Author Page for Kenneth Froot

Competition Links and Stock Returns

Number of pages: 41 Posted: 23 Oct 2019

Assaf Eisdorfer, Kenneth Froot, Gideon Ozik and Ronnie Sadka

University of Connecticut - Department of Finance, National Bureau of Economic Research (NBER), EDHEC Business School and Boston College - Carroll School of Management

Downloads 901 (32,123)

Abstract:

2.

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Downloads 805 ( 37,436)

Citation 136

2

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

IMF Working Paper No. 90/43

Number of pages: 32 Posted: 15 Feb 2006

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 699 (44,793)

Citation 3

Abstract:

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

NBER Working Paper No. w3470

Number of pages: 29 Posted: 23 Apr 2004 Last Revised: 27 Jun 2021

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 106 (311,717)

Citation 21

Abstract:

3.

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Downloads 775 ( 39,499)

Citation 8

3

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Harvard NOM Working Paper No. 02-21, HBS Finance Working Paper No. 03-008

Number of pages: 50 Posted: 25 Jul 2002

Kenneth Froot and Tarun Ramadorai

National Bureau of Economic Research (NBER) and Imperial College London

Downloads 682 (46,322)

Abstract:

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

NBER Working Paper No. w9080

Number of pages: 49 Posted: 15 Aug 2002 Last Revised: 25 Apr 2021

Kenneth Froot and Tarun Ramadorai

National Bureau of Economic Research (NBER) and Imperial College London

Downloads 62 (430,387)

Abstract:

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

NBER Working Paper No. w9101

Number of pages: 49 Posted: 15 May 2012 Last Revised: 16 May 2021

Kenneth Froot and Tarun Ramadorai

National Bureau of Economic Research (NBER) and Imperial College London

Downloads 31 (572,377)

Citation 1

Abstract:

4.

The Information Content of International Portfolio Flows

Downloads 671 ( 47,988)

Citation 3

2

The Information Content of International Portfolio Flows

EFMA 2001 Lugano Meetings, HBS Finance Working Paper No. 03-006

Number of pages: 42 Posted: 19 Apr 2001

Kenneth Froot and Tarun Ramadorai

National Bureau of Economic Research (NBER) and Imperial College London

Downloads 617 (52,919)

Citation 4

Abstract:

The Information Content of International Portfolio Flows

NBER Working Paper No. w8472

Number of pages: 44 Posted: 17 Sep 2001 Last Revised: 25 Feb 2021

Kenneth Froot and Tarun Ramadorai

National Bureau of Economic Research (NBER) and Imperial College London

Downloads 54 (460,640)

Abstract:

5.

Chartists, Fundamentalists, and Trading in the Foreign Exchange Market

Number of pages: 5 Posted: 07 Jan 2002

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 524 (65,698)

Citation 2

Abstract:

6.

International Experiences with Securities Transaction Taxes

NBER Working Paper No. w4587

Number of pages: 42 Posted: 27 Dec 2002 Last Revised: 21 Jul 2010

John Y. Campbell and Kenneth Froot

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 502 (69,307)

Citation 2

Abstract:

7.

On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

Downloads 492 ( 71,050)

Citation 17

2

On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

Number of pages: 35 Posted: 23 Sep 1997

Kenneth Froot and Paul G.J. O'Connell

National Bureau of Economic Research (NBER) and FDO Partners, LLC

Downloads 473 (73,831)

Citation 17

Abstract:

On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance

NBER Working Paper No. w6011

Number of pages: 37 Posted: 14 Dec 2010 Last Revised: 06 Jun 2021

Kenneth Froot and Paul G.J. O'Connell

National Bureau of Economic Research (NBER) and FDO Partners, LLC

Downloads 19 (656,788)

Abstract:

8.

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Downloads 465 ( 76,212)

Citation 11

2

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Number of pages: 52 Posted: 01 Sep 2016

Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka

National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management

Downloads 446 (79,277)

Abstract:

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

NBER Working Paper No. w22366

Number of pages: 55 Posted: 27 Jun 2016 Last Revised: 11 Feb 2021

Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka

National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management

Downloads 19 (656,788)

Citation 7

Abstract:

9.

