Kenneth A. Froot : Citation Profile


Are you Kenneth A. Froot?

Harvard University
National Bureau of Economic Research (NBER)

34

H index

51

i10 index

6178

Citations

RESEARCH PRODUCTION:

33

Articles

70

Papers

4

Books

12

Chapters

RESEARCH ACTIVITY:

   31 years (1985 - 2016). See details.
   Cites by year: 199
   Journals where Kenneth A. Froot has often published
   Relations with other researchers
   Recent citing documents: 306.    Total self citations: 37 (0.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr60
   Updated: 2021-09-11    RAS profile: 2012-03-29    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenneth A. Froot.

Is cited by:

MacDonald, Ronald (62)

Chinn, Menzie (58)

Frankel, Jeffrey (57)

Hommes, Cars (51)

Menkhoff, Lukas (47)

Verschoor, Willem (44)

Wolff, Christian (39)

Cheung, Yin-Wong (37)

Sarno, Lucio (37)

Engel, Charles (36)

Taylor, Mark (35)

Cites to:

Campbell, John (22)

Shleifer, Andrei (19)

Frankel, Jeffrey (18)

Stein, Jeremy (12)

Shiller, Robert (10)

Summers, Lawrence (9)

Stulz, René (9)

Clarida, Richard (8)

Mankiw, N. Gregory (8)

Meese, Richard (7)

wermers, russell (7)

Main data


Where Kenneth A. Froot has published?


Journals with more than one article published# docs
Journal of Financial Economics4
American Economic Review4
Journal of International Economics3
Journal of Finance3
Journal of Applied Corporate Finance3
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley7
Economics Working Papers / University of California at Berkeley7

Recent works citing Kenneth A. Froot (2021 and 2020)


YearTitle of citing document
2020Public-Private Partnership in the Management of Natural Disasters: A Review. (2020). Perazzini, Selene. In: Papers. RePEc:arx:papers:2006.05845.

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2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

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2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2020Trade shocks and credit reallocation. (2020). Rappoport, Veronica ; Hassan, Fadi ; Federico, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1289_20.

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2020Foreign banks, liquidity shocks, and credit stability. (2020). Minetti, Raoul ; Gambacorta, Leonardo ; Belton, Daniel ; Kokas, Sotirios. In: BIS Working Papers. RePEc:bis:biswps:845.

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2021Asset managers, market liquidity and bank regulation. (2021). Tarashev, Nikola ; Huang, Wenqian ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:933.

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2020Rollover risk and managerial cost adjustment decisions. (2020). Zheng, Kenneth ; Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2843-2878.

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2021Firm life cycle and debt maturity structure: evidence from China. (2021). Xu, Longbing ; Zhang, Xiaofei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:937-976.

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2021Media attention to locations and the cross?section of stock returns. (2021). Zhang, Xueyong ; Tang, Guomei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2301-2336.

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2021COVID?19 and food processing in Canada. (2021). Hailu, Getu. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:2:p:177-187.

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2020Commonality in liquidity and multilateral trading facilities. (2020). Mekhaimer, Mohamed ; Jain, Pankaj K ; Mortal, Sandra. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:481-502.

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2020Is Bitcoin Really Untethered?. (2020). Shams, Amin ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1913-1964.

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2020The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020Strengthening Local Credit Markets Through Lender‐Level Index Insurance. (2020). Collier, Benjamin. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:319-349.

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2020Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405.

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2020An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry. (2020). Heidinger, Dinah ; Gatzert, Nadine. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:407-436.

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2020Correlated Trading by Life Insurers and Its Impact on Bond Prices. (2020). Niehaus, Greg ; Chiang, Chiachun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:597-625.

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2020Does Having an Affiliated Bank Improve Life Insurer Performance in a Turbulent Market?. (2020). Chiang, Chiachun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:627-664.

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2020Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2020BRICS: How important is the exchange rate pass‐through?. (2020). Moraleszumaquero, Amalia ; Jimenezrodriguez, Rebeca. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:781-793.

