@article {441811,
	title = {Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists},
	journal = {Economic Record (Special Issue)},
	year = {1986},
	note = {
	Reprinted in\&nbsp;Exchange Rate Economics, vol. I, edited by R. MacDonald and M. Taylor,\&nbsp;International Library of Critical Writings in Economics, Edward Elgar Publishing, U.K., 1992.

},
	month = {Dec 1986},
	pages = {24{\textendash}38},
	author = {J. Frankel and K.A. Froot}
}
@article {441471,
	title = {The Dollar as an Irrational Speculative Bubble: A Tale of Fundamentalists and Chartists},
	journal = {Marcus Wallenberg Papers in International Finance},
	volume = {1},
	year = {1986},
	note = {
	Revised from NBER Working Paper no. 1854.

},
	month = {1986},
	pages = {27-55},
	author = {Kenneth A. Froot and Jeffrey A. Frankel}
}
@unpublished {428551,
	title = {Capital Flight, Policy Credibility, and the Option Value of Foreign Exchange},
	journal = {Massachusetts Institute of Technology (MIT)},
	year = {1986},
	author = {K.A. Froot and S. van Wijnbergen}
}
@unpublished {428596,
	title = {Currency Values in a Continuous Time Capital Asset Pricing Model Driven by Asset Supplies},
	journal = {Massachusetts Institute of Technology (MIT)},
	year = {1986},
	author = {Kenneth A. Froot}
}
@article {441826,
	title = {Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations},
	journal = {American Economic Review},
	volume = {77},
	number = {1},
	year = {1987},
	note = {
	Revised from NBER Working Paper No. 1672.

},
	month = {Mar 1987},
	pages = {133{\textendash}153},
	author = {J. Frankel and K.A. Froot}
}
@article {441391,
	title = {Short-term and Long-term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data},
	journal = {Journal of the Japanese and International Economies},
	volume = {1},
	number = {3},
	year = {1987},
	note = {
	Revised from NBER Working Paper No. 2216, April 1987.

},
	month = {Sep 1987},
	pages = {249{\textendash}274},
	author = {J. Frankel and K.A. Froot}
}
@unpublished {441436,
	title = {Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets},
	journal = {National Bureau of Economic Research Working Paper Series},
	number = {2362},
	year = {1987},
	month = {Aug 1987},
	author = {K.A. Froot}
}
@inbook {428631,
	title = {Explaining the Demand for Dollars: International Rates of Return, and the Expectations of Chartists and Fundamentalists},
	booktitle = {Macroeconomics, Agriculture, and the Exchange Rates},
	year = {1988},
	pages = {25{\textendash}88},
	publisher = {Westview Press},
	organization = {Westview Press},
	address = {Boulder},
	author = {J. Frankel and K.A. Froot},
	editor = {R. Chambers and P. Paarlberg}
}
@conference {427981,
	title = {Adjustment of the U.S. and Japanese External Imbalances. In Papers and Proceedings},
	booktitle = {Fourth Economic Planning Agency International Symposium },
	year = {1988},
	pages = {287{\textendash}304},
	publisher = {Economic Planning Agency},
	organization = {Economic Planning Agency},
	address = {Japan},
	author = {K.A. Froot},
	editor = {M. Yoshitomi}
}
@article {427496,
	title = {Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization},
	journal = {Journal of International Economics},
	volume = {25},
	number = {1-2},
	year = {1988},
	note = {
	Revised from NBER Working Paper No. 2358, May 1987.

},
	month = {Aug 1988},
	pages = {71{\textendash}93},
	author = {K.A. Froot}
}
@article {441306,
	title = {On the Consistency of Short-Run and Long-Run Exchange Rate Expectations},
	journal = {Journal of International Money and Finance},
	volume = {8},
	number = {4},
	year = {1989},
	note = {
	Revised from NBER Working Paper No. 2577, May 1988.

},
	month = {Dec 1989},
	pages = {487{\textendash}510},
	author = {K.A. Froot and T. Ito}
}
@article {441201,
	title = {LDC Debt: Forgiveness, Indexation, and Investment Incentives},
	journal = {Journal of Finance},
	volume = {44},
	number = {5},
	year = {1989},
	note = {
	Revised from NBER Working Paper No. 2541, March 1988.

},
	month = {Dec 1989},
	pages = {1335{\textendash}1350},
	author = {K.A. Froot and D. Scharfstein and J. Stein}
}
@article {441206,
	title = {New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates},
	journal = {Journal of Finance},
	volume = {44},
	number = {2},
	year = {1989},
	note = {
	Revised from NBER Working Paper No. 2363, March 1990. Reprinted in Behavioral Finance, edited by H. Shefrin, part of the International Library of Critical Writings in Financial Economics, edited by R. Roll. London: Edward Elgar Publishing, 2000.

},
	month = {Jun 1989},
	pages = {283{\textendash}305},
	author = {K.A. Froot}
}
@article {428671,
	title = {Forward Discount Bias: Is It an Exchange Risk Premium?},
	journal = {Quarterly Journal of Economics},
	volume = {104},
	number = {1},
	year = {1989},
	note = {
	
		Revision of "Findings of Forward Discount Bias Interpreted in Light of Exchange Rate Survey Data," NBER Working Paper No. 1963 and Sloan Working Paper No. 1906-87, August 1987.
	
	
		Reprinted in Advances in Behavioral Finance, edited by Richard Thaler. New York: Russell Sage Foundation, 1993: 359-382 and in Speculation and Financial Markets, edited by M. Taylor and L. Gallagher. Cheltenham, U.K.: Edward Elgar Publishing, 2001.
	

},
	month = {Feb 1989},
	pages = {139{\textendash}161},
	author = {K.A. Froot and J. Frankel}
}
@article {428546,
	title = {Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief},
	journal = {International Economic Review},
	volume = {30},
	number = {1},
	year = {1989},
	note = {
	Revised from NBER Working Paper No. 2675, July 1988. Translated into Spanish in Estudios Economicos 4 (July 1989): 31-60.

},
	month = {Feb 1989},
	pages = {49{\textendash}70},
	author = {K.A. Froot}
}
@article {428561,
	title = {Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data},
	journal = {Journal of Financial and Quantitative Analysis},
	volume = {24},
	number = {3},
	year = {1989},
	note = {
	Revised from NBER Technical Working Paper No. 62.

},
	month = {Sep 1989},
	pages = {333{\textendash}355},
	author = {K.A. Froot}
}
@article {427746,
	title = {Exchange Rate Pass-Through When Market Share Matters},
	journal = {American Economic Review},
	volume = {79},
	number = {4},
	year = {1989},
	note = {
	Revised from NBER Working Paper No. 2542, October 1989.