Risk Management: Coordinating Corporate Investment and Financing Policies

NBER Working Paper No. w4084

Number of pages: 33 Posted: 29 Jan 2001 Last Revised: 31 Aug 2010

Kenneth Froot, David S. Scharfstein and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 414 (87,283)

Citation 57

Abstract:

10.

The Law of One Price Over 700 Years

Downloads 353 (104,828)

Citation 15

3

The Law of One Price Over 700 Years

IMF Working Paper No. 01/174

Number of pages: 43 Posted: 03 Feb 2006

Kenneth Rogoff and Kenneth Froot

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 252 (149,155)

Citation 5

Abstract:

The Law of One Price Over 700 Years

NBER Working Paper No. w5132

Number of pages: 73 Posted: 14 Jun 2000 Last Revised: 19 Aug 2010

Kenneth Froot, Michael Kim and Kenneth Rogoff

National Bureau of Economic Research (NBER), Pennsylvania State University, College of the Liberal Arts - Department of Economic and Harvard University - Department of Economics

Downloads 101 (322,179)

Citation 1

Abstract:

The Law of One Price Over 700 Years

Posted: 24 Aug 1998

Kenneth Froot, Michael Kim and Kenneth Rogoff

National Bureau of Economic Research (NBER), Pennsylvania State University, College of the Liberal Arts - Department of Economic and Harvard University - Department of Economics

Abstract:

11.

Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists

NBER Working Paper No. R0957

Number of pages: 15 Posted: 08 Jan 2008

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 311 (120,392)

Citation 17

Abstract:

12.

Chartists, Fundamentalists and the Demand for Dollars

Number of pages: 54 Posted: 08 Jan 2002

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 311 (120,392)

Citation 13

Abstract:

13.

Perspectives on PPP and Long-Run Real Exchange Rates

NBER Working Paper No. w4952

Number of pages: 57 Posted: 19 Jul 2000 Last Revised: 29 Jul 2010

Kenneth Froot and Kenneth Rogoff

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 296 (126,839)

Citation 11

Abstract:

14.

The Market for Catastrophe Risk: A Clinical Examination

Downloads 227 (165,634)

Citation 111

4

The Market for Catastrophe Risk: A Clinical Examination

NBER Working Paper No. w8110

Number of pages: 45 Posted: 08 Feb 2000 Last Revised: 20 Oct 2010

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 138 (256,576)

Abstract:

The Market for Catastrophe Risk: a Clinical Examination

NBER Working Paper No. w7286

Number of pages: 44 Posted: 30 May 2012

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 40 (523,181)

Citation 8

Abstract:

The Market for Catastrophe Risk: A Clinical Examination

NBER Working Paper No. w8110

Number of pages: 45 Posted: 30 Nov 2011 Last Revised: 21 Dec 2011

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 34 (555,028)

Abstract:

The Market for Catastrophe Risk: A Clinical Examination

NBER Working Paper No. w8110

Number of pages: 45 Posted: 31 May 2011

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 15 (688,088)

Abstract:

15.

How are Stock Prices Affected by the Location of Trade?

Downloads 204 (183,151)

Citation 14

2

How are Stock Prices Affected by the Location of Trade?

NBER Working Paper No. w6572

Number of pages: 23 Posted: 06 Sep 2000 Last Revised: 10 Apr 2008

Kenneth Froot and Emile Dabora

National Bureau of Economic Research (NBER) and CS First Boston

Downloads 204 (182,951)

Citation 14

Abstract:

How are Stock Prices Affected by the Location of Trade?

Posted: 18 Sep 1996

Kenneth Froot and Emile Dabora

National Bureau of Economic Research (NBER) and CS First Boston

Abstract:

16.

Currency Hedging Over Long Horizons

NBER Working Paper No. w4355

Number of pages: 40 Posted: 14 Jan 2001 Last Revised: 28 May 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 202 (184,871)

Abstract:

17.

Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers

Downloads 179 (205,953)

Citation 44

2

Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers

NBER Working Paper No. w10184

Number of pages: 45 Posted: 23 Dec 2003 Last Revised: 01 May 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 168 (217,673)

Citation 4

Abstract:

Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 273-299, June 2007

Number of pages: 27 Posted: 24 May 2007

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 11 (721,383)

Citation 3

Add to Cart

Abstract:

18.

Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation

NBER Working Paper No. w3250

Number of pages: 35 Posted: 15 Jun 2001 Last Revised: 31 Aug 2001

Kenneth Froot, David S. Scharfstein and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 160 (226,571)

Citation 45

Abstract:

19.

Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

Downloads 153 (235,204)

2

Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

NBER Working Paper No. w5403

Number of pages: 39 Posted: 12 Jul 2000 Last Revised: 21 Mar 2008

Kenneth Froot and Jeremy C. Stein

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 153 (235,715)

Citation 2

Abstract:

Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach

WFIC 96-28

Posted: 13 Jun 1998

Kenneth Froot and Jeremy C. Stein

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Abstract:

20.

Exchange Rates and Foreign Direct Investment: an Imperfect Capital Markets Approach

NBER Working Paper No. w2914

Number of pages: 36 Posted: 23 Apr 2004 Last Revised: 20 Jun 2021

Kenneth Froot and Jeremy C. Stein

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 142 (250,026)

Citation 11

Abstract:

21.

Intrinsic Bubbles: the Case of Stock Prices

NBER Working Paper No. w3091

Number of pages: 45 Posted: 08 Jun 2004 Last Revised: 13 Jan 2009

Kenneth Froot and Maurice Obstfeld

National Bureau of Economic Research (NBER) and University of California, Berkeley

Downloads 135 (260,163)

Citation 10

Abstract:

22.

Equity Style Returns and Institutional Investor Flows

NBER Working Paper No. w10355

Number of pages: 49 Posted: 23 Mar 2004 Last Revised: 03 Sep 2009

Kenneth Froot and Melvyn Teo

National Bureau of Economic Research (NBER) and Singapore Management University - Lee Kong Chian School of Business

Downloads 127 (272,380)

Abstract:

23.

The Risk Tolerance of International Investors

NBER Working Paper No. w10157

Number of pages: 23 Posted: 23 Dec 2003

Kenneth Froot and Paul G.J. O'Connell

National Bureau of Economic Research (NBER) and FDO Partners, LLC

Downloads 119 (285,891)

Abstract:

24.

The Dollar as Speculative Bubble: a Tale of Fundamentalists and Chartists

NBER Working Paper No. w1854

Number of pages: 59 Posted: 07 Jul 2004 Last Revised: 28 Jul 2021

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 100 (322,121)

Citation 3

Abstract:

25.

Japanese Foreign Direct Investment

NBER Working Paper No. w3737

Number of pages: 49 Posted: 14 Jul 2000 Last Revised: 20 Mar 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 88 (349,320)

Abstract:

26.

The Evolving Market for Catastrophic Event Risk

NBER Working Paper No. w7287

Number of pages: 31 Posted: 08 Aug 2012 Last Revised: 31 May 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 78 (375,303)

Citation 1

Abstract:

27.

Short Rates and Expected Asset Returns

NBER Working Paper No. w3247

Number of pages: 42 Posted: 02 Jul 2004 Last Revised: 17 May 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 75 (383,804)

Citation 1

Abstract:

28.

Shareholder Trading Practices and Corporate Investment Horizons

NBER Working Paper No. w3638

Number of pages: 54 Posted: 13 Dec 2010 Last Revised: 05 Jan 2012

Kenneth Froot, André Perold and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 66 (411,312)

Citation 5

Abstract:

29.

The Pricing of Event Risks with Parameter Uncertainty

NBER Working Paper No. w8106

Number of pages: 17 Posted: 03 Feb 2001 Last Revised: 25 Feb 2021

Kenneth Froot and Steven E. Posner

National Bureau of Economic Research (NBER) and Morgan Stanley - United Kingdom Office

Downloads 66 (411,312)

Citation 1

Abstract:

30.

The Portfolio Flows of International Investors, I

NBER Working Paper No. w6687

Number of pages: 38 Posted: 12 Jun 2000 Last Revised: 11 Apr 2021

Kenneth Froot, Paul G.J. O'Connell and Mark S. Seasholes

National Bureau of Economic Research (NBER), FDO Partners, LLC and ASU WP Carey School of Business

Downloads 65 (414,541)

Citation 2

Abstract:

31.

The Pricing of U.S. Catastrophe Reinsurance

NBER Working Paper No. w6043

Number of pages: 38 Posted: 12 Jun 2000 Last Revised: 08 Jul 2021

Kenneth Froot and Paul G.J. O'Connell

National Bureau of Economic Research (NBER) and FDO Partners, LLC

Downloads 61 (427,979)

Abstract:

32.

