by Froot, Kenneth A. & Rogoff, Kenneth - On the pricing of intermediated risks: Theory and application to catastrophe reinsurance (RePEc:eee:jbfina:v:32:y:2008:i:1:p:69-85)
by Froot, Kenneth A. & O'Connell, Paul G.J. - What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? (RePEc:eee:jfinec:v:125:y:2017:i:1:p:143-162)
by Froot, Kenneth & Kang, Namho & Ozik, Gideon & Sadka, Ronnie - Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach (RePEc:eee:jfinec:v:47:y:1998:i:1:p:55-82)
by Froot, Kenneth A. & Stein, Jeremy C. - How are stock prices affected by the location of trade? (RePEc:eee:jfinec:v:53:y:1999:i:2:p:189-216)
by Froot, Kenneth A. & Dabora, Emil M. - The portfolio flows of international investors (RePEc:eee:jfinec:v:59:y:2001:i:2:p:151-193)
by Froot, Kenneth A. & O'Connell, Paul G. J. & Seasholes, Mark S. - The market for catastrophe risk: a clinical examination (RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:529-571)
by Froot, Kenneth A. - On the consistency of short-run and long-run exchange rate expectations (RePEc:eee:jimfin:v:8:y:1989:i:4:p:487-510)
by Froot, Kenneth A. & Ito, Takatoshi - Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data (RePEc:eee:jjieco:v:1:y:1987:i:3:p:249-274)
by Frankel, Jeffrey A. & Froot, Kenneth A. - Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez (RePEc:emx:esteco:v:4:y:1989:i:1:p:31-59)
by Kenneth A. Froot - Gestão do risco: coordenação dos investimentos corporativos e das políticas de financiamento (RePEc:fgv:eaerae:v:48:y:2008:i:1:a:36446)
by Froot, Kenneth A. & Scharfstein, David S. & Stein, Jeremy C. - Bank capital and risk management: operational risks in context (RePEc:fip:fedbcp:y:2001:x:5)
by Kenneth A. Froot - Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data (RePEc:fip:fedgif:292)
by Jeffrey A. Frankel & Kenneth A. Froot - Conditional mean-variance efficiency of the U.S. stock market (RePEc:fip:fednrp:8901)
by Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues - Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief (RePEc:ier:iecrev:v:30:y:1989:i:1:p:49-70)
by Froot, Kenneth A - The Law of One Price Over 700 Years (RePEc:imf:imfwpa:2001/174)
by Mr. Kenneth Rogoff & Mr. Kenneth Froot & Mr. Michael Kim - The Transition in Eastern Europe, Volume 1, Country Studies (RePEc:nbr:nberbk:blan94-2)
by Olivier Jean Blanchard & Kenneth A. Froot & Jeffrey D. Sachs - The Transition in Eastern Europe, Volume 2, Restructuring (RePEc:nbr:nberbk:blan94-3)
by Olivier Blanchard & Kenneth Froot & Jeffrey Sachs - Foreign Direct Investment (RePEc:nbr:nberbk:froo93-1)
by Kenneth A. Froot - The Financing of Catastrophe Risk (RePEc:nbr:nberbk:froo99-1)
by Kenneth A. Froot - The EMS, the EMU, and the Transition to a Common Currency (RePEc:nbr:nberch:10985)
by Kenneth A. Froot & Kenneth Rogoff - Introduction to "The Transition in Eastern Europe, Volume 1" (RePEc:nbr:nberch:6014)
by Olivier Jean Blanchard & Kenneth A. Froot & Jeffrey D. Sachs - International Experiences with Securities Transaction Taxes (RePEc:nbr:nberch:6276)
by John Y. Campbell & Kenneth A. Froot - Introduction to "Foreign Direct Investment" (RePEc:nbr:nberch:6531)
by Kenneth A. Froot - Foreign Direct Investment in Eastern Europe: Some Economic Considerations (RePEc:nbr:nberch:6729)
by Kenneth A. Froot - Multinational Corporations, Exchange Rates, and Direct Investment (RePEc:nbr:nberch:6952)
by Kenneth A. Froot - The Tax Treatment of Interest and the Operations of U.S. Multinationals (RePEc:nbr:nberch:7730)
by Kenneth A. Froot & James R. Hines, Jr. & R. Glenn Hubbard - Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals (RePEc:nbr:nberch:7747)
by Kenneth A. Froot & James R. Hines, Jr. - Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia (RePEc:nbr:nberch:7836)
by Kenneth A. Froot & David B. Yoffie - Introduction to "The Financing of Catastrophe Risk" (RePEc:nbr:nberch:7946)
by Kenneth A. Froot - The Pricing of U.S. Catastrophe Reinsurance (RePEc:nbr:nberch:7951)
by Kenneth A. Froot & Paul G. J. O'Connell - Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data (RePEc:nbr:nberte:0062)
by Kenneth A. Froot - The Risk Tolerance of International Investors (RePEc:nbr:nberwo:10157)