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2020Coups détat and the foreign exchange market. (2020). BALIMA, HIPPOLYTE. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1928-1950.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2020Opacity and risk-taking: Evidence from Norway. (2020). Juelsrud, Ragnar E ; Cao, Jin. In: Working Paper. RePEc:bno:worpap:2020_12.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2020How Does Climate Change Interact with the Financial System? A Survey. (2020). Shiraki, Noriyuki ; Ichiue, Hibiki ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e08.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2020Does Captive Insurance Improve Firm Value? Evidence from S&P 500 Companies. (2020). Jiun-Lin, Chen ; Mu-Sheng, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:1:p:15:n:1.

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2020Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry. (2020). Chang-Ye, TU ; Wei, Hsuan ; Yen-Kuan, Lee ; Shih-Chieh, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:1:p:16:n:3.

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2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

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2020A Pandemic Business Interruption Insurance. (2020). Picard, Pierre ; Louaas, Alexis. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8758.

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2020Debt Shifting and Transfer Pricing in a Volatile World. (2020). Panteghini, Paolo ; Vergalli, Sergio ; Comincioli, Nicola. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8807.

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2021All You Need Is Cash: Corporate Cash Holdings and Investment after the Global Financial Crisis. (2021). Van Horen, Neeltje ; Kneer, Christiane ; Joseph, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9053.

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2020MULTIPRIL, a new database on multilateral price levels and currency misalignments. (2020). Mignon, Valérie ; COUHARDE, Cécile ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2020-12.

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2020All You Need is Cash: Corporate Cash Holdings and Investment after the Financial Crisis. (2020). van Horen, Neeltje ; Saleheen, Jumana ; Kneer, Christiane ; Joseph, Andreas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14199.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2020Foreign Banks, Liquidity Shocks, and Credit Stability. (2020). Belton, Daniel ; Gambacorta, Leonardo ; Kokas, Sotirios ; Minetti, Raoul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14504.

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2020Bet against the trend and cash in profits.. (2020). Bassi, Federico ; Lang, Dany ; Ramos, Raquel Almeida . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def090.

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2020Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2020). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134r.

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2020Determinants of Short-term Liabilities of Financially Distressed SME-s. (2020). Taseva, Galya. In: Business Management. RePEc:dat:bmngmt:y:2020:i:1:p:5-24.

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2020Prosociality and Risk Preferences in the Financial Sector. (2020). Deter, Max. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1075.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2020Law of one price: BigMac versus Fortnite - A Note. (2020). Pierdzioch, Christian ; Schber, Timo ; Stadtmann, Georg. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00179.

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2020An Evolutionary Justification for Overconfidence. (2020). Zhang, Hanzhe ; Gannon, Kim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00315.

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2020Foreign Debt, Capital Controls, and Secondary Markets: Theory and Evidence from Nazi Germany. (2020). Schioppa, Claudio ; Papadia, Andrea. In: Working Papers ECARES. RePEc:eca:wpaper:2013/312216.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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2021A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48.

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2020The effects of financial and operational hedging on company value: The case of Malaysian multinationals. (2020). Adaoglu, Cahit ; Hadian, Azadeh. In: Journal of Asian Economics. RePEc:eee:asieco:v:70:y:2020:i:c:s1049007820301123.

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2021Do they recall their past? CEOs’ liquidity policies across firms as they switch jobs. (2021). Davaadorj, Zagdbazar ; Enkhtaivan, Bolortuya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s221463502100006x.

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2020Does accounting comparability affect corporate employment decision-making?. (2020). Ntim, Collins ; Elmagrhi, Mohamed H ; Zhang, Qingjing. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838920300573.

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2021Exchange rate exposure and its determinants in China. (2021). Zhang, CE ; Liu, Junyi ; He, Qing. In: China Economic Review. RePEc:eee:chieco:v:65:y:2021:i:c:s1043951x20301760.

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2020Bank deregulation and corporate risk. (2020). Lin, Chen ; Levine, Ross ; Wei, Lai ; Jiang, Tianjiao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307715.