The Persistence of Emerging Market Equity Flows

NBER Working Paper No. w9241

Number of pages: 38 Posted: 27 Sep 2002 Last Revised: 03 Apr 2021

Jessica Tjornhom Donohue and Kenneth Froot

State Street Associates and National Bureau of Economic Research (NBER)

Downloads 53 (457,139)

Abstract:

33.

The Limited Financing of Catastrophe Risk: An Overview

NBER Working Paper No. w6025

Number of pages: 25 Posted: 14 Jun 2000 Last Revised: 20 Jun 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 51 (464,908)

Citation 1

Abstract:

34.

Exchange Rate Pass-Through When Market Share Matters

NBER Working Paper No. w2542

Number of pages: 42 Posted: 23 Apr 2004

Kenneth Froot and Paul Klemperer

National Bureau of Economic Research (NBER) and University of Oxford - Department of Economics

Downloads 50 (468,896)

Citation 11

Abstract:

35.

Exchange Rate Dynamics Under Stochastic Regime Shifts: a Unified Approach

NBER Working Paper No. w2835

Number of pages: 28 Posted: 23 Apr 2004 Last Revised: 02 Apr 2021

Kenneth Froot and Maurice Obstfeld

National Bureau of Economic Research (NBER) and University of California, Berkeley

Downloads 45 (489,669)

Citation 11

Abstract:

36.

Decomposing the Persistence of International Equity Flows

NBER Working Paper No. w9079

Number of pages: 36 Posted: 26 Jul 2002 Last Revised: 24 Apr 2021

Kenneth Froot and Jessica Tjornhom Donohue

National Bureau of Economic Research (NBER) and State Street Associates

Downloads 45 (489,669)

Abstract:

37.

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

NBER Working Paper No. w2363

Number of pages: 46 Posted: 19 Jun 2004 Last Revised: 18 Aug 2008

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 42 (502,982)

Citation 13

Abstract:

38.

Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals

NBER Working Paper No. w4924

Number of pages: 50 Posted: 13 Aug 2000 Last Revised: 17 Jun 2021

Kenneth Froot and James R. Hines Jr.

National Bureau of Economic Research (NBER) and University of Michigan

Downloads 40 (512,304)

Citation 4

Abstract:

39.

Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations

NBER Working Paper No. w1963

Number of pages: 52 Posted: 08 Jun 2004 Last Revised: 15 May 2021

Kenneth Froot and Jeffrey A. Frankel

National Bureau of Economic Research (NBER) and Harvard University - Harvard Kennedy School (HKS)

Downloads 38 (521,758)

Abstract:

40.

Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data

NBER Working Paper No. t0062

Number of pages: 37 Posted: 28 Dec 2006 Last Revised: 05 Mar 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 34 (541,960)

Abstract:

41.

Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

NBER Working Paper No. w1672

Number of pages: 63 Posted: 30 Aug 2000 Last Revised: 29 Jul 2021

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 33 (547,268)

Citation 7

Abstract:

42.

The Constrained Asset Share Estimation (Case) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market

NBER Working Paper No. w4294

Number of pages: 31 Posted: 06 Jul 2004 Last Revised: 28 Mar 2021

Charles M. Engel, Jeffrey A. Frankel, Kenneth Froot and Anthony P. Rodrigues

University of Wisconsin - Madison - Department of Economics, Harvard University - Harvard Kennedy School (HKS), National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 32 (552,562)

Citation 1

Abstract:

43.

Ldc Debt: Forgiveness, Indexation, and Investment Incentives

NBER Working Paper No. w2541

Number of pages: 27 Posted: 08 Jun 2004 Last Revised: 13 Jun 2021

Kenneth Froot, David S. Scharfstein and Jeremy C. Stein

National Bureau of Economic Research (NBER), Harvard Business School - Finance Unit and Harvard University - Department of Economics

Downloads 32 (552,562)

Abstract:

44.

Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets

NBER Working Paper No. w2362

Number of pages: 36 Posted: 05 Jul 2004 Last Revised: 17 Jun 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 30 (563,691)

Citation 10

Abstract:

45.

