%0 Journal Article %J Economic Record (Special Issue) %D 1986 %T Understanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists %A J. Frankel %A K.A. Froot %B Economic Record (Special Issue) %P 24–38 %8 Dec 1986 %G eng %0 Journal Article %J Marcus Wallenberg Papers in International Finance %D 1986 %T The Dollar as an Irrational Speculative Bubble: A Tale of Fundamentalists and Chartists %A Kenneth A. Froot %A Jeffrey A. Frankel %B Marcus Wallenberg Papers in International Finance %V 1 %P 27-55 %8 1986 %G eng %0 Unpublished Work %D 1986 %T Capital Flight, Policy Credibility, and the Option Value of Foreign Exchange %A K.A. Froot %A S. van Wijnbergen %B Massachusetts Institute of Technology (MIT) %G eng %0 Unpublished Work %D 1986 %T Currency Values in a Continuous Time Capital Asset Pricing Model Driven by Asset Supplies %A Kenneth A. Froot %B Massachusetts Institute of Technology (MIT) %G eng %0 Journal Article %J American Economic Review %D 1987 %T Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations %A J. Frankel %A K.A. Froot %B American Economic Review %V 77 %P 133–153 %8 Mar 1987 %G eng %N 1 %0 Journal Article %J Journal of the Japanese and International Economies %D 1987 %T Short-term and Long-term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data %A J. Frankel %A K.A. Froot %B Journal of the Japanese and International Economies %V 1 %P 249–274 %8 Sep 1987 %G eng %N 3 %0 Unpublished Work %D 1987 %T Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets %A K.A. Froot %B National Bureau of Economic Research Working Paper Series %8 Aug 1987 %G eng %N 2362 %0 Book Section %B Macroeconomics, Agriculture, and the Exchange Rates %D 1988 %T Explaining the Demand for Dollars: International Rates of Return, and the Expectations of Chartists and Fundamentalists %A J. Frankel %A K.A. Froot %E R. Chambers %E P. Paarlberg %B Macroeconomics, Agriculture, and the Exchange Rates %I Westview Press %C Boulder %P 25–88 %G eng %0 Conference Paper %B Fourth Economic Planning Agency International Symposium %D 1988 %T Adjustment of the U.S. and Japanese External Imbalances. In Papers and Proceedings %A K.A. Froot %E M. Yoshitomi %B Fourth Economic Planning Agency International Symposium %I Economic Planning Agency %C Japan %P 287–304 %G eng %0 Journal Article %J Journal of International Economics %D 1988 %T Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization %A K.A. Froot %B Journal of International Economics %V 25 %P 71–93 %8 Aug 1988 %G eng %N 1-2 %0 Journal Article %J Journal of International Money and Finance %D 1989 %T On the Consistency of Short-Run and Long-Run Exchange Rate Expectations %A K.A. Froot %A T. Ito %B Journal of International Money and Finance %V 8 %P 487–510 %8 Dec 1989 %G eng %N 4 %0 Journal Article %J Journal of Finance %D 1989 %T LDC Debt: Forgiveness, Indexation, and Investment Incentives %A K.A. Froot %A D. Scharfstein %A J. Stein %B Journal of Finance %V 44 %P 1335–1350 %8 Dec 1989 %G eng %N 5 %0 Journal Article %J Journal of Finance %D 1989 %T New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates %A K.A. Froot %B Journal of Finance %V 44 %P 283–305 %8 Jun 1989 %G eng %N 2 %0 Journal Article %J Quarterly Journal of Economics %D 1989 %T Forward Discount Bias: Is It an Exchange Risk Premium? %A K.A. Froot %A J. Frankel %B Quarterly Journal of Economics %V 104 %P 139–161 %8 Feb 1989 %G eng %N 1 %0 Journal Article %J International Economic Review %D 1989 %T Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief %A K.A. Froot %B International Economic Review %V 30 %P 49–70 %8 Feb 1989 %G eng %N 1 %0 Journal Article %J Journal of