NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Kenneth A. Froot

Contact and additional information for this authorAll publicationsWorking Papers only

Books

The Financing of Catastrophe Risk
Published in January 1999 by University of Chicago Press
© 1999 by the National Bureau of Economic Research

The Transition in Eastern Europe, Volume 1
with Olivier Jean Blanchard, Jeffrey D. Sachs
Conference held February 26-29, 1992
Published in January 1994 by University of Chicago Press
© 1994 by the National Bureau of Economic Research

Foreign Direct Investment
Conference held May 15, 1992
Published in January 1993 by University of Chicago Press
© 1993 by the National Bureau of Economic Research

Working Papers and Chapters

March 2004Equity Style Returns and Institutional Investor Flows
with Melvyn Teo: w10355
December 2003Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers
w10184
The Risk Tolerance of International Investors
with Paul G. J. O'Connell: w10157
September 2002The Persistence of Emerging Market Equity Flows
with Jessica Tjornhom Donohue: w9241
August 2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
with Tarun Ramadorai: w9101
July 2002Decomposing the Persistence of International Equity Flows
with Jessica D. Tjornhom: w9079
Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
with Tarun Ramadorai: w9080
September 2001The Information Content of International Portfolio Flows
with Tarun Ramadorai: w8472
February 2001The Pricing of Event Risks with Parameter Uncertainty
with Steven E. Posner: w8106
The Market for Catastrophe Risk: A Clinical Examination
w8110
August 1999The Market for Catastrophe Risk: A Clinical Examination
w7286
The Evolving Market for Catastrophic Event Risk
w7287
January 1999Front matter, The Financing of Catastrophe Risk
in The Financing of Catastrophe Risk, Kenneth A. Froot, editor
The Pricing of U.S. Catastrophe Reinsurance
with Paul G. J. O'Connell
in The Financing of Catastrophe Risk, Kenneth A. Froot, editor
Introduction to "Financing of Catastrophe Risk, The"
in The Financing of Catastrophe Risk, Kenneth A. Froot, editor
August 1998The Portfolio Flows of International Investors, I
with Paul G.J. O'Connell, Mark S. Seasholes: w6687
May 1998How are Stock Prices Affected by the Location of Trade?
with Emil Dabora: w6572
May 1997The Pricing of U.S. Catastrophe Reinsurance
with Paul G. J. O'Connell: w6043
April 1997On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance
with Paul G. J. O'Connell: w6011
The Limited Financing of Catastrophe Risk: An Overview
w6025
April 1996Perspectives on PPP and Long-Run Real Exchange Rates
with Kenneth Rogoff: w4952
January 1996Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach
with Jeremy C. Stein: w5403
October 1995Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals
with James R. Hines, Jr.: w4924
May 1995The Law of One Price Over 700 Years
with Michael Kim, Kenneth Rogoff: w5132
January 1995The Tax Treatment of Interest and the Operations of U.S. Multinationals
with James R. Hines, Jr., R. Glenn Hubbard
in Taxing Multinational Corporations, Martin Feldstein, James R. Hines Jr., R. Glenn Hubbard, Eds.
Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals
with James R. Hines, Jr.
in The Effects of Taxation on Multinational Corporations, Martin Feldstein, James R. Hines Jr., R. Glenn Hubbard
January 1994Front matter, table of contents
with Olivier Jean Blanchard, Jeffrey D. Sachs
in The Transition in Eastern Europe, Volume 1, Olivier Jean Blanchard, Kenneth A. Froot, and Jeffrey D. Sachs, editors
Introduction to "The Transition in Eastern Europe, Volume 1"
with Olivier Jean Blanchard, Jeffrey D. Sachs
in The Transition in Eastern Europe, Volume 1, Olivier Jean Blanchard, Kenneth A. Froot, and Jeffrey D. Sachs, editors
Biographies for Volumes 1 and 2, List of Contributors
with Olivier Jean Blanchard, Jeffrey D. Sachs
in The Transition in Eastern Europe, Volume 1, Olivier Jean Blanchard, Kenneth A. Froot, and Jeffrey D. Sachs, editors
Indices
with Olivier Jean Blanchard, Jeffrey D. Sachs
in The Transition in Eastern Europe, Volume 1, Olivier Jean Blanchard, Kenneth A. Froot, and Jeffrey D. Sachs, editors
International Experiences with Securities Transaction Taxes
with John Y. Campbell
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