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2020Hard markets, hard times: On the inefficiency of the CAT bond market. (2020). Gurtler, Marc ; Gotze, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911991930937x.

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2020Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

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2020Institutional investors horizons and corporate employment decisions. (2020). Dang, Viet ; Stathopoulos, Konstantinos ; Ghaly, Mohamed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s092911992030078x.

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2020Firm type variation in the cost of risk management. (2020). Howell, Sabrina T. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301358.

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2020Whats good for you is good for me: The effect of CEO inside debt on the cost of equity. (2020). Zhang, Hao ; Shen, Carl Hsin-Han. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301437.

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2020A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Tunaru, Radu ; Fringuellotti, Fulvia ; Farkas, Walter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

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2021Major shareholders’ trust and market risk: Substituting weak institutions with trust. (2021). Batten, Jonathan ; Aysan, Ahmet ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302285.

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2021Do state visits affect cross-border mergers and acquisitions?. (2021). Hao, Zhiwei ; Aleksanyan, Mark ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302443.

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2021Institutional investor distraction and earnings management. (2021). Martin-Flores, Jose M ; Garel, Alexandre ; Scott, Ayesha ; Petit-Romec, Arthur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302455.

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2021Financial analysts career concerns and the cost of private debt. (2021). HASAN, IFTEKHAR ; Zhao, Yijiang ; Wu, Qiang ; Liu, Liuling ; Francis, Bill. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303126.

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2021Institutional investment horizons, corporate governance, and credit ratings: International evidence. (2021). Guedhami, Omrane ; el Ghoul, Sadok ; Drobetz, Wolfgang ; Driss, Hamdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303187.

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2021Financial hedging and corporate investment. (2021). Zeng, Yeqin ; Chen, Zhong ; Alexandridis, George. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000079.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2021Behavioural? equilibrium real exchange rates and misalignments: Evidence from large emerging markets. (2021). Goyal, Ashima ; Banerjee, Krittika. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:414-436.

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2020How does reinsurance and derivatives usage affect financial performance? Evidence from the UK non-life insurance industry. (2020). Shiu, Yung-Ming. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:376-385.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

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2020Does foreign exchange derivatives market promote R&D? International industry-level evidence. (2020). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:33-42.

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2020Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454.

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2020Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2020Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates. (2020). Altiti, Omar ; Miah, Fazlul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300640.

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2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020The value of implementing enterprise risk management: Evidence from Taiwan’s financial industry. (2020). Shih, Jhuan-Yu ; Huang, Hong-Gia ; Chuang, Yi-Wei ; Chen, Yu-Lun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303000.

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2020The role of the board and the audit committee in corporate risk management. (2020). Yang, Tung-Hsiao ; Lai, Yi-Hsun ; Tai, Vivian W. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303930.

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2020China and international market integration: Evidence from the law of one price in the Middle East and Africa. (2020). Chan, Kenneth S ; Yu, Alan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081930292x.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2021Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression. (2021). SIN, Chor-yiu (CY) ; Lee, Cheng-Few. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:117-142.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2020Bank lending in uncertain times. (2020). Alessandri, Piergiorgio ; Bottero, Margherita. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301343.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2020Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (2020). Tan, Ken Seng ; Zhuang, Sheng Chao ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:345-362.

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2020Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145.

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2021Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverage. (2021). Schreiber, Florian ; Schmeiser, Hato ; Reichel, Lukas. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:770-783.

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2020Individual investors propensity to speculate and A-share premiums in Chinas A-shares and H-shares. (2020). Yang, Fan ; Tian, Gaoliang ; Chen, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119305229.

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2020Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy. (2020). Kelly, Patrick ; Hunter, Delroy M ; Francis, Bill B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:386-411.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings. (2021). Sextroh, Christoph J ; Merkle, Christoph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:159-178.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2021Financial distress and commodity hedging: Evidence from Canadian oil firms. (2021). Griffiths, Sophie ; Suvankulov, Farrukh ; Mo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000670.

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2020Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach. (2020). Wiethe, Christian ; Trankler, Timm ; Toppel, Jannick ; Baltuttis, Dennik. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305131.