Financial and Quantitative Analysis %D 1989 %T Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data %A K.A. Froot %B Journal of Financial and Quantitative Analysis %V 24 %P 333–355 %8 Sep 1989 %G eng %N 3 %0 Journal Article %J American Economic Review %D 1989 %T Exchange Rate Pass-Through When Market Share Matters %A K.A. Froot %A P. Klemperer %B American Economic Review %V 79 %P 637–654 %8 Sep 1989 %G eng %N 4 %0 Book Section %B International Policy Coordination and Exchange Rate Fluctuations %D 1990 %T Multinational Corporations, Exchange Rates, and Direct Investment %A K.A. Froot %E W. Branson %E J. Frankel %E M. Goldstein %B International Policy Coordination and Exchange Rate Fluctuations %I University of Chicago Press %C Chicago %G eng %0 Report %D 1990 %T New Trading Practices and the Shortrun Predictability of the S&P 500 %A Kenneth A. Froot %A James F. Gammill Jr. %A André Perold %B Market Volatility and Investor Confidence %I Report to the board of Directors of the New York Stock Exchange %P G1: 1–27 %8 06/90 %G eng %0 Unpublished Work %D 1990 %T Short Rates and Expected Asset Returns %A K.A. Froot %B National Bureau of Economic Research Working Paper Series %8 May 1990 %G eng %N 3247 %0 Journal Article %J Private Behavior and Government Policy in Interdependent Economics %D 1990 %T Chartists, Fundamentalists and the Demand for Dollars %A Jeffrey A. Frankel %A Kenneth A. Froot %B Private Behavior and Government Policy in Interdependent Economics %P 73-128 %8 1987 %G eng %0 Journal Article %J American Economic Review %D 1990 %T Chartists, Fundamentalists, and Trading in the Foreign Exchange Market %A J. Frankel %A K.A. Froot %B American Economic Review %V 80 %P 181–185 %8 1990 %G eng %N 2 %0 Journal Article %J Journal of Economic Perspectives %D 1990 %T Anomalies: Foreign Exchange %A K.A. Froot %A Thaler, R. %B Journal of Economic Perspectives %V 4 %P 179–192 %8 Summer 1990 %G eng %N 3 %0 Journal Article %J Kinyu Journal %D 1991 %T U.S.—Japan Trade Developments Part 1 %A Kenneth A. Froot %B Kinyu Journal %V 9 %P 55-61 %G eng %0 Journal Article %J American Economic Review %D 1991 %T Intrinsic Bubbles: The Case of Stock Prices %A Kenneth A. Froot %A M. Obstfeld %B American Economic Review %V 81 %P 1189–1214 %8 Dec 1991 %G eng %N 5 %0 Journal Article %J U.S.-Japan Economic Forum %D 1991 %T Japanese Foreign Direct Investment %A K.A. Froot %B U.S.-Japan Economic Forum %V 1 %8 1991 %G eng %0 Book %D 1991 %T Market-Based Debt Reduction for Developing Countries: Principles and Prospects %A Stijn Claessens %A Diwan, Ishac %A Kenneth A. Froot %A Paul R. Krugman %7 16 %I The World Bank %C Washington DC %G eng %U http://documents.worldbank.org/curated/en/1991/02/724571/market-based-debt-reduction-developing-countries-principles-prospects %0 Case %D 1991 %T Mid Ocean Limited: Trading Catastrophe Index Options %A Kenneth A. Froot %A Markus Mullarkey %B Harvard Business School Case %G eng %U https://hbr.org/product/mid-ocean-ltd-trading-catastrophe-index-options/298073-PDF-ENG %N 298-073 %0 Journal Article %J Econometrica %D 1991 %T Stochastic Process Switching: Some Simple Solutions %A K.A. Froot %A M. Obstfeld %B Econometrica %V 59 %P 241–250 %8 Jan 1991 %G eng %N 1 %0 Journal Article %J International Spectator %D 1991 %T Strategic Trade Policies in a Tripolar World %A Kenneth A. Froot %A D. B. Yoffie %B International Spectator %V 26 %P 3–28 %8 Jul-Sep 1991 %G eng %U http://www.tandfonline.com/doi/abs/10.1080/03932729108457943 %N 3 %0 Journal Article %J Quarterly Journal of Economics %D 1991 %T Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach %A K.A. Froot %A Jeremy Stein %B Quarterly Journal of Economics %V 106 %P 1191–1217 %8 Nov 1991 %G eng %N 4 %0 Journal Article %J Journal of International Economics %D 1991 %T Exchange-rate Dynamics under Stochastic Regime Shifts: A Unified Approach %A K.A. Froot %A M. Obstfeld %B Journal of International Economics %V 31 %P 203–229 %8 Nov 1991 %G eng %N 3-4 %0 Book Section %B U.S.