},
	month = {Sep 1989},
	pages = {637{\textendash}654},
	author = {K.A. Froot and P. Klemperer}
}
@inbook {441281,
	title = {Multinational Corporations, Exchange Rates, and Direct Investment},
	booktitle = {International Policy Coordination and Exchange Rate Fluctuations},
	year = {1990},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {K.A. Froot},
	editor = {W. Branson and J. Frankel and M. Goldstein}
}
@report {441296,
	title = {New Trading Practices and the Shortrun Predictability of the S\&amp;P 500},
	year = {1990},
	month = {06/90},
	pages = {G1: 1{\textendash}27},
	institution = {Report to the board of Directors of the New York Stock Exchange},
	author = {Kenneth A. Froot and James F. Gammill Jr. and Andr{\'e} Perold}
}
@unpublished {441386,
	title = {Short Rates and Expected Asset Returns},
	journal = {National Bureau of Economic Research Working Paper Series},
	number = {3247},
	year = {1990},
	month = {May 1990},
	author = {K.A. Froot}
}
@article {428556,
	title = {Chartists, Fundamentalists and the Demand for Dollars},
	journal = {Private Behavior and Government Policy in Interdependent Economics},
	year = {1990},
	note = {
	Oxford: Clarendon Press, 1990, 73-128. Reprinted in ​Greek Economic Review 10 (June 1988): 49-102. Translated into {\textquotedblleft}Chartistas, fundamentalistas y la demanda de dólares,{\textquotedblright} in ​Cuadernos Economicos de ICE,​ 1988 (Número 38), 195-242.



	{\textquotedblleft}Adjustment of the U.S. and Japanese External Imbalances,{\textquotedblright} in ​Fourth Economic Planning Agency International Symposium,​ edited by M. Yoshitomi, Economic Planning Agency of Japan, December 1988, 287-304.

},
	month = {1987},
	pages = {73-128},
	author = {Jeffrey A. Frankel and Kenneth A. Froot}
}
@article {427726,
	title = {Chartists, Fundamentalists, and Trading in the Foreign Exchange Market},
	journal = {American Economic Review},
	volume = {80},
	number = {2},
	year = {1990},
	note = {
	Reprinted in New Developments in Exchange Rate Economics, edited by L. Sarno and M. Taylor. U.K.: Edward Elgar Publishing, 2001; and in Speculation and Financial Markets, edited by M. Taylor and L. Gallagher. U.K.: Edward Elgar Publishing, 2001.

},
	month = {1990},
	pages = {181{\textendash}185},
	author = {J. Frankel and K.A. Froot}
}
@article {427461,
	title = {Anomalies: Foreign Exchange},
	journal = {Journal of Economic Perspectives},
	volume = {4},
	number = {3},
	year = {1990},
	note = {
	Reprinted in\&nbsp;Current Issues in the International Economy: A Reader, edited by L. Goldberg and M. Klein. New York: Harper Collins Publishers, 1992;\&nbsp;Speculation and Financial Markets, edited by M. Taylor and L. Gallagher. Cheltenham, U.K.: Edward Elgar Publishing, 2001; and in\&nbsp;Open Economy Macroeconomics, Volume II, Part I, Article 4 edited by Norman Miller. Cheltenham, U.K. and Northampton, Mass., U.S.: Edward Elgar Publishing, March 2006: 74-87.

},
	month = {Summer 1990},
	pages = {179{\textendash}192},
	author = {K.A. Froot and Thaler, R.}
}
@article {441791,
	title = {U.S.{\textemdash}Japan Trade Developments Part 1},
	journal = {Kinyu Journal},
	volume = {9},
	year = {1991},
	pages = {55-61},
	author = {Kenneth A. Froot}
}
@article {441171,
	title = {Intrinsic Bubbles: The Case of Stock Prices},
	journal = {American Economic Review},
	volume = {81},
	number = {5},
	year = {1991},
	note = {
	Revised from NBER Working Paper No. 3091, March 1992. Reprinted in Speculation and Financial Markets, edited by M. Taylor and L. Gallagher. Cheltenham, U.K.: Edward Elgar Publishing, 2001.

},
	month = {Dec 1991},
	pages = {1189{\textendash}1214},
	author = {Kenneth A. Froot and M. Obstfeld}
}
@article {441191,
	title = {Japanese Foreign Direct Investment},
	journal = {U.S.-Japan Economic Forum},
	volume = {1},
	year = {1991},
	note = {
	National Bureau of Economic Research and Japan Center for Economic Research, 1991. (Revised from NBER Working Paper no. 3737, June 1991.)

},
	month = {1991},
	author = {K.A. Froot}
}
@book {441261,
	title = {Market-Based Debt Reduction for Developing Countries: Principles and Prospects},
	year = {1991},
	publisher = {The World Bank},
	organization = {The World Bank},
	edition = {16},
	address = {Washington DC},
	url = {http://documents.worldbank.org/curated/en/1991/02/724571/market-based-debt-reduction-developing-countries-principles-prospects},
	author = {Stijn Claessens and Diwan, Ishac and Kenneth A. Froot and Paul R. Krugman}
}
@case {441271,
	title = {Mid Ocean Limited: Trading Catastrophe Index Options},
	journal = {Harvard Business School Case},
	number = {298-073},
	year = {1991},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/mid-ocean-ltd-trading-catastrophe-index-options/298073-PDF-ENG},
	author = {Kenneth A. Froot and Markus Mullarkey}
}
@article {441396,
	title = {Stochastic Process Switching: Some Simple Solutions},
	journal = {Econometrica},
	volume = {59},
	number = {1},
	year = {1991},
	note = {
	
		Revised from NBER Working Paper No. 2998, July 1989.
	
	
		Reprinted in Exchange Rates and Currency Bonds, edited by P. Krugman and M. Miller. London: CEPR, 1991.
	

},
	month = {Jan 1991},
	pages = {241{\textendash}250},
	author = {K.A. Froot and M. Obstfeld}
}
@article {441401,
	title = {Strategic Trade Policies in a Tripolar World},
	journal = {International Spectator},
	volume = {26},
	number = {3},
	year = {1991},
	note = {Reprinted in The Political Economy of International Cooperation, NIRA Research Output, Vol. 5, No. 1, 1992.Please contact the author for a copy of this publication bfucillo@hbs.edu},
	month = {Jul-Sep 1991},
	pages = {3{\textendash}28},
	url = {http://www.tandfonline.com/doi/abs/10.1080/03932729108457943},
	author = {Kenneth A. Froot and D. B. Yoffie}
}
@article {428626,
	title = {Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach},
	journal = {Quarterly Journal of Economics},
	volume = {106},
	number = {4},
	year = {1991},
	note = {
	Revised from NBER Working Paper No. 2914, March 1989.

},
	month = {Nov 1991},
	pages = {1191{\textendash}1217},
	author = {K.A. Froot and Jeremy Stein}
}
@article {427751,
	title = {Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach},
	journal = {Journal of International Economics},
	volume = {31},
	number = {3-4},
	year = {1991},
	note = {
	Revised from NBER Working Paper No. 2835, February 1989.