by Kenneth A. Froot & Paul G. J. O'Connell - Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers (RePEc:nbr:nberwo:10184)
by Kenneth A. Froot - Equity Style Returns and Institutional Investor Flows (RePEc:nbr:nberwo:10355)
by Kenneth A. Froot & Melvyn Teo - Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (RePEc:nbr:nberwo:1672)
by Jeffrey A. Frankel & Kenneth A. Froot - The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists (RePEc:nbr:nberwo:1854)
by Jeffrey A. Frankel & Kenneth A. Froot - Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations (RePEc:nbr:nberwo:1963)
by Kenneth A. Froot & Jeffrey A. Frankel - Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data (RePEc:nbr:nberwo:2216)
by Jeffrey A. Frankel & Kenneth A. Froot - What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? (RePEc:nbr:nberwo:22366)
by Kenneth Froot & Namho Kang & Gideon Ozik & Ronnie Sadka - Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization (RePEc:nbr:nberwo:2358)
by Kenneth A. Froot - Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets (RePEc:nbr:nberwo:2362)
by Kenneth A. Froot - New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (RePEc:nbr:nberwo:2363)
by Kenneth A. Froot - LDC Debt: Forgiveness, Indexation, and Investment Incentives (RePEc:nbr:nberwo:2541)
by Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein - Exchange Rate Pass-Through When Market Share Matters (RePEc:nbr:nberwo:2542)
by Kenneth A. Froot & Paul Klemperer - On the Consistency of Short-run and Long-run Exchange Rate Expectations (RePEc:nbr:nberwo:2577)
by Kenneth A. Froot & Takatoshi Ito - Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief (RePEc:nbr:nberwo:2675)
by Kenneth A. Froot - Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach (RePEc:nbr:nberwo:2835)
by Kenneth A. Froot & Maurice Obstfeld - Conditional Mean-Variance Efficiency of the U.S. Stock Market (RePEc:nbr:nberwo:2890)
by Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues - Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach (RePEc:nbr:nberwo:2914)
by Kenneth A. Froot & Jeremy C. Stein - Stochastic Process Switching: Some Simple Solutions (RePEc:nbr:nberwo:2998)
by Kenneth A. Froot & Maurice Obstfeld - Intrinsic Bubbles: The Case of Stock Prices (RePEc:nbr:nberwo:3091)
by Kenneth A. Froot & Maurice Obstfeld - Short Rates and Expected Asset Returns (RePEc:nbr:nberwo:3247)
by Kenneth A. Froot - Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation (RePEc:nbr:nberwo:3250)
by Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein - Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market (RePEc:nbr:nberwo:3470)
by Jeffrey A. Frankel & Kenneth Froot - New Trading Practices and Short-run Market Efficiency (RePEc:nbr:nberwo:3498)
by Kenneth A. Froot & Andre F. Perold - Shareholder Trading Practices and Corporate Investment Horizons (RePEc:nbr:nberwo:3638)
by Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein - The EMS, the EMU, and the Transition to a Common Currency (RePEc:nbr:nberwo:3684)
by Kenneth A. Froot & Kenneth Rogoff - Japanese Foreign Direct Investment (RePEc:nbr:nberwo:3737)
by Kenneth A. Froot - Risk Management: Coordinating Corporate Investment and Financing Policies (RePEc:nbr:nberwo:4084)
by Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein - The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market (RePEc:nbr:nberwo:4294)
by Charles Engel & Jeffrey A. Frankel & Kenneth A. Froot & Anthony P. Rodrigues - Currency Hedging over Long Horizons (RePEc:nbr:nberwo:4355)
by Kenneth A. Froot - International Experiences with Securities Transaction Taxes (RePEc:nbr:nberwo:4587)
by John Y. Campbell & Kenneth A. Froot - Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals (RePEc:nbr:nberwo:4924)
by Kenneth A. Froot & James R. Hines, Jr. - Perspectives on PPP and Long-Run Real Exchange Rates (RePEc:nbr:nberwo:4952)
by Kenneth A. Froot & Kenneth Rogoff - The Law of One Price Over 700 Years (RePEc:nbr:nberwo:5132)
by Kenneth A. Froot & Michael Kim & Kenneth Rogoff - Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (RePEc:nbr:nberwo:5403)
by Kenneth A. Froot & Jeremy C. Stein - On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (RePEc:nbr:nberwo:6011)