-Japan Economic Forum %D 1992 %T U.S.-Japan Trade Today %A Kenneth A. Froot %E M. Feldstein %E Y. Kosai %B U.S.-Japan Economic Forum %I National Bureau of Economic Research %C Cambridge %V 2 %G eng %0 Book Section %B Macroeconomics Annual 1991 %D 1992 %T The EMS, the EMU and the Transition to a Common Currency %A K.A. Froot %A K. Rogoff %A S. Fischer %E O. Blanchard %B Macroeconomics Annual 1991 %I MIT Press %C Cambridge %P 269–327 %G eng %U http://www.nber.org/chapters/c10979 %0 Case %D 1992 %T Note on Commodity Futures %A Nancy Donohue %A Kenneth A. Froot %A Jay O. Light %B Harvard Business School Background Note %G eng %U https://hbr.org/product/note-on-commodity-futures/293018-PDF-ENG %N 293-018 %0 Journal Article %J Journal of Applied Corporate Finance %D 1992 %T Shareholder Trading Practices and Corporate Investment Horizons %A Kenneth A. Froot %A André Perold %A J. Stein %B Journal of Applied Corporate Finance %V 5 %P 42–58 %8 Summer 1992 %G eng %N 2 %0 Unpublished Work %D 1992 %T Government Consumption and the Real Exchange Rate: The Empirical Evidence %A K.A. Froot %A K. Rogoff %B Harvard University %8 Jan 1992 %G eng %0 Journal Article %J Journal of Finance %D 1992 %T Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation %A Kenneth A. Froot %A David S. Scharfstein %A Jeremy Stein %B Journal of Finance %V 47 %P 1461–1484 %G eng %N 4 %0 Case %D 1992 %T Intel Corp.--1992 %A Kenneth A. Froot %B Harvard Business School Case %G eng %U https://hbr.org/product/intel-corp-1992-spanish-version/203S04-PDF-SPA %N 292-106 %0 Journal Article %J International Business Reader %D 1992 %T Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market %A Kenneth A. Froot %B International Business Reader %8 1990 %G eng %U http://www.nber.org/papers/w3470 %0 Journal Article %J MIDAMERICA Institute %D 1993 %T What about International Experiences and Migrating Markets? %A Kenneth A. Froot %A John Y. Campbell %B MIDAMERICA Institute %8 Jul 1997 %G eng %0 Case %D 1993 %T La Nacional and the Huites Dam Project %A Kenneth A. Froot %B Harvard Business School Case %G eng %N 293-138 %0 Case %D 1993 %T PepsiCo Bottling in Mexico %A Kenneth A. Froot %B Harvard Business School Case %G eng %U https://hbr.org/product/pepsico-bottling-in-mexico/293137-PDF-ENG %N 293-137 %0 Journal Article %J Journal of Finance %D 1993 %T Risk Management: Coordinating Corporate Investment and Financing Policies %A Kenneth A. Froot %A David S. Scharfstein %A Jeremy Stein %B Journal of Finance %V 48 %P 1629–1658 %8 Dec 1993 %G eng %N 5 %0 Journal Article %J Cuadernos económicos de I.C.E. %D 1993 %T On the Speculative Efficiency of the Foreign Exchange Market %A K.A. Froot %B Cuadernos económicos de I.C.E. %P 7-30 %8 Mar 1993 %G eng %0 Book Section %B Regionalism and Rivalry: Japan and the United States in Pacific Asia %D 1993 %T Trading Blocs and the Incentive to Protect: Implications for Japan and East Asia %A K.A. Froot %A B. Yoffie %A M. Kahler %E J. Frankel %B Regionalism and Rivalry: Japan and the United States in Pacific Asia %I University of Chicago Press %C Chicago %P 125–156 %G eng %0 Unpublished Work %D 1993 %T Currency Hedging Over Long Horizons %A Kenneth A. Froot %B National Bureau of Economic Research Working Paper Series %G eng %N 4355 %0 Case %D 1993 %T An Investment Linked to Commodity Futures %A Kenneth A. Froot %A Jay O. Light %A Nancy Donohue %B Harvard Business School Case %8 Jul 1993 %G eng %U https://hbr.org/product/an-investment-linked-to-commodity-futures/293017-PDF-ENG %N 293-017 %0 Book Section %B The Internationalization of Equity Markets %D 1994 %T International Experiences with Securities Transaction Taxes %A Kenneth A. Froot %A John Y. Campbell %E J. Frankel %B The Internationalization of Equity Markets %I University of Chicago Press %C Chicago and London %P 277-308 %G eng %0 Book Section %B The Transition in Eastern Europe (Restructuring) %D 1994 %T Introduction and Overview: The Transition Economies of Eastern Europe %E K.A. Froot %E O. Blanchard %E J. Sachs %B The Transition in Eastern Europe (Restructuring) %I University of Chicago Press %C Chicago %V 2 %P 1-18 %G eng %0 Unpublished Work %D 1994 %T Losing Interest: Interest Allocation Rules and the Cost of Debt Finance %A K.A. Froot %A J. Hines %B Harvard University %G eng %0 Book Section %B Securities Transaction Taxes: False Hopes and Unintended Consequences %D 1994 %T Securities Transaction Taxes: What about International Experiences Migrating Markets? %A K.A. Froot %A Campbell, J. %B Securities Transaction Taxes: False Hopes and Unintended Consequences %I Irwin Professional Publishing %C Chicago %G eng %U https://www.amazon.com/Securities-Transaction-Taxes-Unintended-Consequences/dp/0786303549 %0 Book %D 1994 %T The Transition in Eastern Europe. v.1: Country Studies %E O. Blanchard %E K. Froot %E J. Sachs %I University of Chicago Press %C Chicago %G eng %U http://press.uchicago.edu/ucp/books/book/chicago/T/bo3631770.html %0 Book %D 1994 %T The Transition in Eastern Europe. v.2: Restructuring %A J. Sachs %E O. Blanchard %E K.A. Froot %I University of Chicago Press %C Chicago %G eng %U http://press.uchicago.edu/ucp/books/book/chicago/T/bo3632626.html %0 Unpublished Work %D 1994 %T Interest Allocation Rules and the Changing Cost of Debt Finance %A K.A. Froot %A J. Hines %B Harvard University %G eng %0 Journal Article %J Harvard Business Review %D 1994 %T A Framework for Risk Management %A K. Froot %A David S. Scharfstein %A J. Stein %B Harvard Business Review %V 72 %P 91-102 %8 Nov/Dec 1994 %G eng %N 6 %0 Book Section %B In The Transition in Eastern Europe (Restructuring) %D 1994 %T Foreign Direct Investment in Eastern Europe: Some Economic Considerations %A Kenneth A. Froot %A J. Sachs %E O. Blanchard %E K. Froot %B In The Transition in Eastern Europe (Restructuring) %I University of Chicago Press %C Chicago %V 2 %P 293-318 %G eng %0 Journal Article %J Viewpoint %D 1995 %T The Emerging Asset Class: Insurance Risk %A K.A. Froot %A B. Murphy %A A. Stern %A S. Usher %B Viewpoint %V 24 %P 19–28 %8 Summer 1995 %G eng %N 3 %0 Book %D 1995 %T The Global Financial System: A Functional Perspective %A D. B. Crane %A K.A. Froot %A S.P Mason %A A. Perold %A R. C. Merton %A Z. Bodie %A E. R. Sirri %A P. Tufano %I Harvard Business School Press %C Boston %G eng %U https://www.amazon.com/Global-Financial-System-Kenneth-Froot/dp/087584622X %0 Journal Article %J Journal of Futures Markets %D 1995 %T New Trading Practices & Short-run Market Efficiency %A Kenneth A. Froot %A Andre F. Perold %B Journal of Futures Markets %V 15 %P 731-765 %G eng %N 7 %0 Book Section %B Handbook of International Economics %D 1995 %T Perspectives on PPP and Long-Run Real Exchange Rates. Chap. 32 %A K.A. Froot %A K. Rogoff %X

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—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–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.

