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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

On the pricing of intermediated risks: Theory and application to catastrophe reinsurance

Froot, Kenneth A.; O'Connell, Paul G.J. - In: Journal of Banking & Finance 32 (2008) 1, pp. 69-85

Persistent link: https://www.econbiz.de/10005201160

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

The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market

Froot, Kenneth A. - In: Risk Management and Insurance Review 11 (2008) 2, pp. 281-294

Persistent link: https://www.econbiz.de/10010565199

The Evolving Market for Catastrophic Event Risk

Froot, Kenneth A. - In: Risk Management and Insurance Review 2 (1999) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10010565284

Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists

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

Persistent link: https://www.econbiz.de/10010677917

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

The Financing of Catastrophe Risk

Froot, Kenneth A. (contributor) - University of Chicago Press

Persistent link: https://www.econbiz.de/10010635413

Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers

Froot, Kenneth A. - In: Journal of Risk & Insurance 74 (2007) 2, pp. 273-299

This article builds on Froot and Stein in developing a framework for analyzing the risk allocation, capital budgeting, and capital structure decisions facing insurers and reinsurers. The model incorporates three key features: (i) value-maximizing insurers and reinsurers face product-market as...

Persistent link: https://www.econbiz.de/10005324466

Perspectives on PPP and long-run real exchange rates

Froot, Kenneth A.; Rogoff, Kenneth - In: Handbook of International Economics

Persistent link: https://www.econbiz.de/10005329473