},
	month = {Nov 1991},
	pages = {203{\textendash}229},
	author = {K.A. Froot and M. Obstfeld}
}
@inbook {441786,
	title = {U.S.-Japan Trade Today},
	booktitle = {U.S.-Japan Economic Forum},
	volume = {2},
	year = {1992},
	publisher = {National Bureau of Economic Research},
	organization = {National Bureau of Economic Research},
	address = {Cambridge},
	author = {Kenneth A. Froot},
	editor = {M. Feldstein and Y. Kosai}
}
@inbook {441481,
	title = {The EMS, the EMU and the Transition to a Common Currency},
	booktitle = {Macroeconomics Annual 1991},
	year = {1992},
	note = {
	Revised from NBER Working Paper No. 3684, January 1992.

},
	pages = {269{\textendash}327},
	publisher = {MIT Press},
	organization = {MIT Press},
	address = {Cambridge},
	url = {http://www.nber.org/chapters/c10979},
	author = {K.A. Froot and K. Rogoff and S. Fischer},
	editor = {O. Blanchard}
}
@case {441301,
	title = {Note on Commodity Futures},
	journal = {Harvard Business School Background Note},
	number = {293-018},
	year = {1992},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/note-on-commodity-futures/293018-PDF-ENG},
	author = {Nancy Donohue and Kenneth A. Froot and Jay O. Light}
}
@article {441356,
	title = {Shareholder Trading Practices and Corporate Investment Horizons},
	journal = {Journal of Applied Corporate Finance},
	volume = {5},
	number = {2},
	year = {1992},
	month = {Summer 1992},
	pages = {42{\textendash}58},
	author = {Kenneth A. Froot and Andr{\'e} Perold and J. Stein}
}
@unpublished {428691,
	title = {Government Consumption and the Real Exchange Rate: The Empirical Evidence},
	journal = {Harvard University},
	year = {1992},
	month = {Jan 1992},
	author = {K.A. Froot and K. Rogoff}
}
@article {428711,
	title = {Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation},
	journal = {Journal of Finance},
	volume = {47},
	number = {4},
	year = {1992},
	note = {Revised from NBER Working Paper No. 3250, February 1990.},
	pages = {1461{\textendash}1484},
	author = {Kenneth A. Froot and David S. Scharfstein and Jeremy Stein}
}
@case {428841,
	title = {Intel Corp.--1992},
	journal = {Harvard Business School Case},
	number = {292-106},
	year = {1992},
	note = {
Revised March 1993
Intel Corporation, 1992 TN\&nbsp;Harvard Business School Teaching Note\&nbsp;294-018
Please contact the author for a copy of these publications\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/intel-corp-1992-spanish-version/203S04-PDF-SPA},
	author = {Kenneth A. Froot}
}
@article {428616,
	title = {Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market},
	journal = {International Business Reader},
	year = {1992},
	note = {
	London: Oxford University Press, 1992. (Revised from IMF Working Paper no. 90/43.) NBER Working Paper no. 3470, October 1990.

},
	month = {1990},
	url = {http://www.nber.org/papers/w3470},
	author = {Kenneth A. Froot}
}
@article {441831,
	title = {What about International Experiences and Migrating Markets?},
	journal = {MIDAMERICA Institute},
	year = {1993},
	month = {Jul 1997},
	author = {Kenneth A. Froot and John Y. Campbell}
}
@case {441196,
	title = {La Nacional and the Huites Dam Project},
	journal = {Harvard Business School Case},
	number = {293-138},
	year = {1993},
	note = {Revised March 1995},
	author = {Kenneth A. Froot}
}
@case {441331,
	title = {PepsiCo Bottling in Mexico},
	journal = {Harvard Business School Case},
	number = {293-137},
	year = {1993},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/pepsico-bottling-in-mexico/293137-PDF-ENG},
	author = {Kenneth A. Froot}
}
@article {441211,
	title = {Risk Management: Coordinating Corporate Investment and Financing Policies},
	journal = {Journal of Finance},
	volume = {48},
	number = {5},
	year = {1993},
	note = {
	
		Revised from NBER Working Paper No. 4084, February 1993.
	
	
		Reprinted in RAE-Revista de Administra{\c c}{\~a}o de Empresas, Management Journal of Funda{\c c}{\~a}o Getulio Vargas (FGV-EAESP), Business School for Administration in Sao Paulo, Brazil, volume no. 48, issue no. 1 (January-March 2008): 87-118.
	
	
		Reprinted in Insurance and Risk Management, Volume II, Corporate Risk Management, Part I: Theory on Why and How Firms Manage Risk, Chapter 3, edited by Gregory R. Niehaus, U.K.: Edward Elgar Publishing (October 2008). Also in M.J. Brennan, The Theory of Corporate Finance from The International Library of Critical Writings in Financial Economics, edited by R. Roll, 1995; and in Merton Miller and Chris Culp, eds. Corporate Hedging in Theory and Practice: Lessons from Metallgesellschaft, Risk Books, 1999.
	

},
	month = {Dec 1993},
	pages = {1629{\textendash}1658},
	author = {Kenneth A. Froot and David S. Scharfstein and Jeremy Stein}
}
@article {441316,
	title = {On the Speculative Efficiency of the Foreign Exchange Market},
	journal = {Cuadernos econ{\'o}micos de I.C.E.},
	year = {1993},
	month = {Mar 1993},
	pages = {7-30},
	author = {K.A. Froot}
}
@inbook {441631,
	title = {Trading Blocs and the Incentive to Protect: Implications for Japan and East Asia},
	booktitle = {Regionalism and Rivalry: Japan and the United States in Pacific Asia},
	year = {1993},
	pages = {125{\textendash}156},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {K.A. Froot and B. Yoffie and M. Kahler},
	editor = {J. Frankel}
}
@unpublished {428571,
	title = {Currency Hedging Over Long Horizons},
	journal = {National Bureau of Economic Research Working Paper Series},
	number = {4355},
	year = {1993},
	note = {
	Featured in the NBER Digest, October 1993. Harvard University, April 1993.

},
	author = {Kenneth A. Froot}
}
@case {427456,
	title = {An Investment Linked to Commodity Futures},
	journal = {Harvard Business School Case},
	number = {293-017},
	year = {1993},
	note = {

Revised January 1995
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu

},
	month = {Jul 1993},
	url = {https://hbr.org/product/an-investment-linked-to-commodity-futures/293017-PDF-ENG},
	author = {Kenneth A. Froot and Jay O. Light and Nancy Donohue}
}
@inbook {441166,
	title = {International Experiences with Securities Transaction Taxes},
	booktitle = { The Internationalization of Equity Markets},
	year = {1994},
	note = {
	Revised from NBER Working Paper No. 4587, December 1993; also featured in The NBER Digest, May 1994.