%B Handbook of International Economics %I Science Direct %P 1647–1688 %G eng %U http://www.sciencedirect.com/science/article/pii/S1573440405800127 %0 Case %D 1995 %T Syscom Computers %A Kenneth A. Froot %A Peter Tufano %A Chris L Marshall %B Harvard Business School Case %G eng %U https://hbr.org/product/syscom-computers/295094-PDF-ENG %N 295-094 %0 Book Section %B Taxing Multinational Corporations %D 1995 %T The Tax Treatment of Interest and the Operations of U.S. Multinationals %A Kenneth A. Froot %A J. Hines %A G. Hubbard %E M. Feldstein %B Taxing Multinational Corporations %I University of Chicago Press %C Chicago %P 81–93 %G eng %0 Journal Article %J Journal of Empirical Finance %D 1995 %T Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market %A C. Engel %A J. Frankel %A K. Froot %A T. Rodrigues %B Journal of Empirical Finance %V 2 %P 3-18 %8 Mar 1995 %G eng %0 Case %D 1995 %T Futures on the Mexican Peso %A Kenneth A. Froot %A Matthew McBrady %A Mark Seasholes %B Harvard Business School Case %G eng %U https://hbr.org/product/futures-on-the-mexican-peso/296004-PDF-ENG %N 296-004 %0 Journal Article %J Journal of Portfolio Management %D 1995 %T Hedging Portfolios with Real Assets %A Kenneth A. Froot %B Journal of Portfolio Management %V 21 %P 60-77 %8 1994 %G eng %N 4 %0 Book Section %B The Global Financial System: A Functional Perspective %D 1995 %T Incentive Problems in Financial Contracting: Impacts on Corporate Financing, Investment & Risk Management Policies %E Kenneth A. Froot %B The Global Financial System: A Functional Perspective %P 225-261 %8 1994 %G eng %0 Book Section %B The Effects of Taxation on Multinational Corporations %D 1995 %T Interest Allocation Rules, Financing Patterns, and the Operations of US Multinationals %A K.A. Froot %A J. Hines %A G. Hubbard %E M. Feldstein %B The Effects of Taxation on Multinational Corporations %I University of Chicago Press %C Chicago %P 277–307 %G eng %0 Generic %D 1995 %T Cross-Border Valuation %A Kenneth A. Froot %A W. Carl Kester %B Harvard Business School Background Note %G eng %U https://hbr.org/product/cross-border-valuation/295100-PDF-ENG %N 295-100 %0 Case %D 1996 %T The 1994-95 Mexican Peso Crisis %A Kenneth A. Froot %A Matthew McBrady %B Harvard Business School Case %G eng %U https://hbr.org/product/1994-95-mexican-peso-crisis/296056-PDF-ENG %N 296-056 %0 Case %D 1996 %T Telmex PRIDES %A Kenneth A. Froot %A Mark Seasholes %B Harvard Business School Case %G eng %N 296-009 %0 Case %D 1996 %T Grupo Sidek (A) %A Kenneth A. Froot %A Alberto Moel %B Harvard Business School Case %G eng %U https://hbr.org/product/grupo-sidek-a/297022-PDF-ENG %N 297-022 %0 Case %D 1996 %T Grupo Sidek (B) %A Kenneth A. Froot %A Alberto Moel %B Harvard Business School Case %G eng %U https://hbr.org/product/grupo-sidek-b/297023-PDF-ENG %N 297-023 %0 Case %D 1997 %T USAA: Catastrophe Risk Financing %A Kenneth A. Froot %A Mark Seasholes %B Harvard Business School Case %G eng %U https://hbr.org/product/usaa-catastrophe-risk-financing/298007-PDF-ENG %N 298-007 %0 Journal Article %J Journal of Financial Economics %D 1998 %T Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach %A K.A. Froot %A J. Stein %B Journal of Financial Economics %V 47 %P 55–82 %8 Jan 1998 %G eng %N 1 %0 Journal Article %J Journal of Applied Corporate Finance %D 1998 %T A New Approach to Capital Budgeting for Financial Institutions %A K.A. Froot %A J. Stein %B Journal of Applied Corporate Finance %V 11 %P 59–69 %8 1998 %G eng %N 2 %0 Case %D 1998 %T Collateralized Loan Obligations and the Bistro Trust %A Kenneth A. Froot %A Ivan G. Farman %B Harvard Business School Case %8 Nov 1998 %G eng %U https://hbr.org/product/collateralized-loan-obligations-and-the-bistro-trust/299016-PDF-ENG %N 299-016 %0 Book Section %D 1998 %T Comment on: Regional Patterns in the Law of One Price %A Kenneth A. Froot %I University of Chicago Press %C Chicago and London %P 184-186 %G eng %0 Case %D 1998 %T Commercial Financial Services, Inc.: Securitization of Charged-off Credit Card Receivables %A Kenneth A. Froot %A Ivan G. Farman %B Harvard Business School Case %8 Oct 1998 %G eng %U