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Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations

Frankel, Jeffrey A.; Froot, Kenneth A. - Institute of Business and Economic Research (IBER), … - 1986

Persistent link: https://www.econbiz.de/10010843338

Forward Discount Bias: Is It an Exchange Risk Premium?

Froot, Kenneth A.; Frankel, Jeffrey A. - Institute of Business and Economic Research (IBER), … - 1988

Persistent link: https://www.econbiz.de/10010843372

The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth A.; … - Institute of Business and Economic Research (IBER), … - 1990

Persistent link: https://www.econbiz.de/10010843373

Three Essays Using Survey Data on Exchange Rate Expectations

Frankel, Jeffrey A.; Froot, Kenneth A. - Institute of Business and Economic Research (IBER), … - 1986

Persistent link: https://www.econbiz.de/10010677918

Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt.

Frankel, Jeffrey A.; Froot, Kenneth A.; Alejandra … - Department of Economics, University of California-Berkeley - 1987

Persistent link: https://www.econbiz.de/10005518156

The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth A.; … - Department of Economics, University of California-Berkeley - 1990

Persistent link: https://www.econbiz.de/10005481397

Conditional mean-variance efficiency of the U.S. stock market

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth A.; … - Federal Reserve Bank of New York - 1989

Persistent link: https://www.econbiz.de/10005387239

Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data

Frankel, Jeffrey A.; Froot, Kenneth A. - Federal Reserve Board (Board of Governors of the … - 1986

Three surveys of exchange rate expectations allow us to measure directly the expected rates of return on yen versus dollars. Expectations of yen appreciation against the dollar have been (1) consistently large, (2) variable, and (3) greater than the forward premium, implying that investors were...

Persistent link: https://www.econbiz.de/10005712729

Tests of conditional mean-variance efficiency of the U.S. stock market

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth A.; … - In: Journal of Empirical Finance 2 (1995) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10005198987

Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data

Frankel, Jeffrey A.; Froot, Kenneth A. - In: Journal of the Japanese and International Economies 1 (1987) 3, pp. 249-274

Persistent link: https://www.econbiz.de/10005210829