Foreign Direct Investment in Eastern Europe: Some Economic Considerations
in The Transition in Eastern Europe, Volume 2: Restructuring, Olivier Blanchard, Kenneth Froot, Jeffrey Sachs, eds.
Front matter "The Transition in Eastern Europe" Volume 2
with Olivier J. Blanchard, Jeffrey D. Sachs
in The Transition in Eastern Europe, Volume 2: Restructuring, Olivier Blanchard, Kenneth Froot, Jeffrey Sachs, eds.
December 1993International Experiences with Securities Transaction Taxes
with John Y. Campbell: w4587
May 1993Currency Hedging over Long Horizons
w4355
March 1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
with Charles Engel, Jeffrey A. Frankel, Anthony P. Rodrigues: w4294
January 1993Front matter, table of contents, preface
in Foreign Direct Investment, Kenneth A. Froot, editor
Introduction to "Foreign Direct Investment"
in Foreign Direct Investment, Kenneth A. Froot, editor
Biographies, List of Contributors, Indexes
in Foreign Direct Investment, Kenneth A. Froot, editor
Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia
with David B. Yoffie
in Regionalism and Rivalry: Japan and the United States in Pacific Asia, Jeffrey Frankel and Miles Kahler, editors
June 1992Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach
with Maurice Obstfeld: w2835
May 1992Risk Management: Coordinating Corporate Investment and Financing Policies
with David S. Scharfstein, Jeremy C. Stein: w4084
March 1992Intrinsic Bubbles: The Case of Stock Prices
with Maurice Obstfeld: w3091
February 1992Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach
with Jeremy C. Stein: w2914
October 1991Chartists, Fundamentalists and the Demand for Dollars
with Jeffrey A. Frankel: r1655
August 1991Stochastic Process Switching: Some Simple Solutions
with Maurice Obstfeld: w2998
June 1991Japanese Foreign Direct Investment
w3737
April 1991The EMS, the EMU, and the Transition to a Common Currency
with Kenneth Rogoff: w3684
March 1991Shareholder Trading Practices and Corporate Investment Horizons
with Andre F. Perold, Jeremy C. Stein: w3638
February 1991Chartists, Fundamentalists, and Trading in the Foreign Exchange Market
with Jeffrey A. Frankel: r1512
January 1991The EMS, the EMU, and the Transition to a Common Currency
with Kenneth Rogoff
in NBER Macroeconomics Annual 1991, Volume 6, Olivier Jean Blanchard and Stanley Fischer, editors
November 1990New Trading Practices and Short-run Market Efficiency
with Andre F. Perold: w3498
October 1990Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market
with Jeffrey A. Frankel: w3470
March 1990Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data
t0062
New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates
w2363
LDC Debt: Forgiveness, Indexation, and Investment Incentives
with David S. Scharfstein, Jeremy C. Stein: w2541
On the Consistency of Short-run and Long-run Exchange Rate Expectations
with Takatoshi Ito: w2577
February 1990Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation
with David S. Scharfstein, Jeremy C. Stein: w3250
January 1990Short Rates and Expected Asset Returns
w3247
Multinational Corporations, Exchange Rates, and Direct Investment
in International Policy Coordination and Exchange Rate Fluctuations, William H. Branson, Jacob A. Frenkel, and Morris Goldstein, editors
October 1989Exchange Rate Pass-Through When Market Share Matters
with Paul Klemperer: w2542
April 1989Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations
with Jeffrey A. Frankel: w1963
Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief
w2675
March 1989Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization
w2358
Conditional Mean-Variance Efficiency of the U.S. Stock Market
with Charles Engel, Jeffrey A. Frankel, Anthony P. Rodrigues: w2890
September 1988Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data
with Jeffrey A. Frankel: w2216
December 1987Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists
with Jeffrey A. Frankel: r0957
The Dollar as an Irrational Speculative Bubble: A Tale of Fundamentalisists
with Jeffrey A. Frankel: w1854
August 1987Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets
w2362
April 1987Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations
with Jeffrey A. Frankel: w1672

Contact and additional information for this authorAll publicationsWorking Papers only

 
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