https://hbr.org/product/commercial-financial-services-inc-securitization-of-charged-off-credit-card-receivables/299023-PDF-ENG %N 299-023 %0 Journal Article %J Risk Management and Insurance Review %D 1999 %T The Evolving Market for Catastrophe Event Risk %A K.A. Froot %B Risk Management and Insurance Review %V 2 %P 1–28 %8 Fall 1999 %G eng %N 3 %0 Book %D 1999 %T The Financing of Catastrophe Risk %E Kenneth A. Froot %I University of Chicago Press %C Chicago %G eng %U http://press.uchicago.edu/ucp/books/book/chicago/F/bo3615805.html %0 Book Section %B The Financing of Catastrophe Risk %D 1999 %T The Limited Financing of Catastrophe Risk: An Overview %A K.A. Froot %B The Financing of Catastrophe Risk %I University of Chicago Press %C Chicago %P 1-22 %G eng %0 Book Section %B The Financing of Catastrophe Risk %D 1999 %T The Pricing of US Catastrophe Reinsurance %A K.A. Froot %A P. O'Connell %B The Financing of Catastrophe Risk %I University of Chicago Press %C Chicago %P 195–232 %G eng %0 Journal Article %J Journal of Financial Economics %D 1999 %T How Are Stock Prices Affected by the Location of Trade? %A K.A. Froot %A E. Dabora %B Journal of Financial Economics %V 53 %P 189–216 %8 Aug 1998 %G eng %N 2 %0 Case %D 1999 %T American International Group, Inc. %A Kenneth A. Froot %A Heidi Cruz %B Harvard Business School Case %8 Dec 1999 %G eng %U https://hbr.org/product/american-international-group-inc/200026-PDF-ENG %N 200-026 %0 Journal Article %J Marsh & McLennan %D 2000 %T Issues in the Pricing of Catastrophe Risk %A Kenneth A. Froot %A Steven Posner %B Marsh & McLennan %8 Nov Dec 2000 %G eng %0 Journal Article %J Journal of Financial Economics %D 2001 %T The Market for Catastrophe Risk: A Clinical Examination %A K.A. Froot %B Journal of Financial Economics %V 60 %P 529–571 %8 May 2001 %G eng %N 2-3 %0 Journal Article %J Journal of Financial Economics %D 2001 %T The Portfolio Flows of International Investors %A K.A. Froot %A P. O'Connell %A M. Seasholes %B Journal of Financial Economics %V 59 %P 151–193 %8 Feb 2001 %G eng %N 2 %0 Generic %D 2001 %T Global Equity Markets: The Case of Royal Dutch and Shell %A Kenneth A. Froot %A Andre F. Perold %B Harvard Business School Teaching Note %G eng %N 201-093 %0 Conference Paper %B 7th Risk Management Round Table %D 2001 %T Bank Capital and Risk Management: Issues for Banks and Regulators %A Kenneth A. Froot %B 7th Risk Management Round Table %I International Financial Risk Institute %C Geneva, Switzerland %V 8 %8 Apr 2001 %G eng %U http://www.riskmania.com/pdsdata/Bank%20Capital%20and%20Risk%20Management-Issues%20for%20Banks%20and%20Regulators.pdf %0 Journal Article %J Emerging Markets Review %D 2002 %T The Persistence of Emerging Market Equity Flows %A K.A. Froot %A J. Donohue %B Emerging Markets Review %V 3 %P 338–364 %8 Dec 2002 %G eng %N 4 %0 Journal Article %J Geneva Papers on Risk and Insurance %D 2002 %T The Pricing of Event Risks with Parameter Uncertainty %A K.A. Froot %A S. Posner %B Geneva Papers on Risk and Insurance %V Theory 27 %P 153-165 %8 Dec 2002 %G eng %N 2 %0 Case %D 2004 %T Pacific Salmon Company, Inc. %A Nabil N. El-Hage %A Kenneth A. Froot %A Christopher Edward James Payton %B Harvard Business School Case %G eng %U https://hbr.org/product/pacific-salmon-co-inc/205031-PDF-ENG %N 205-031 %0 Case %D 2004 %T Innovation at the Treasury: Treasury Inflation-Protection Securities (A) %A Kenneth A. Froot %A Peter A. Hecht %A Christopher Edward James Payton %B Harvard Business School Case %G eng %U https://hbr.org/product/innovation-at-the-treasury-treasury-inflation-protection-securities-a/204112-HCB-ENG %N 204-112 %0 Case %D 2004 %T Innovation at the Treasury: Treasury Inflation-Protection Securities (B) %A Kenneth A. Froot %A Peter A. Hecht %A Christopher Edward James Payton %B Harvard Business School Case %G eng %U https://hbr.org/product/innovation-at-the-treasury-treasury-inflation-protection-securities-b/204113-HCB-ENG %N 204-113 %0 Journal Article %J Finance Research Letters %D 2004 %T Decomposing the Persistence of International Equity Flows %A Kenneth A. Froot %A Jessica D. Tjornhom %B Finance Research Letters %V 1 %P 154-170 %8 2002 %G eng %U http://www.nber.org/papers/w9079 %N 3 %0 Unpublished Work %D 2004 %T Capital and Value of Risk Transfer: Presented at Actuarial Approach for Financial Risks %A K. Froot %A G. Venter %A J. Major %8 Nov 2004 %G eng %U http://www.hbs.edu/faculty/Publication%20Files/capital_and_value_of_risk_transfer_e604a69d-0e0a-401f-ac49-0a63ad154589.pdf %9 (AFIR) Colloquium, Boston, MA %0 Case %D 2005 %T UAL, 2004: Pulling Out of Bankruptcy %A Daniel Baird Bergstresser %A Kenneth A. Froot %A Darren Robert Smart %X

