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Ken Froot
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Risk management: Coordinating corporate investment and financing policies
KA Froot, DS Scharfstein, JC Stein
the Journal of Finance 48 (5), 1629-1658, 1993
42771993
Exchange rates and foreign direct investment: an imperfect capital markets approach
KA Froot, JC Stein
The quarterly journal of economics 106 (4), 1191-1217, 1991
22681991
Herd on the street: Informational inefficiencies in a market with short‐term speculation
KA Froot, DS Scharfstein, JC Stein
The Journal of Finance 47 (4), 1461-1484, 1992
16391992
Perspectives on PPP and long-run real exchange rates
KA Froot, K Rogoff
Handbook of international economics 3, 1647-1688, 1995
15891995
Anomalies: foreign exchange
KA Froot, RH Thaler
Journal of economic perspectives 4 (3), 179-192, 1990
14211990
Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach
KA Froot, JC Stein
Journal of financial economics 47 (1), 55-82, 1998
13061998
Using survey data to test some standard propositions regarding exchange rate expectations
JA Frankel, KA Froot
National Bureau of Economic Research Working Paper Series, 1985
12991985
The portfolio flows of international investors
KA Froot, PGJ O’connell, MS Seasholes
Journal of financial Economics 59 (2), 151-193, 2001
12922001
Exchange rate pass-through when market share matters
KA Froot, PD Klemperer
National Bureau of Economic Research, 1988
10441988
Chartists, fundamentalists, and trading in the foreign exchange market
JA Frankel, KA Froot
The American Economic Review 80 (2), 181-185, 1990
9541990
Forward discount bias: Is it an exchange risk premium?
KA Froot, JA Frankel
The Quarterly Journal of Economics 104 (1), 139-161, 1989
9131989
Intrinsic bubbles: The case of stock prices
KA Froot, M Obstfeld
National Bureau of Economic Research, 1989
8791989
How are stock prices affected by the location of trade?
KA Froot, EM Dabora
Journal of financial economics 53 (2), 189-216, 1999
8301999
Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
KA Froot
Journal of Financial and Quantitative Analysis 24 (3), 333-355, 1989
7511989
The market for catastrophe risk: a clinical examination
KA Froot
Journal of Financial Economics 60 (2-3), 529-571, 2001
6532001
A framework for risk management.
KA Froot, DS Scharfstein
Harvard Business Review 72 (6), 91-101, 1994
5551994
Chartists, fundamentalists and the demand for dollars
JA Frankel, K Froot
Available at SSRN 228045, 1991
4791991
Understanding the US dollar in the eighties: the expectations of chartists and fundamentalists
JA Frankel, KA Froot
Economic record 62 (1), 24-38, 1986
4421986
New hope for the expectations hypothesis of the term structure of interest rates
KA Froot
The Journal of Finance 44 (2), 283-305, 1989
4191989
Exchange-rate dynamics under stochastic regime shifts: A unified approach
KA Froot, M Obstfeld
Journal of international economics 31 (3-4), 203-229, 1991
3761991
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