},
	pages = {277-308},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago and London},
	author = {Kenneth A. Froot and John Y. Campbell},
	editor = {J. Frankel}
}
@inbook {441176,
	title = {Introduction and Overview: The Transition Economies of Eastern Europe},
	booktitle = {The Transition in Eastern Europe (Restructuring)},
	volume = {2},
	year = {1994},
	pages = {1-18},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	editor = {K.A. Froot and O. Blanchard and J. Sachs}
}
@unpublished {441256,
	title = {Losing Interest: Interest Allocation Rules and the Cost of Debt Finance},
	journal = {Harvard University},
	year = {1994},
	author = {K.A. Froot and J. Hines}
}
@inbook {441351,
	title = {Securities Transaction Taxes: What about International Experiences Migrating Markets?},
	booktitle = {Securities Transaction Taxes: False Hopes and Unintended Consequences},
	year = {1994},
	publisher = {Irwin Professional Publishing},
	organization = {Irwin Professional Publishing},
	address = {Chicago},
	url = {https://www.amazon.com/Securities-Transaction-Taxes-Unintended-Consequences/dp/0786303549},
	author = {K.A. Froot and Campbell, J.}
}
@book {441621,
	title = {The Transition in Eastern Europe. v.1: Country Studies},
	year = {1994},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	url = {http://press.uchicago.edu/ucp/books/book/chicago/T/bo3631770.html},
	editor = {O. Blanchard and K. Froot and J. Sachs}
}
@book {441626,
	title = {The Transition in Eastern Europe. v.2: Restructuring},
	year = {1994},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	url = {http://press.uchicago.edu/ucp/books/book/chicago/T/bo3632626.html},
	author = {J. Sachs},
	editor = {O. Blanchard and K.A. Froot}
}
@unpublished {428846,
	title = {Interest Allocation Rules and the Changing Cost of Debt Finance},
	journal = {Harvard University},
	year = {1994},
	author = {K.A. Froot and J. Hines}
}
@article {427961,
	title = {A Framework for Risk Management},
	journal = {Harvard Business Review},
	volume = {72},
	number = {6},
	year = {1994},
	note = {
	Revised from "Developing a Risk Management Strategy," Harvard Business School Working Paper No. 95-021. Reprinted in\&nbsp;Bank of America Journal of Applied Corporate Finance\&nbsp;7, no. 3 (fall 1994): 22-32; Marsh \&amp; McLennan Companies{\textquoteright}\&nbsp;Viewpoint\&nbsp;24 (spring 1995): 21-37; and in\&nbsp;Corporate Risk: Strategies and Management, edited by Greg Brown and Don Chew, London: Risk Books, December 1999.

},
	month = {Nov/Dec 1994},
	pages = {91-102},
	author = {K. Froot and David S. Scharfstein and J. Stein}
}
@inbook {427766,
	title = {Foreign Direct Investment in Eastern Europe: Some Economic Considerations},
	booktitle = {In The Transition in Eastern Europe (Restructuring)},
	volume = {2},
	year = {1994},
	pages = {293-318},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {Kenneth A. Froot and J. Sachs},
	editor = {O. Blanchard and K. Froot}
}
@article {441476,
	title = {The Emerging Asset Class: Insurance Risk},
	journal = {Viewpoint},
	volume = {24},
	number = {3},
	year = {1995},
	note = {
	Originally "Special Report from Guy Carpenter and Company, Inc.," July 1995.

},
	month = {Summer 1995},
	pages = {19{\textendash}28},
	author = {K.A. Froot and B. Murphy and A. Stern and S. Usher}
}
@book {441496,
	title = {The Global Financial System: A Functional Perspective},
	year = {1995},
	publisher = {Harvard Business School Press},
	organization = {Harvard Business School Press},
	address = {Boston},
	url = {https://www.amazon.com/Global-Financial-System-Kenneth-Froot/dp/087584622X},
	author = {D. B. Crane and K.A. Froot and S.P Mason and A. Perold and R. C. Merton and Z. Bodie and E. R. Sirri and P. Tufano}
}
@article {441291,
	title = {New Trading Practices \&amp; Short-run Market Efficiency},
	journal = {Journal of Futures Markets},
	volume = {15},
	number = {7},
	year = {1995},
	pages = {731-765},
	author = {Kenneth A. Froot and Andre F. Perold}
}
@inbook {441336,
	title = {Perspectives on PPP and Long-Run Real Exchange Rates. Chap. 32},
	booktitle = {Handbook of International Economics},
	year = {1995},
	note = {
	
		Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
	

},
	pages = {1647{\textendash}1688},
	publisher = {Science Direct},
	organization = {Science Direct},
	abstract = {
	This chapter presents an overview of the long-run determinants of purchasing power parity (PPP). It reviews the huge time series literature testing simple PPP. This area has proven fruitful ground for applying modern methods for dealing with nonstationary and near-nonstationary time series. The chapter traces out the evolution of the literature from naive static tests of PPP to modern unit-root approaches for testing whether real exchange rates are stationary and to cointegration techniques{\textemdash}the most recent phase of PPP testing. The research on more disaggregated price data is discussed in the chapter, including a nearly two-hundred year data set on commodity prices in England and France during the seventeenth and eighteenth centuries. Aside from providing an extremely long data set, this historical data offers some perspective on the behavior of cross-country relative prices in more modern times. The chapter looks at some possible medium- and long-run determinants of the real exchange rate, particularly the supply-side determinants emphasized in the popular Balassa{\textendash}Samuelson model. It also considers some evidence that positive demand shocks, such as unexpected increases in government spending, lead to medium-run appreciations of the real exchange rate.

},
	url = {http://www.sciencedirect.com/science/article/pii/S1573440405800127},
	author = {K.A. Froot and K. Rogoff}
}
@case {441421,
	title = {Syscom Computers},
	journal = {Harvard Business School Case},
	number = {295-094},
	year = {1995},
	note = {
Revised May 1997
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/syscom-computers/295094-PDF-ENG},
	author = {Kenneth A. Froot and Peter Tufano and Chris L Marshall}
}
@inbook {441616,
	title = {The Tax Treatment of Interest and the Operations of U.S. Multinationals},
	booktitle = {Taxing Multinational Corporations},
	year = {1995},
	pages = {81{\textendash}93},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {Kenneth A. Froot and J. Hines and G. Hubbard},
	editor = {M. Feldstein}
}
@article {441431,
	title = {Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market},
	journal = {Journal of Empirical Finance},
	volume = {2},
	year = {1995},
	note = {
	Revised from NBER Working Paper Nos. 2890, March 1989 and 4292, March 1993, "Conditional Mean-Variance Efficiency of the U.S. Stock Market," March 1993.