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2020Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX. (2020). DASSIOU, XENI ; Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304703.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

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2020Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381.

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2020Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment. (2020). Holmes, Phil ; Guo, Jiaqi ; Altanlar, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301836.

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More than 100 citations found, this list is not complete...

Works by Kenneth A. Froot:


YearTitleTypeCited
1987Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations. In: American Economic Review.
[Full Text][Citation analysis]
article419
1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations.(1986) In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 419
paper
1989Exchange Rate Pass-Through When Market Share Matters. In: American Economic Review.
[Full Text][Citation analysis]
article313
1988Exchange Rate Pass-Through When Market Share Matters.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 313
paper
1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market. In: American Economic Review.
[Full Text][Citation analysis]
article219
1991Intrinsic Bubbles: The Case of Stock Prices. In: American Economic Review.
[Full Text][Citation analysis]
article268
1989Intrinsic Bubbles: The Case of Stock Prices.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 268
paper
1990Foreign Exchange. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article112
1998A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article8
1992SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article57
1991Shareholder Trading Practices and Corporate Investment Horizons.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
1994A FRAMEWORK FOR RISK MANAGEMENT In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article39
1992 Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. In: Journal of Finance.
[Full Text][Citation analysis]
article288
1990Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 288
paper
1993 Risk Management: Coordinating Corporate Investment and Financing Policies. In: Journal of Finance.
[Full Text][Citation analysis]
article881
1992Risk Management: Coordinating Corporate Investment and Financing Policies.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 881
paper
2005Currency Returns, Intrinsic Value, and Institutional?Investor Flows In: Journal of Finance.
[Full Text][Citation analysis]
article95
2007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article41
2003Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
1986Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper0
1986Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations..(1986) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1986Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper6
1986Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists..(1986) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
1990The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper6
1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1990The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
1986Three Essays Using Survey Data on Exchange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper1
1986Three Essays Using Survey Data on Exchange Rate Expectations..(1986) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1988Forward Discount Bias: Is It an Exchange Risk Premium? In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper293
1988Forward Discount Bias: Is It an Exchange Risk Premium?.(1988) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 293
paper
1991Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper44
1990Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
1991Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market..(1991) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 44
paper
1991Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper113
1991Exchange-rate dynamics under stochastic regime shifts : A unified approach.(1991) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
article
1989Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
1989Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article127
2008Style Investing and Institutional Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article36
1995The Law of One Price Over 700 Years In: Working Papers.
[Citation analysis]
paper101
1995The Law of One Price Over 700 Years.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
paper
1991Stochastic Process Switching: Some Simple Solutions. In: Econometrica.
[Full Text][Citation analysis]
article51
1989Stochastic Process Switching: Some Simple Solutions.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2002The persistence of emerging market equity flows In: Emerging Markets Review.
[Full Text][Citation analysis]
article10
2002The Persistence of Emerging Market Equity Flows.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1995Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article8
2004Decomposing the persistence of international equity flows In: Finance Research Letters.
[Full Text][Citation analysis]
article7
2002Decomposing the Persistence of International Equity Flows.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1987How open is the U.S. economy? : R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 In: Journal of International Economics.
[Full Text][Citation analysis]
article0
1988Credibility, real interest rates, and the optimal speed of trade liberalization In: Journal of International Economics.
[Full Text][Citation analysis]
article8
1987Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1995Perspectives on PPP and long-run real exchange rates In: Handbook of International Economics.
[Full Text][Citation analysis]
chapter553
1994Perspectives on PPP and Long-Run Real Exchange Rates.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 553
paper
2008On the pricing of intermediated risks: Theory and application to catastrophe reinsurance In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article49
1997On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
1997On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
1998Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach In: Journal of Financial Economics.
