Kenneth Froot
Identifiers
- Open LibraryOL1452793A
Top Subjects
- Risk (Insurance) -- United States -- Econometric models (4)
- Risk management (4)
- Foreign exchange -- Econometric models (3)
- Rate of return (3)
- Insurance, Disaster -- United States -- Econometric models (3)
- Information theory in economics (2)
- Stocks -- Prices (2)
Books by Kenneth Froot
Total count: 40
Findings of forward discount bias interpreted in light of exchange rate survey dataSloan School of Management, Massachusetts Institute of Technology1987-01-01-
International economic cooperationNBER1987-01-01
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Buybacks, exit bonds, and the optimality of debt and liquidity reliefNational Bureau of Economic Research1988-01-01
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Stochastic process switchingsome simple solutionsNational Bureau of Economic Research1989-01-01
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Intrinsic bubblesthe case of stock pricesNational Bureau of Economic Research1989-01-01
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Exchange rate dynamics under stochastic regime shiftsa unified approachNational Bureau of Economic Research1989-01-01
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Exchange Rates and Foreign Direct InvestmentAn Imperfect Capital Markets ApproachNatl Bureau of Economic Res1989-06-01
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New trading practices and short-run market efficiencyDivision of Research, Harvard Business School1990-01-01
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New trading practices and short-run market efficiencyNational Bureau of Economic Research1990-01-01
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Herd on the streetinformational inefficiencies in a market with short-term speculationNational Bureau of Economic Research1990-01-01
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Short rates and expected asset returnsNational Bureau of Economic Research1990-01-01
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Japanese foreign direct investmentNational Bureau of Economic Research1991-01-01
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The EMS, the EMU, and the transition to a common currencyNational Bureau of Economic Research1991-01-01
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Shareholder trading practices and corporate investment horizonsNational Bureau of Economic Research1991-01-01
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Risk managementcoordinating corporate investment and financing policiesNational Bureau of Economic Research1992-01-01
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Currency hedging over long horizonsNational Bureau of Economic Research1993-01-01
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Perspectives on PPP and long-run real exchange ratesNational Bureau of Economic Research1994-01-01
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Interest allocation rules, financing patterns, and the operations of U.S. multinationalsNational Bureau of Economic Research1994-01-01
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A framework for risk managementHarvard University, Graduate School of Business Administration1994-01-01
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The law of one price over 700 yearsNational Bureau of Economic Research1995-01-01
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Risk management, capital budgeting and capital structure policy for financial institutionsan integrated approachNational Bureau of Economic Research1996-01-01
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The limited financing of catastrophe riskan overviewNational Bureau of Economic Research1997-01-01
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The pricing of U.S. catastrophe reinsuranceNational Bureau of Economic Research1997-01-01
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On the pricing of intermediated riskstheory and application to catastrophe reinsuranceNational Bureau of Economic Research1997-01-01
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How are stock prices affected by the location of trade?National Bureau of Economic Research1998-01-01
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The evolving market for catastrophic event riskNational Bureau of Economic Research1999-01-01
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The market for catastrophe riska clinical examinationNational Bureau of Economic Research1999-01-01
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The pricing of event risks with parameter uncertaintyNational Bureau of Economic Research2001-01-01
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The information content of international portfolio flowsNational Bureau of Economic Research2001-01-01
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Law of One Price over 700 YearsInternational Monetary Fund2001-01-01
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Currency returns, institutional investor flows, and exchange rate fundamentalsNational Bureau of Economic Research2002-01-01
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Decomposing the persistence of international equity flowsDivision of Research, Harvard Business School2002-01-01
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Risk management, capital budgeting and capital structure policy for insurers and reinsurersNational Bureau of Economic Research2003-01-01
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Risk management, capital budgeting and capital structure policy for insurers and reinsurersDivision of Research, Harvard Business School2003-01-01
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The risk tolerance of international investorsNational Bureau of Economic Research2003-01-01
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The risk tolerance of international investorsDivision of Research, Harvard Business School2003-01-01
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Currency returns, intrinsic value, and institutional investor flowsRev.].Division of Research, Harvard Business School2003-01-01
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Equity style returns and institutional investor flowsNational Bureau of Economic Research2004-01-01
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Transition in Eastern EuropeRestructuringUniversity of Chicago Press2007-01-01
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Foreign Direct InvestmentUniversity of Chicago Press2008-01-01