},
	month = {Mar 1995},
	pages = {3-18},
	author = {C. Engel and J. Frankel and K. Froot and T. Rodrigues}
}
@case {428676,
	title = {Futures on the Mexican Peso},
	journal = {Harvard Business School Case},
	number = {296-004},
	year = {1995},
	note = {

Revised October 1996
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu

},
	url = {https://hbr.org/product/futures-on-the-mexican-peso/296004-PDF-ENG},
	author = {Kenneth A. Froot and Matthew McBrady and Mark Seasholes}
}
@article {428706,
	title = {Hedging Portfolios with Real Assets},
	journal = {Journal of Portfolio Management},
	volume = {21},
	number = {4},
	year = {1995},
	note = {
	Harvard Business School Working Paper\&nbsp;95-045.

},
	month = {1994},
	pages = {60-77},
	author = {Kenneth A. Froot}
}
@inbook {428721,
	title = {Incentive Problems in Financial Contracting: Impacts on Corporate Financing, Investment \&amp; Risk Management Policies},
	booktitle = {The Global Financial System: A Functional Perspective},
	year = {1995},
	note = {
	Edited by K. Froot, D. Crane, S. Mason, A. Perold, R. Merton, Z. Bodie, E. Sirri and P. Tufano, Boston: Harvard Business School Press, 1995, Chapter 7, 225-261. (Revised from Harvard Business School Working Paper no. 95-020.)

},
	month = {1994},
	pages = {225-261},
	editor = {Kenneth A. Froot}
}
@inbook {428851,
	title = {Interest Allocation Rules, Financing Patterns, and the Operations of US Multinationals},
	booktitle = {The Effects of Taxation on Multinational Corporations},
	year = {1995},
	note = {
	Also featured in\&nbsp;The NBER Digest, November 1994. Revised from NBER Working Paper No. 4924.

},
	pages = {277{\textendash}307},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {K.A. Froot and J. Hines and G. Hubbard},
	editor = {M. Feldstein}
}
@booklet {428566,
	title = {Cross-Border Valuation},
	journal = {Harvard Business School Background Note},
	number = {295-100},
	year = {1995},
	note = {

Revised August 1997
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	url = {https://hbr.org/product/cross-border-valuation/295100-PDF-ENG},
	author = {Kenneth A. Froot and W. Carl Kester}
}
@case {441441,
	title = {The 1994-95 Mexican Peso Crisis},
	journal = {Harvard Business School Case},
	number = {296-056},
	year = {1996},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/1994-95-mexican-peso-crisis/296056-PDF-ENG},
	author = {Kenneth A. Froot and Matthew McBrady}
}
@case {441426,
	title = {Telmex PRIDES},
	journal = {Harvard Business School Case},
	number = {296-009},
	year = {1996},
	author = {Kenneth A. Froot and Mark Seasholes}
}
@case {428696,
	title = {Grupo Sidek (A)},
	journal = {Harvard Business School Case},
	number = {297-022},
	year = {1996},
	note = {

Revised July 1997
Grupo Sidek (B)
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;


},
	url = {https://hbr.org/product/grupo-sidek-a/297022-PDF-ENG},
	author = {Kenneth A. Froot and Alberto Moel}
}
@case {428701,
	title = {Grupo Sidek (B)},
	journal = {Harvard Business School Case},
	number = {297-023},
	year = {1996},
	note = {

Revised November 1996
Grupo Sidek (A)
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	url = {https://hbr.org/product/grupo-sidek-b/297023-PDF-ENG},
	author = {Kenneth A. Froot and Alberto Moel}
}
@case {441821,
	title = {USAA: Catastrophe Risk Financing},
	journal = {Harvard Business School Case},
	number = {298-007},
	year = {1997},
	note = {Revised September 1997},
	url = {https://hbr.org/product/usaa-catastrophe-risk-financing/298007-PDF-ENG},
	author = {Kenneth A. Froot and Mark Seasholes}
}
@article {441341,
	title = {Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach},
	journal = {Journal of Financial Economics},
	volume = {47},
	number = {1},
	year = {1998},
	note = {
	
		Winner of the 1998 Journal of Financial Economics Jensen Prize for first place for the best paper in the areas of corporate finance and organizations.
	
	
		Revised from NBER Working Paper No. 5403, January 1996 and Harvard Business School Working Paper 96-030, December 1995.
	

},
	month = {Jan 1998},
	pages = {55{\textendash}82},
	author = {K.A. Froot and J. Stein}
}
@article {427966,
	title = {A New Approach to Capital Budgeting for Financial Institutions},
	journal = {Journal of Applied Corporate Finance},
	volume = {11},
	number = {2},
	year = {1998},
	month = {1998},
	pages = {59{\textendash}69},
	author = {K.A. Froot and J. Stein}
}
@case {427481,
	title = {Collateralized Loan Obligations and the Bistro Trust},
	journal = {Harvard Business School Case},
	number = {299-016},
	year = {1998},
	note = {

Revised May 1999
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	month = {Nov 1998},
	url = {https://hbr.org/product/collateralized-loan-obligations-and-the-bistro-trust/299016-PDF-ENG},
	author = {Kenneth A. Froot and Ivan G. Farman}
}
@inbook {427486,
	title = {Comment on: Regional Patterns in the Law of One Price},
	year = {1998},
	pages = {184-186},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago and London},
	author = {Kenneth A. Froot}
}
@case {427491,
	title = {Commercial Financial Services, Inc.: Securitization of Charged-off Credit Card Receivables},
	journal = {Harvard Business School Case},
	number = {299-023},
	year = {1998},
	note = {

Revised May 1999
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	month = {Oct 1998},
	url = {https://hbr.org/product/commercial-financial-services-inc-securitization-of-charged-off-credit-card-receivables/299023-PDF-ENG},
	author = {Kenneth A. Froot and Ivan G. Farman}
}
@article {441486,
	title = {The Evolving Market for Catastrophe Event Risk},
	journal = {Risk Management and Insurance Review},
	volume = {2},
	number = {3},
	year = {1999},
	note = {
	Reprinted in Risk Management: The State of the Art, edited by S. Figlewski and R. Levich, Kluwer Academic Publishers, 2001.

},
	month = {Fall 1999},
	pages = {1{\textendash}28},
	author = {K.A. Froot}
}
@book {441491,
	title = {The Financing of Catastrophe Risk},
	year = {1999},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	url = {http://press.uchicago.edu/ucp/books/book/chicago/F/bo3615805.html},
	editor = {Kenneth A. Froot}
}
@inbook {441576,
	title = {The Limited Financing of Catastrophe Risk: An Overview},
	booktitle = {The Financing of Catastrophe Risk},
	year = {1999},
	note = {
	Revised from NBER Working Paper No. 6025, May 1997, and HBS Working Paper No. 98-023, September 1997.

},
	pages = {1-22},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {K.A. Froot}
}
@inbook {441606,
	title = {The Pricing of US Catastrophe Reinsurance},
	booktitle = {The Financing of Catastrophe Risk},
	year = {1999},
	note = {
	Revised from NBER Working Paper No. 6043, May 1997, and HBS Working Paper No. 98-018, September 1997.

