Kenneth A. Froot

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

Year: 1986
Journal: International Finance
Authors: Jeffrey A. Frankel; Kenneth A. Froot

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

Year: 1986
Journal: Quarterly Journal of Economics
Authors: Jeffrey A. Frankel; Kenneth A. Froot

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

Year: 1987
Journal: Journal of International Economics
Authors: Kenneth A. Froot

Shortterm and Longterm Expectations of the Yen-Dollar Exchange Rate: Evidence from Survey Data

Year: 1987
Journal: Journal of the Japanese and International Economies
Authors: Jeffrey A. Frankel; Kenneth A. Froot

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

Year: 1987
Journal: No Journal Matched
Authors: Kenneth A. Froot

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

Year: 1987
Journal: Journal of Finance
Authors: Kenneth A. Froot

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

Year: 1988
Journal: Journal of International Money and Finance
Authors: Kenneth A. Froot; Takatoshi Ito

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

Year: 1988
Journal: International Economic Review
Authors: Kenneth A. Froot

LDC Debt Forgiveness, Indexation, and Investment Incentives

Year: 1988
Journal: Journal of Finance
Authors: Kenneth A. Froot; David Scharfstein; Jeremy Stein

Exchange Rate Passthrough When Market Share Matters

Year: 1988
Journal: American Economic Review
Authors: Kenneth A. Froot; Paul Klemperer

Conditional Mean-Variance Efficiency of the US Stock Market

Year: 1989
Journal: Journal of Empirical Finance
Authors: Charles Engel; Jeffrey A. Frankel; Kenneth A. Froot; Anthony Rodriguez

Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach

Year: 1989
Journal: Journal of International Economics
Authors: Kenneth A. Froot; Maurice Obstfeld

Intrinsic Bubbles: The Case of Stock Prices

Year: 1989
Journal: American Economic Review
Authors: Kenneth A. Froot; Maurice Obstfeld

Short Rates and Expected Asset Returns

Year: 1990
Journal: No Journal Matched
Authors: Kenneth A. Froot

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

Year: 1990
Journal: Journal of Finance
Authors: Kenneth A. Froot; David S. Scharfstein; Jeremy C. Stein

Shareholder Trading Practices and Corporate Investment Horizons

Year: 1991
Journal: No Journal Matched
Authors: Kenneth A. Froot; Andre F. Perold; Jeremy C. Stein

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

Year: 1991
Journal: No Journal Matched
Authors: Kenneth A. Froot; Kenneth Rogoff

Currency Hedging Over Long Horizons

Year: 1993
Journal: No Journal Matched
Authors: Kenneth A. Froot

Perspectives on PPP and Long-Run Real Exchange Rates

Year: 1994
Journal: International Economics
Authors: Kenneth A. Froot; Kenneth Rogoff

Interest Allocation Rules, Financing Patterns, and the Operations of US Multinationals

Year: 1994
Journal: No Journal Matched
Authors: Kenneth A. Froot; James R. Hines Jr.

The Market for Catastrophe Risk: A Clinical Examination

Year: 1999
Journal: Journal of Financial Economics
Authors: Kenneth A. Froot

The Evolving Market for Catastrophic Event Risk

Year: 1999
Journal: Risk Management
Authors: Kenneth A. Froot

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

Year: 2002
Journal: Journal of Finance
Authors: Kenneth A. Froot; Tarun Ramadorai

The Persistence of Emerging Market Equity Flows

Year: 2002
Journal: Emerging Markets Review
Authors: Jessica Tjornhom Donohue; Kenneth A. Froot

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

Year: 2002
Journal: Journal of Finance
Authors: Kenneth A. Froot; Tarun Ramadorai

Decomposing the Persistence of International Equity Flows

Year: 2002
Journal: Finance Research Letters
Authors: Kenneth A. Froot; Jessica D. Tjornhom

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

Year: 2003
Journal: Journal of Risk and Insurance
Authors: Kenneth A. Froot

The Risk Tolerance of International Investors

Year: 2003
Journal: No Journal Matched
Authors: Kenneth A. Froot; Paul G. J. O'Connell

Equity Style Returns and Institutional Investor Flows

Year: 2004
Journal: Journal of Financial and Quantitative Analysis
Authors: Kenneth A. Froot; Melvyn Teo