Kenneth Froot
Books
- Law of One Price over 700 Years
- Risk management, capital budgeting and capital structure policy for insurers and reinsurers
- The Transition in Eastern Europe
- Buybacks, exit bonds, and the optimality of debt and liquidity relief
- The EMS, the EMU, and the transition to a common currency
- Findings of forward discount bias interpreted in light of exchange rate survey data
- How are stock prices affected by the location of trade?
- Interest allocation rules, financing patterns, and the operations of U.S. multinationals
- Intrinsic bubbles
- The law of one price over 700 years
- New trading practices and short-run market efficiency
- The pricing of U.S. catastrophe reinsurance
- Shareholder trading practices and corporate investment horizons
- The pricing of U.S. catastrophe reinsurance
- New trading practices and short-run market efficiency
- The financing of catastrophe risk
- Decomposing the persistence of international equity flows
- Exchange Rates and Foreign Direct Investment
- The market for catastrophe risk
- The pricing of event risks with parameter uncertainty
- The risk tolerance of international investors
- Currency returns, intrinsic value, and institutional investor flows
- The Transition in Eastern Europe
- Currency returns, institutional investor flows, and exchange rate fundamentals
- The evolving market for catastrophic event risk
- Herd on the street
- Perspectives on PPP and long-run real exchange rates
- Risk management, capital budgeting and capital structure policy for financial institutions
- Interest allocation rules, financing patterns, and the operations of U.S. multinationals
- The risk tolerance of international investors
- Foreign direct investment
- Currency hedging over long horizons
- Equity style returns and institutional investor flows
- A framework for risk management
- The information content of international portfolio flows
- Japanese foreign direct investment
- The limited financing of catastrophe risk
- On the pricing of intermediated risks
- Risk management
- Short rates and expected asset returns
Author data: Open Library