by Kenneth A. Froot & Paul G. J. O'Connell - The Limited Financing of Catastrophe Risk: An Overview (RePEc:nbr:nberwo:6025)
by Kenneth A. Froot - The Pricing of U.S. Catastrophe Reinsurance (RePEc:nbr:nberwo:6043)
by Kenneth A. Froot & Paul G. J. O'Connell - How are Stock Prices Affected by the Location of Trade? (RePEc:nbr:nberwo:6572)
by Kenneth A. Froot & Emil Dabora - The Portfolio Flows of International Investors, I (RePEc:nbr:nberwo:6687)
by Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes - The Market for Catastrophe Risk: A Clinical Examination (RePEc:nbr:nberwo:7286)
by Kenneth A. Froot - The Evolving Market for Catastrophic Event Risk (RePEc:nbr:nberwo:7287)
by Kenneth A. Froot - The Pricing of Event Risks with Parameter Uncertainty (RePEc:nbr:nberwo:8106)
by Kenneth A. Froot & Steven E. Posner - The Market for Catastrophe Risk: A Clinical Examination (RePEc:nbr:nberwo:8110)
by Kenneth A. Froot - The Information Content of International Portfolio Flows (RePEc:nbr:nberwo:8472)
by Kenneth A. Froot & Tarun Ramadorai - Decomposing the Persistence of International Equity Flows (RePEc:nbr:nberwo:9079)
by Kenneth A. Froot & Jessica D. Tjornhom - Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals (RePEc:nbr:nberwo:9080)
by Kenneth A. Froot & Tarun Ramadorai - Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals (RePEc:nbr:nberwo:9101)
by Kenneth A. Froot & Tarun Ramadorai - The Persistence of Emerging Market Equity Flows (RePEc:nbr:nberwo:9241)
by Jessica Tjornhom Donohue & Kenneth A. Froot - Forward Discount Bias: Is it an Exchange Risk Premium? (RePEc:oup:qjecon:v:104:y:1989:i:1:p:139-161.)
by Kenneth A. Froot & Jeffrey A. Frankel - Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach (RePEc:oup:qjecon:v:106:y:1991:i:4:p:1191-1217.)
by Kenneth A. Froot & Jeremy C. Stein - Institutional Portfolio Flows and International Investments (RePEc:oup:rfinst:v:21:y:2008:i:2:p:937-971)
by Kenneth A. Froot & Tarun Ramadorai - Competition Links and Stock Returns (RePEc:oup:rfinst:v:35:y:2022:i:9:p:4300-4340.)
by Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka - The Pricing of Event Risks with Parameter Uncertainty (RePEc:pal:genrir:v:27:y:2002:i:2:p:153-165)
by Kenneth A. Froot & Steven E. Posner - Perspectives on PPP and Long-Run Real Exchange Rates (RePEc:qsh:wpaper:32027)
by Ken Froot & Kenneth Rogoff - The EMS, the EMU, and the Transition to a Common Currency (RePEc:qsh:wpaper:32216)
by Kenneth Froot & Kenneth Rogoff & Olivier Blanchard & Stanley Fischer - Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists (RePEc:ucb:calbwp:8603)
by Jeffrey A. Frankel and Kenneth A. Froot. - Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations (RePEc:ucb:calbwp:8604)
by Jeffrey A. Frankel and Kenneth A. Froot. - Three Essays Using Survey Data on Exchange Rate Expectations (RePEc:ucb:calbwp:8614)
by Jeffrey A. Frankel and Kenneth A. Froot. - Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt (RePEc:ucb:calbwp:8750)
by Jeffrey A. Frankel, Kenneth A. Froot, and Alejandra Mizala Salces. - Forward Discount Bias: Is It an Exchange Risk Premium? (RePEc:ucb:calbwp:8874)
by Kenneth A. Froot and Jeffrey A. Frankel. - The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market (RePEc:ucb:calbwp:90-134)
by Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues. - Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market (RePEc:ucb:calbwp:91-158)
by Jeffrey Frankel and Kenneth Froot. - The Transition in Eastern Europe, Volume 1 (RePEc:ucp:bknber:9780226056609)
by None - Unknown item RePEc:ucp:bknber:9780226056623 (book)
- The Transition in Eastern Europe, Volume 2 (RePEc:ucp:bknber:9780226056821)
by None - Foreign Direct Investment (RePEc:ucp:bknber:9780226266213)
by None - The Financing of Catastrophe Risk (RePEc:ucp:bknber:9780226266237)
by None - New trading practices and short‐run market efficiency (RePEc:wly:jfutmk:v:15:y:1995:i:7:p:731-765)
by Kenneth A. Froot & André F. Perold - Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (RePEc:wop:pennin:96-28)
by Kenneth A. Froot & Jeremy C. Stein - On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (RePEc:wop:pennin:97-24)
by Kenneth A. Froot & Paul G.J. O'Connell