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The evolving market for catastrophic event risk
Froot, Kenneth - In: Risk management : the state of the art, (pp. 37-65). 2002
Persistent link: https://www.econbiz.de/10001698277
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The pricing of event risks with parameter uncertainty
Froot, Kenneth - In: The Geneva papers on risk and insurance theory 27 (2002) 2, pp. 153-165
Persistent link: https://www.econbiz.de/10001742320
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The evolving market for catastrophic event risk
Froot, Kenneth - In: Risk management and insurance review 2 (1999) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10001499373
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New hope for the expectations hypothesis of the term structure of interest rates
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10000730428
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Short rates and expected asset returns
Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10000806729
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Currency hedging over long horizons
Froot, Kenneth - 1993
Persistent link: https://www.econbiz.de/10000867502
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On the efficiency of foreign exchange markets
Froot, Kenneth - 1992
Persistent link: https://www.econbiz.de/10000930920
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Sobre la eficiencia de los mercados de divisas
Froot, Kenneth - In: Información comercial española / Cuadernos económicos (1993), pp. 7-29
Persistent link: https://www.econbiz.de/10001163513
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New hope for the expectations hypothesis of the term structure of interest rates
Froot, Kenneth - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 283-305
Persistent link: https://www.econbiz.de/10001072936
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Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
Froot, Kenneth - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 3, pp. 333-355
Persistent link: https://www.econbiz.de/10001074010