},
	pages = {195{\textendash}232},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {K.A. Froot and P. O{\textquoteright}Connell}
}
@article {428716,
	title = {How Are Stock Prices Affected by the Location of Trade?},
	journal = {Journal of Financial Economics},
	volume = {53},
	number = {2},
	year = {1999},
	note = {
	Reprinted in International Capital Markets, R. Stulz and A. Karolyi, eds. Edward Elgar Publishing, 2003. Also reprinted in Advances in Behavioral Finance, Vol. 2, edited by Richard Thaler. New Jersey: Princeton University Press; New York: Russell Sage Foundation, July 2005, 102-129.

},
	month = {Aug 1998},
	pages = {189{\textendash}216},
	author = {K.A. Froot and E. Dabora}
}
@case {427451,
	title = {American International Group, Inc.},
	journal = {Harvard Business School Case},
	number = {200-026},
	year = {1999},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;
},
	month = {Dec 1999},
	url = {https://hbr.org/product/american-international-group-inc/200026-PDF-ENG},
	author = {Kenneth A. Froot and Heidi Cruz}
}
@article {441186,
	title = {Issues in the Pricing of Catastrophe Risk},
	journal = {Marsh \& McLennan},
	year = {2000},
	month = {Nov Dec 2000},
	author = {Kenneth A. Froot and Steven Posner}
}
@article {441581,
	title = {The Market for Catastrophe Risk: A Clinical Examination},
	journal = {Journal of Financial Economics},
	volume = {60},
	number = {2-3},
	year = {2001},
	note = {
	Revised from NBER Working Paper No. 8110, February 2001. Reprinted in\&nbsp;The Economics of Natural Hazards, part of the\&nbsp;International Library of Critical Writings in Economics series edited by Mark Blaug, U.K.: Edward Elgar Publishing, 2003.

},
	month = {May 2001},
	pages = {529{\textendash}571},
	author = {K.A. Froot}
}
@article {441596,
	title = {The Portfolio Flows of International Investors},
	journal = {Journal of Financial Economics},
	volume = {59},
	number = {2},
	year = {2001},
	note = {
	
		Revised from NBER Working Paper No. 6687 and HBS Working No. Paper 99-006, July 1998. Summarized in the NBER Reporter, 2000.
	
	
		Reprinted in International Capital Markets, R. Stulz and A. Karolyi, eds. U.K.: Edward Elgar Publishing, 2003.
	

},
	month = {Feb 2001},
	pages = {151{\textendash}193},
	author = {K.A. Froot and P. O{\textquoteright}Connell and M. Seasholes}
}
@booklet {428686,
	title = {Global Equity Markets: The Case of Royal Dutch and Shell},
	journal = {Harvard Business School Teaching Note},
	number = {201-093},
	year = {2001},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;
},
	author = {Kenneth A. Froot and Andre F. Perold}
}
@conference {427976,
	title = {Bank Capital and Risk Management: Issues for Banks and Regulators},
	booktitle = {7th Risk Management Round Table},
	volume = {8},
	year = {2001},
	note = {
	IFCI Geneva Research Paper No. 8

},
	month = {Apr 2001},
	publisher = {International Financial Risk Institute},
	organization = {International Financial Risk Institute},
	address = {Geneva, Switzerland},
	url = {http://www.riskmania.com/pdsdata/Bank\%20Capital\%20and\%20Risk\%20Management-Issues\%20for\%20Banks\%20and\%20Regulators.pdf },
	author = {Kenneth A. Froot}
}
@article {441586,
	title = {The Persistence of Emerging Market Equity Flows},
	journal = {Emerging Markets Review},
	volume = {3},
	number = {4},
	year = {2002},
	note = {
	Revised from NBER Working Paper no. 9241, HBS Working Paper no. 03-035, September 2002.

},
	month = {Dec 2002},
	pages = {338{\textendash}364},
	author = {K.A. Froot and J. Donohue}
}
@article {441601,
	title = {The Pricing of Event Risks with Parameter Uncertainty},
	journal = {Geneva Papers on Risk and Insurance},
	volume = {Theory 27},
	number = {2},
	year = {2002},
	note = {
	Revised from NBER Working Paper no. 8106, February 2001.

},
	month = {Dec 2002},
	pages = {153-165},
	author = {K.A. Froot and S. Posner}
}
@case {441321,
	title = {Pacific Salmon Company, Inc.},
	journal = {Harvard Business School Case},
	number = {205-031},
	year = {2004},
	note = {
Pacific Salmon Company, Inc. (CW)\&nbsp;Harvard Business School Spreadsheet Supplement
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/pacific-salmon-co-inc/205031-PDF-ENG},
	author = {Nabil N. El-Hage and Kenneth A. Froot and Christopher Edward James Payton}
}
@case {428741,
	title = {Innovation at the Treasury: Treasury Inflation-Protection Securities (B)},
	journal = {Harvard Business School Case},
	number = {204-113},
	year = {2004},
	note = {

Revised August 2004
Innovation at the Treasury: Treasury Inflation-Protection Securities (A)
Innovation at the Treasury: Treasury Inflation-Protection Securities (TN) (A) and (B)\&nbsp;Harvard Business School Teaching Note\&nbsp;205-015
Please contact the author for a copy of these publications\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	url = {https://hbr.org/product/innovation-at-the-treasury-treasury-inflation-protection-securities-b/204113-HCB-ENG},
	author = {Kenneth A. Froot and Peter A. Hecht and Christopher Edward James Payton}
}
@case {428736,
	title = {Innovation at the Treasury: Treasury Inflation-Protection Securities (A)},
	journal = {Harvard Business School Case},
	number = {204-112},
	year = {2004},
	note = {

Revised June 2004
Innovation at the Treasury: Treasury Inflation-Protection Securities (B)
Innovation at the Treasury: Treasury Inflation-Protection Securities (TN) (A) and (B) Harvard Business School Teaching Note 205-015
Please contact the author for a copy of these publications\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	url = {https://hbr.org/product/innovation-at-the-treasury-treasury-inflation-protection-securities-a/204112-HCB-ENG},
	author = {Kenneth A. Froot and Peter A. Hecht and Christopher Edward James Payton}
}
@article {428601,
	title = {Decomposing the Persistence of International Equity Flows},
	journal = {Finance Research Letters},
	volume = {1},
	number = {3},
	year = {2004},
	note = {
	Finance Research Letters,\&nbsp;Volume 1, Issue 3 (September 2004) (Revised from NBER Working Paper 9079)

