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Publications by Type: Unpublished

1986
Froot, K.A., and S. van Wijnbergen. “Capital Flight, Policy Credibility, and the Option Value of Foreign Exchange.” Massachusetts Institute of Technology (MIT), 1986.
Froot, Kenneth A. “Currency Values in a Continuous Time Capital Asset Pricing Model Driven by Asset Supplies.” Massachusetts Institute of Technology (MIT), 1986.
1987
Froot, K.A. “Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets.” National Bureau of Economic Research Working Paper Series, 1987, 2362. Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets
1990
Froot, K.A. “Short Rates and Expected Asset Returns.” National Bureau of Economic Research Working Paper Series, 1990, 3247. Short Rates and Expected Asset Returns
1992
Froot, K.A., and K. Rogoff. “Government Consumption and the Real Exchange Rate: The Empirical Evidence.” Harvard University, 1992.
1993
Froot, Kenneth A. “Currency Hedging Over Long Horizons.” National Bureau of Economic Research Working Paper Series, 1993, 4355. Currency Hedging Over Long Horizons

Featured in the NBER Digest, October 1993. Harvard University, April 1993.

1994
Froot, K.A., and J. Hines. “Losing Interest: Interest Allocation Rules and the Cost of Debt Finance.” Harvard University, 1994.
Froot, K.A., and J. Hines. “Interest Allocation Rules and the Changing Cost of Debt Finance.” Harvard University, 1994.
2004
Froot, K., G. Venter, and J. Major. “Capital and Value of Risk Transfer: Presented at Actuarial Approach for Financial Risks,” 2004. Publisher's Version Capital and Value of Risk Transfer: Presented at Actuarial Approach for Financial Risks