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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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Buybacks, exit bonds, and the optimality of debt and liquidity relief
Froot, Kenneth - 1988
Persistent link: https://www.econbiz.de/10000749303
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Short rates and expected asset returns
Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10000806729
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The limited financing of catastrophe risk : an overview
Froot, Kenneth - 1997
Persistent link: https://www.econbiz.de/10000627927
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The market for catastrophe risk : a clinical examination
Froot, Kenneth - 1999
Persistent link: https://www.econbiz.de/10001410128
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Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez
Froot, Kenneth - In: Estudios económicos 4 (1989) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10001087449
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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