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