Books by Kenneth Froot
Findings of forward discount bias interpreted in light of exchange rate survey data
The Transition in Eastern Europe
Currency returns, intrinsic va
Currency returns, intrinsic value, and institutional investor flows
Risk management, capital budge
Risk management, capital budgeting and capital structure policy for insurers and reinsurers
The risk tolerance of internat
The risk tolerance of international investors
Currency returns, institutiona
Currency returns, institutional investor flows, and exchange rate fundamentals
Decomposing the persistence of
Decomposing the persistence of international equity flows
Law of One Price over 700 Year
Law of One Price over 700 Years
The information content of int
The information content of international portfolio flows
The pricing of event risks wit
The pricing of event risks with parameter uncertainty
The evolving market for catast
The evolving market for catastrophic event risk
The financing of catastrophe risk
The market for catastrophe ris
The market for catastrophe risk
How are stock prices affected
How are stock prices affected by the location of trade?
On the pricing of intermediate
On the pricing of intermediated risks
The limited financing of catas
The limited financing of catastrophe risk
The pricing of U.S. catastroph
The pricing of U.S. catastrophe reinsurance
Risk management, capital budge
Risk management, capital budgeting and capital structure policy for financial institutions
A framework for risk managemen
A framework for risk management
Interest allocation rules, fin
Interest allocation rules, financing patterns, and the operations of U.S. multinationals
Perspectives on PPP and long-r
Perspectives on PPP and long-run real exchange rates
Currency hedging over long hor
Currency hedging over long horizons
Exchange rate dynamics under s
Exchange rate dynamics under stochastic regime shifts
Japanese foreign direct invest
Japanese foreign direct investment
Shareholder trading practices
Shareholder trading practices and corporate investment horizons
The EMS, the EMU, and the tran
The EMS, the EMU, and the transition to a common currency
New trading practices and shor
New trading practices and short-run market efficiency
Short rates and expected asset
Short rates and expected asset returns
Exchange Rates and Foreign Dir
Exchange Rates and Foreign Direct Investment
Intrinsic bubbles
Intrinsic bubbles
Stochastic process switching
Stochastic process switching
Buybacks, exit bonds, and the
Buybacks, exit bonds, and the optimality of debt and liquidity relief