},
	month = {2002},
	pages = {154-170},
	url = {http://www.nber.org/papers/w9079},
	author = {Kenneth A. Froot and Jessica D. Tjornhom}
}
@unpublished {427711,
	title = {Capital and Value of Risk Transfer: Presented at Actuarial Approach for Financial Risks},
	year = {2004},
	month = {Nov 2004},
	type = {(AFIR) Colloquium, Boston, MA},
	url = {http://www.hbs.edu/faculty/Publication\%20Files/capital_and_value_of_risk_transfer_e604a69d-0e0a-401f-ac49-0a63ad154589.pdf },
	author = {K. Froot and G. Venter and J. Major}
}
@case {441796,
	title = {UAL, 2004: Pulling Out of Bankruptcy},
	journal = {Harvard Business School Case},
	number = {205-090},
	year = {2005},
	abstract = {

Revised June 2006
UAL 2004: Pulling Out of Bankruptcy (CW)\&nbsp;Harvard Business School Spreadsheet Supplement\&nbsp;205-709
UAL, 2004: Pulling Out of Bankruptcy (TN)\&nbsp;Harvard Business School Teaching Note\&nbsp;209-128
Please contact the author for a copy of these publication bfucillo@hbs.edu
},
	url = {https://hbr.org/product/ual-2004-pulling-out-of-bankruptcy/205090-PDF-ENG},
	author = {Daniel Baird Bergstresser and Kenneth A. Froot and Darren Robert Smart}
}
@booklet {441801,
	title = {UAL 2004: Pulling Out of Bankruptcy (CW)},
	journal = {Harvard Business School Spreadsheet Supplement},
	number = {205-709},
	year = {2005},
	note = {
Revised November 2012
UAL, 2004: Pulling Out of Bankruptcy\&nbsp;Harvard Business School Case\&nbsp;205-090
UAL, 2004: Pulling Out of Bankruptcy (TN)\&nbsp;Harvard Business School Teaching Note\&nbsp;209-128
Please contact the author for a copy of this publication bfucillo@hbs.edu

},
	author = {Daniel Baird Bergstresser and Kenneth A. Froot and Darren Robert Smart}
}
@booklet {441326,
	title = {Pacific Salmon Company, Inc. (CW)},
	journal = {Harvard Business School Spreadsheet Supplement},
	number = {205-711},
	year = {2005},
	note = {
Revised March 2007
Pacific Salmon Company, Inc.\&nbsp;Harvard Business School Case\&nbsp;
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	author = {Nabil N. El-Hage and Kenneth A. Froot}
}
@article {428591,
	title = {Currency Returns, Intrinsic Value, and Institutional Investor Flows},
	journal = {Journal of Finance},
	volume = {60},
	number = {3},
	year = {2005},
	note = {
	Revised from NBER Working Paper no. 9101, August 2002 and HarvardBusiness School Working Paper no. 04036, December 2003.

},
	month = {Jun 2005},
	pages = {1535-1566},
	author = {Kenneth A. Froot and Tarun Ramadorai}
}
@case {441286,
	title = {Nephila: Innovation in Catastrophe Risk Insurance},
	journal = {Harvard Business School Case},
	number = {206-130},
	year = {2006},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/nephila-innovation-in-catastrophe-risk-insurance/206130-PDF-ENG},
	author = {Kenneth A. Froot and Michael Heinrich}
}
@case {428681,
	title = {Geeli},
	journal = {Harvard Business School Case},
	number = {206-105},
	year = {2006},
	note = {

Geeli (CW)\&nbsp;Harvard Business School Spreadsheet Supplement\&nbsp;206-710
Please contact the author for a copy of these publications\&nbsp;bfucillo@hbs.edu\&nbsp;


},
	url = {https://hbr.org/product/geeli/206105-PDF-ENG},
	author = {Jin, Li and Kenneth A. Froot and Si Ping May Yu}
}
@article {441346,
	title = {Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers},
	journal = {Journal of Risk and Insurance},
	volume = {74},
	number = {2},
	year = {2007},
	note = {
	
		Winner of Robert C. Witt Award Given annually for the best feature article in the Journal of Risk and Insurance presented by American Risk and Insurance Association.
	
	
		Revised from NBER Working Paper no. 10184, Harvard Business School Working Paper no. 04-035, December 2003.
	

},
	pages = {273{\textendash}299},
	author = {K.A. Froot}
}
@article {441566,
	title = {The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market},
	journal = {Risk Management and Insurance Review},
	volume = {11},
	number = {2},
	year = {2008},
	month = {Fall 2008},
	pages = {281-294},
	url = {http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6296.2008.00141.x/abstract},
	author = {Kenneth A. Froot}
}
@case {441266,
	title = {Measuring Investment Performance},
	journal = {Harvard Business School Background Note},
	number = {208-110},
	year = {2008},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	url = {https://hbr.org/product/measuring-investment-performance/208110-PDF-ENG},
	author = {Kenneth A. Froot and Andre F. Perold}
}
@article {441311,
	title = {On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance},
	journal = {Journal of Banking and Finance},
	volume = {32},
	number = {1},
	year = {2008},
	note = {
	
		Special Issue on Dynamics of Insurance Markets: Structure, Conduct, and Performance in the 21st Century
	
	
		Revised from NBER Working Paper No. 6011, April 1997, Harvard Business School Working Paper No. 98-024, 1997.
	

},
	month = {Jan 2008},
	pages = {69{\textendash}85},
	author = {K.A. Froot and P. O{\textquoteright}Connell}
}
@article {441416,
	title = {Style Investing and Institutional Investors},
	journal = {Journal of Financial and Quantitative Analysis},
	volume = {43},
	number = {4},
	year = {2008},
	note = {
	Revised from: Equity Style Returns and Institutional Investor Flows, Harvard Business School Working Paper No. 04-048, June 2004.

},
	month = {Dec 2008},
	pages = {883{\textendash}906},
	author = {Kenneth A. Froot and Melvyn Teo}
}
@article {428836,
	title = {Institutional Portfolio Flows and International Investments},
	journal = {Review of Financial Studies},
	volume = {21},
	number = {2},
	year = {2008},
	note = {
	Formerly The Information Content of International Portfolio Flows, revised from NBER Working Paper No. 8472, September 2001, Harvard Business School Working Paper No. 03-006, 2002, revised December 2005.