[Full Text][Citation analysis]
article246
1996Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 246
paper
1996Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 246
paper
1999How are stock prices affected by the location of trade? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article163
1998How are Stock Prices Affected by the Location of Trade?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
paper
2001The portfolio flows of international investors In: Journal of Financial Economics.
[Full Text][Citation analysis]
article372
1998The Portfolio Flows of International Investors, I.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 372
paper
2001The market for catastrophe risk: a clinical examination In: Journal of Financial Economics.
[Full Text][Citation analysis]
article147
1999The Market for Catastrophe Risk: A Clinical Examination.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147
paper
2001The Market for Catastrophe Risk: A Clinical Examination.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147
paper
1989On the consistency of short-run and long-run exchange rate expectations In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article51
1988On the Consistency of Short-run and Long-run Exchange Rate Expectations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
1987Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article63
1986Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data.(1986) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
1987Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
1989Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez In: Estudios Económicos.
[Full Text][Citation analysis]
article0
2001Bank capital and risk management: operational risks in context In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article1
1989Conditional mean-variance efficiency of the U.S. stock market In: Research Paper.
[Citation analysis]
paper7
1989Conditional Mean-Variance Efficiency of the U.S. Stock Market.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1989Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief. In: International Economic Review.
[Full Text][Citation analysis]
article47
1988Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
1994The Transition in Eastern Europe, Volume 1, Country Studies In: NBER Books.
[Citation analysis]
book29
1994The Transition in Eastern Europe, Volume 2, Restructuring In: NBER Books.
[Citation analysis]
book28
1993Foreign Direct Investment In: NBER Books.
[Citation analysis]
book14
1999The Financing of Catastrophe Risk In: NBER Books.
[Citation analysis]
book31
1991The EMS, the EMU, and the Transition to a Common Currency In: NBER Chapters.
[Full Text][Citation analysis]
chapter102
1991The EMS, the EMU, and the Transition to a Common Currency.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
1994Introduction to The Transition in Eastern Europe, Volume 1 In: NBER Chapters.
[Full Text][Citation analysis]
chapter21
1994International Experiences with Securities Transaction Taxes In: NBER Chapters.
[Full Text][Citation analysis]
chapter34
1993International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
1993Introduction to Foreign Direct Investment In: NBER Chapters.
[Full Text][Citation analysis]
chapter8
1994Foreign Direct Investment in Eastern Europe: Some Economic Considerations In: NBER Chapters.
[Full Text][Citation analysis]
chapter4
1990Multinational Corporations, Exchange Rates, and Direct Investment In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1995The Tax Treatment of Interest and the Operations of U.S. Multinationals In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1995Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals In: NBER Chapters.
[Full Text][Citation analysis]
chapter21
1994Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
1993Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
1999Introduction to The Financing of Catastrophe Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter32
1999The Pricing of U.S. Catastrophe Reinsurance In: NBER Chapters.
[Full Text][Citation analysis]
chapter20
1997The Pricing of U.S. Catastrophe Reinsurance.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
1990Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper0
2003The Risk Tolerance of International Investors In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2004Equity Style Returns and Institutional Investor Flows In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations In: NBER Working Papers.
[Full Text][Citation analysis]
paper219
1986The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
1986Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2016What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1987Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1987New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
1988LDC Debt: Forgiveness, Indexation, and Investment Incentives In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1989Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
1990Short Rates and Expected Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper34
1990New Trading Practices and Short-run Market Efficiency In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1991Japanese Foreign Direct Investment In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
1993Currency Hedging over Long Horizons In: NBER Working Papers.
[Full Text][Citation analysis]
paper43
1997The Limited Financing of Catastrophe Risk: An Overview In: NBER Working Papers.
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paper11
1999The Evolving Market for Catastrophic Event Risk In: NBER Working Papers.
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paper7
2001The Pricing of Event Risks with Parameter Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2002The Pricing of Event Risks with Parameter Uncertainty.(2002) In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2001The Information Content of International Portfolio Flows In: NBER Working Papers.
[Full Text][Citation analysis]
paper58
2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals In: NBER Working Papers.
[Full Text][Citation analysis]
paper28
2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2008Institutional Portfolio Flows and International Investments In: Review of Financial Studies.
[Full Text][Citation analysis]
article70
1987Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt. In: Economics Working Papers.
[Citation analysis]
paper2

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