%B Harvard Business School Case %G eng %U https://hbr.org/product/ual-2004-pulling-out-of-bankruptcy/205090-PDF-ENG %N 205-090 %0 Generic %D 2005 %T UAL 2004: Pulling Out of Bankruptcy (CW) %A Daniel Baird Bergstresser %A Kenneth A. Froot %A Darren Robert Smart %B Harvard Business School Spreadsheet Supplement %G eng %N 205-709 %0 Generic %D 2005 %T Pacific Salmon Company, Inc. (CW) %A Nabil N. El-Hage %A Kenneth A. Froot %B Harvard Business School Spreadsheet Supplement %G eng %N 205-711 %0 Journal Article %J Journal of Finance %D 2005 %T Currency Returns, Intrinsic Value, and Institutional Investor Flows %A Kenneth A. Froot %A Tarun Ramadorai %B Journal of Finance %V 60 %P 1535-1566 %8 Jun 2005 %G eng %N 3 %0 Case %D 2006 %T Nephila: Innovation in Catastrophe Risk Insurance %A Kenneth A. Froot %A Michael Heinrich %B Harvard Business School Case %G eng %U https://hbr.org/product/nephila-innovation-in-catastrophe-risk-insurance/206130-PDF-ENG %N 206-130 %0 Case %D 2006 %T Geeli %A Jin, Li %A Kenneth A. Froot %A Si Ping May Yu %B Harvard Business School Case %G eng %U https://hbr.org/product/geeli/206105-PDF-ENG %N 206-105 %0 Journal Article %J Journal of Risk and Insurance %D 2007 %T Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers %A K.A. Froot %B Journal of Risk and Insurance %V 74 %P 273–299 %G eng %N 2 %0 Journal Article %J Risk Management and Insurance Review %D 2008 %T The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market %A Kenneth A. Froot %B Risk Management and Insurance Review %V 11 %P 281-294 %8 Fall 2008 %G eng %U http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6296.2008.00141.x/abstract %N 2 %0 Case %D 2008 %T Measuring Investment Performance %A Kenneth A. Froot %A Andre F. Perold %B Harvard Business School Background Note %G eng %U https://hbr.org/product/measuring-investment-performance/208110-PDF-ENG %N 208-110 %0 Journal Article %J Journal of Banking and Finance %D 2008 %T On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance %A K.A. Froot %A P. O'Connell %B Journal of Banking and Finance %V 32 %P 69–85 %8 Jan 2008 %G eng %N 1 %0 Journal Article %J Journal of Financial and Quantitative Analysis %D 2008 %T Style Investing and Institutional Investors %A Kenneth A. Froot %A Melvyn Teo %B Journal of Financial and Quantitative Analysis %V 43 %P 883–906 %8 Dec 2008 %G eng %N 4 %0 Journal Article %J Review of Financial Studies %D 2008 %T Institutional Portfolio Flows and International Investments %A K.A. Froot %A T. Ramadorai %B Review of Financial Studies %V 21 %P 937–971 %8 Mar 2008 %G eng %U http://rfs.oxfordjournals.org/content/21/2/937.full?keytype=ref&siteid=revfin&ijkey=aqsAX.iQrrtcc %N 2 %0 Generic %D 2009 %T UAL, 2004: Pulling Out of Bankruptcy (TN) %A Daniel Baird Bergstresser %A Kenneth A. Froot %A Darren Robert Smart %B Harvard Business School Teaching Note %G eng %N 209-128 %0 Generic %D 2009 %T BlackRock Money Market Management in September 2008 (B) %A Kenneth A. Froot %A David Lane %B Harvard Business School Supplement %G eng %U https://hbr.org/product/blackrock-money-market-management-in-september-2008-b/209139-PDF-ENG %N 209-139 %0 Case %D 2009 %T BlackRock Money Market Management in September 2008 (A) %A Kenneth A. Froot %A David Lane %B Harvard Business School Case %8 Jun 2009 %G eng %U https://hbr.org/product/blackrock-money-market-management-in-september-2008-a/209101-PDF-ENG %N 209-101 %0 Book Section %B The Irrational Economist: Making Decisions in a Dangerous World %D 2010 %T Lessons from Catastrophe Reinsurance. Chap. 20 %A Kenneth A. Froot %X

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.