},
	month = {Mar 2008},
	pages = {937{\textendash}971},
	url = {http://rfs.oxfordjournals.org/content/21/2/937.full?keytype=ref\&siteid=revfin\&ijkey=aqsAX.iQrrtcc},
	author = {K.A. Froot and T. Ramadorai}
}
@booklet {441806,
	title = {UAL, 2004: Pulling Out of Bankruptcy (TN)},
	journal = {Harvard Business School Teaching Note},
	number = {209-128},
	year = {2009},
	note = {
UAL, 2004: Pulling Out of Bankruptcy\&nbsp;Harvard Business School Case\&nbsp;205-090
UAL 2004: Pulling Out of Bankruptcy (CW)\&nbsp;Harvard Business School Spreadsheet Supplement\&nbsp;205-709
Please contact the author for a copy of this publication bfucillo@hbs.edu
},
	author = {Daniel Baird Bergstresser and Kenneth A. Froot and Darren Robert Smart}
}
@booklet {428541,
	title = {BlackRock Money Market Management in September 2008 (B)},
	journal = {Harvard Business School Supplement},
	number = {209-139},
	year = {2009},
	note = {

Revised May 2010
BlackRock Money Market Management in September 2008 (A)
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;


},
	url = {https://hbr.org/product/blackrock-money-market-management-in-september-2008-b/209139-PDF-ENG},
	author = {Kenneth A. Froot and David Lane}
}
@case {427466,
	title = {BlackRock Money Market Management in September 2008 (A)},
	journal = {Harvard Business School Case},
	number = {209-101},
	year = {2009},
	note = {

Revised May 2010
BlackRock Money Market Management in September 2008 (B)
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	month = {Jun 2009},
	url = {https://hbr.org/product/blackrock-money-market-management-in-september-2008-a/209101-PDF-ENG},
	author = {Kenneth A. Froot and David Lane}
}
@inbook {441251,
	title = {Lessons from Catastrophe Reinsurance. Chap. 20},
	booktitle = {The Irrational Economist: Making Decisions in a Dangerous World},
	year = {2010},
	note = {
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu\&nbsp;
},
	pages = {171{\textendash}182},
	publisher = {PublicAffairs Books},
	organization = {PublicAffairs Books},
	address = {New York},
	abstract = {Of the 20 most costly catastrophes since 1970, more than half have occurred since 2001. Is this an omen of what the 21st century will be? How might we behave in this new, uncertain, and more dangerous environment? Will our actions be rational or irrational? A select group of scholars, innovators, and Nobel Laureates was asked to address challenges to rational decision making both in our day-to-day life and in the face of catastrophic threats such as climate changes, natural disasters, technological hazards, and human malevolence. At the crossroads of decision sciences, behavioral and neuro-economics, psychology, management, insurance, and finance, their contributions aim to introduce readers to the latest thinking and discoveries. The Irrational Economist challenges the conventional wisdom about how to make the right decisions in the new era we have entered. It reveals a profound revolution in thinking as understood by some of the greatest minds in our day and underscores the growing role and impact of economists and other social scientists as they guide our most important personal and societal decisions.},
	url = {https://www.amazon.com/Irrational-Economist-Making-Decisions-Dangerous/dp/B003NHR6VI},
	author = {Kenneth A. Froot}
}
@case {428731,
	title = {Innovating into Active ETFs: Factor Funds Capital Management LLC},
	journal = {Harvard Business School Case},
	number = {211-031},
	year = {2010},
	note = {

Revised May 2012
Harvard Business School Teaching Note 212-085
Please contact the author for a copy of these publications\&nbsp;bfucillo@hbs.edu\&nbsp;

},
	url = {https://hbr.org/product/innovating-into-active-etfs-factor-funds-capital-management-llc/211031-PDF-ENG},
	author = {Kenneth A. Froot and Lauren Cohen and Timothy Gray}
}
@article {428726,
	title = {How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios},
	journal = {Journal of Portfolio ​Management 38, no. 1 (Fall 2011): 60-68},
	year = {2011},
	month = {May 2011},
	url = {http://www.people.hbs.edu/kfroot/oldwebsite/cvpaperlinks/SSA_FX_Loss_Aversion_whitepaper.pdf},
	author = {Kenneth A. Froot and John Arabadjis and Sonya Cates and Stephen Lawrence}
}
@case {427471,
	title = {BlackRock Solutions},
	journal = {Harvard Business School Case},
	number = {211-082},
	year = {2011},
	note = {
Revised September 2011
Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
},
	month = {Apr 2011},
	url = {https://hbr.org/product/blackrock-solutions/211082-PDF-ENG},
	author = {Kenneth A. Froot and Scott Waggoner}
}
@article {441276,
	title = {Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective},
	journal = {Journal of Portfolio Management},
	volume = {40},
	number = {4},
	year = {2014},
	note = {
	
		Please contact the author for a copy of this publication\&nbsp;bfucillo@hbs.edu
	

},
	pages = {144-156},
	author = {Kenneth A. Froot and R. Bhargava and E. Cuipa and J. Arabadjis}
}
@article {487121,
	title = {What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?},
	journal = {Journal of Financial Economics},
	year = {2017},
	month = {2017},
	author = {Kenneth Froot and Namho Kang and Gideon Ozik and Ronnie Sadka}
}
@article {441571,
	title = {The Law of One Price Over 700 Years},
	journal = {Annals of Economics and Finance},
	year = {2019},
	author = {K.A. Froot and M. Kim and K. Rogoff}
}
@article {683127,
	title = {Competition Links and Stock Returns},
	journal = {Review of Financial Studies},
	year = {Forthcoming},
	month = {2022},
	author = {Kenneth A. Froot and Assaf Eisdorfer and Gideon Ozik and Ronnie Sadka}
}
@article {683126,
	title = {Predicting Performance Using Consumer Big Data},
	journal = {Journal of Portfolio Management},
	volume = {48},
	number = {5},
	year = {Forthcoming},
	month = {April 2022},
	author = {Kenneth A. Froot and Namho Kang and Gideon Ozik and Ronnie Sadka}
}
@workingpaper {441466,
	title = {The Determinants of Optimal Currency Hedging},
	year = {Working Paper},
	note = {
	Harvard Business School Working Paper\&nbsp;No. 97-011.

},
	month = {1996},
	author = {Kenneth A. Froot and Andr{\'e} Perold}
}
@workingpaper {441501,
	title = {The Information Content of International Portfolio Flows},
	year = {Working Paper},
	note = {
	National Bureau of Economic Research Working Paper\&nbsp;8472

},
	month = {2001},
	author = {Kenneth A. Froot and Tarun Ramadorai}
}
@workingpaper {441611,
	title = {The Risk Tolerance of International Investors},
	year = {Working Paper},
	note = {
	Harvard Business School Working Paper\&nbsp;No. 04-034

},
	month = {2004},
	author = {Kenneth A. Froot and Paul G. J. O{\textquoteright}Connell}
}
@workingpaper {428586,
	title = {Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals},
	year = {Working Paper},
	note = {National Bureau of Economic Research\&nbsp;Working Paper 9101
},
	month = {2002},
	url = {http:www.nber.org/papers/w9101},
	author = {Kenneth A. Froot and Tarun Ramadorai}
}
@workingpaper {428606,
	title = {Equity Style Returns and Institutional Investor Flows},
	year = {Working Paper},
	note = {
	National Bureau of Economic Research\&nbsp;Working Paper 10355

},
	month = {2004},
	url = {http://www.nber.org/papers/w10355},
	author = {Kenneth A. Froot and Melvyn Teo}
}