Conditional Mean-Variance Efficiency of the U.S. Stock Market

NBER Working Paper No. w2890

Number of pages: 26 Posted: 29 Nov 2001 Last Revised: 15 Dec 2008

Charles M. Engel, Jeffrey A. Frankel, Kenneth Froot and Anthony P. Rodrigues

University of Wisconsin - Madison - Department of Economics, Harvard University - Harvard Kennedy School (HKS), National Bureau of Economic Research (NBER) and Federal Reserve Bank of New York

Downloads 30 (563,691)

Abstract:

46.

Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief

NBER Working Paper No. w2675

Number of pages: 35 Posted: 21 Dec 2000 Last Revised: 25 Apr 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 30 (563,691)

Citation 2

Abstract:

47.

New Trading Practices and Short-Run Market Efficiency

NBER Working Paper No. w3498

Number of pages: 48 Posted: 09 Jul 2007 Last Revised: 25 Jul 2021

Kenneth Froot and André Perold

National Bureau of Economic Research (NBER) and Harvard Business School - Finance Unit

Downloads 28 (575,488)

Citation 1

Abstract:

48.

The EMS, the Emu, and the Transition to a Common Currency

NBER Working Paper No. w3684

Number of pages: 58 Posted: 07 Jul 2004 Last Revised: 28 Jul 2021

Kenneth Froot and Kenneth Rogoff

National Bureau of Economic Research (NBER) and Harvard University - Department of Economics

Downloads 27 (581,583)

Citation 1

Abstract:

49.

On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

NBER Working Paper No. w2577

Number of pages: 35 Posted: 23 Aug 2000 Last Revised: 19 Jul 2010

Kenneth Froot and Takatoshi Ito

National Bureau of Economic Research (NBER) and University of Tokyo - Faculty of Economics

Downloads 27 (581,583)

Citation 2

Abstract:

50.

Short-Term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data

NBER Working Paper No. w2216

Number of pages: 40 Posted: 23 Aug 2000 Last Revised: 24 Jul 2021

Jeffrey A. Frankel and Kenneth Froot

Harvard University - Harvard Kennedy School (HKS) and National Bureau of Economic Research (NBER)

Downloads 26 (588,021)

Citation 1

Abstract:

51.

Stochastic Process Switching: Some Simple Solutions

NBER Working Paper No. w2998

Number of pages: 17 Posted: 13 Nov 2007 Last Revised: 13 Mar 2021

Kenneth Froot and Maurice Obstfeld

National Bureau of Economic Research (NBER) and University of California, Berkeley

Downloads 21 (621,230)

Abstract:

52.

Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization

NBER Working Paper No. w2358

Number of pages: 42 Posted: 24 Jan 2007 Last Revised: 13 Jun 2021

Kenneth Froot

National Bureau of Economic Research (NBER)

Downloads 19 (635,232)

Abstract:

53.

BlackRock Solutions

Harvard Business School Finance Case No. 211-082

Posted: 29 Feb 2012

Kenneth Froot and Scott Waggoner

National Bureau of Economic Research (NBER) and Harvard Business School

Abstract:

54.

How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

Journal of Portfolio Management, Vol. 38, No. 1, 2011

Posted: 24 Sep 2011

Kenneth Froot, John S. Arabadjis, Stephen Lawrence and Sonya Cates

National Bureau of Economic Research (NBER), The Bank of New York Mellon, The Vanguard Group and Roger Williams University

Abstract:

55.

Geeli

HBS Case No.: 9-206-105

Posted: 22 Sep 2008

Li Jin, Kenneth Froot and May Yu

Harvard Business School - Finance Unit, National Bureau of Economic Research (NBER) and affiliation not provided to SSRN

Abstract:

56.

Institutional Portfolio Flows and International Investments

Review of Financial Studies, Vol. 21, Issue 2, pp. 937-971, 2008

Posted: 26 Jun 2008

Kenneth Froot and Tarun Ramadorai

National Bureau of Economic Research (NBER) and Imperial College London

Abstract:

57.

International Experiences with Transactions Taxes

Posted: 02 Sep 1999

John Y. Campbell and Kenneth Froot

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Kenneth Froot

National Bureau of Economic Research (NBER)

Harvard University - Business School (HBS)

Andre Jakurski Professor of Finance, Emeritus

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Scholarly Papers (57)

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Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers

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