%B The Irrational Economist: Making Decisions in a Dangerous World %I PublicAffairs Books %C New York %P 171–182 %G eng %U https://www.amazon.com/Irrational-Economist-Making-Decisions-Dangerous/dp/B003NHR6VI %0 Case %D 2010 %T Innovating into Active ETFs: Factor Funds Capital Management LLC %A Kenneth A. Froot %A Lauren Cohen %A Timothy Gray %B Harvard Business School Case %G eng %U https://hbr.org/product/innovating-into-active-etfs-factor-funds-capital-management-llc/211031-PDF-ENG %N 211-031 %0 Journal Article %J Journal of Portfolio ​Management 38, no. 1 (Fall 2011): 60-68 %D 2011 %T How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios %A Kenneth A. Froot %A John Arabadjis %A Sonya Cates %A Stephen Lawrence %B Journal of Portfolio ​Management 38, no. 1 (Fall 2011): 60-68 %8 May 2011 %G eng %U http://www.people.hbs.edu/kfroot/oldwebsite/cvpaperlinks/SSA_FX_Loss_Aversion_whitepaper.pdf %0 Case %D 2011 %T BlackRock Solutions %A Kenneth A. Froot %A Scott Waggoner %B Harvard Business School Case %8 Apr 2011 %G eng %U https://hbr.org/product/blackrock-solutions/211082-PDF-ENG %N 211-082 %0 Journal Article %J Journal of Portfolio Management %D 2014 %T Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective %A Kenneth A. Froot %A R. Bhargava %A E. Cuipa %A J. Arabadjis %B Journal of Portfolio Management %V 40 %P 144-156 %G eng %N 4 %0 Journal Article %J Journal of Financial Economics %D 2017 %T What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns? %A Kenneth Froot %A Namho Kang %A Gideon Ozik %A Ronnie Sadka %B Journal of Financial Economics %8 2017 %G eng %0 Journal Article %J Annals of Economics and Finance %D 2019 %T The Law of One Price Over 700 Years %A K.A. Froot %A M. Kim %A K. Rogoff %B Annals of Economics and Finance %G eng %0 Journal Article %J Review of Financial Studies %D Forthcoming %T Competition Links and Stock Returns %A Kenneth A. Froot %A Assaf Eisdorfer %A Gideon Ozik %A Ronnie Sadka %B Review of Financial Studies %8 2022 %G eng %0 Journal Article %J Journal of Portfolio Management %D Forthcoming %T Predicting Performance Using Consumer Big Data %A Kenneth A. Froot %A Namho Kang %A Gideon Ozik %A Ronnie Sadka %B Journal of Portfolio Management %V 48 %8 April 2022 %G eng %N 5 %0 Generic %D Working Paper %T The Determinants of Optimal Currency Hedging %A Kenneth A. Froot %A André Perold %8 1996 %G eng %0 Generic %D Working Paper %T The Information Content of International Portfolio Flows %A Kenneth A. Froot %A Tarun Ramadorai %8 2001 %G eng %0 Generic %D Working Paper %T The Risk Tolerance of International Investors %A Kenneth A. Froot %A Paul G. J. O'Connell %8 2004 %G eng %0 Generic %D Working Paper %T Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals %A Kenneth A. Froot %A Tarun Ramadorai %8 2002 %G eng %U http:www.nber.org/papers/w9101 %0 Generic %D Working Paper %T Equity Style Returns and Institutional Investor Flows %A Kenneth A. Froot %A Melvyn Teo %8 2004 %G eng %U http://www.nber.org/papers/w10355