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Francis E. Warnock

University of Virginia - Darden Business School

James C. Wheat Professor of Business Administration

P.O. Box 6550

Charlottesville, VA 22906-6550

United States

http://faculty.darden.virginia.edu/warnockf/index.htm

National Bureau of Economic Research (NBER)

Research Associate

1050 Massachusetts Avenue

Cambridge, MA 02138-5398

  • University of Virginia - Darden Business School

    • Email
    • Tel: 434-924-6076

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

82

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17,338

CITATIONS
Rank 278

SSRN RANKINGS

Top 278

in Total Papers Citations

1,361

Scholarly Papers (82)

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1.

Do Foreigners Invest Less in Poorly Governed Firms?

Downloads 3,013 ( 2,785)
Citation 107

Do Foreigners Invest Less in Poorly Governed Firms?

ECGI - Finance Working Paper No. 43/2004 , IFDP No. 816
Number of pages: 63 Posted: 08 Jun 2004 Last Revised: 31 Mar 2008
Christian Leuz, Karl V. Lins and Francis E. Warnock
University of Chicago - Booth School of Business, University of Utah - Department of Finance and University of Virginia - Darden Business School
Downloads 2,953 (2,820)
Citation 107

Abstract:

Corporate governance, Foreign investment, Ownership structure, Information flow, Earnings management, Shareholder base, Home bias

Do Foreigners Invest Less in Poorly Governed Firms?

NBER Working Paper No. w12222
Number of pages: 55 Posted: 25 May 2006
Christian Leuz, Karl V. Lins and Francis E. Warnock
University of Chicago - Booth School of Business, University of Utah - Department of Finance and University of Virginia - Darden Business School
Downloads 60 (307,300)
Citation 107

Abstract:

Do Foreigners Invest Less in Poorly Governed Firms?

Review of Financial Studies, 2008
Posted: 19 Mar 2008
Christian Leuz, Karl V. Lins and Francis E. Warnock
University of Chicago - Booth School of Business, University of Utah - Department of Finance and University of Virginia - Darden Business School

Abstract:

Corporate governance, Firm valuation, Foreign investment, Ownership structure, Information flow, Earnings management, Shareholder base, Emerging markets, Home bias

Do Foreigners Invest Less in Poorly Governed Firms?

The Review of Financial Studies, Vol. 22, Issue 8, pp. 3245-3285, 2009
Posted: 05 Aug 2009
Christian Leuz, Karl V. Lins and Francis E. Warnock
University of Chicago - Booth School of Business, University of Utah - Department of Finance and University of Virginia - Darden Business School

Abstract:

G11, G15, G32, G34

2.

Information Costs and Home Bias: An Analysis of U.S. Holdings of Foreign Equities

FRB International Finance Discussion Paper No. 691
Number of pages: 57 Posted: 15 Feb 2001
Alan G. Ahearne, William L. Griever and Francis E. Warnock
National University of Ireland, Galway (NUIG) - Department of Economics, Government of the United States of America - International Financial Transactions Section and University of Virginia - Darden Business School
Downloads 1,093 (14,040)
Citation 186

Abstract:

Information asymmetries; Investor protection; Accounting standards; Portfolio choice

3.

Yield Curve Basics

Downloads 846 ( 22,267)

Yield Curve Basics

Darden Case No. UVA-BP-0491
Number of pages: 6 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 747 (26,231)
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Abstract:

yield curve

Yield Curve Basics

Darden Case No. UVA-BP-0491
Number of pages: 6 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 99 (227,375)

Abstract:

Risk and Return

4.

International Capital Flows and U.S. Interest Rates

Downloads 840 ( 22,511)
Citation 67

International Capital Flows and U.S. Interest Rates

FRB International Finance Discussion Paper No. 840, IIIS Discussion Paper No. 103
Number of pages: 45 Posted: 05 Oct 2005
Francis E. Warnock and Veronica Cacdac Warnock
University of Virginia - Darden Business School and Darden Business School
Downloads 780 (24,658)
Citation 67

Abstract:

bond yields, Japan, China, petrodollars

International Capital Flows and U.S. Interest Rates

NBER Working Paper No. w12560
Number of pages: 46 Posted: 08 Oct 2006
Francis E. Warnock and Veronica Cacdac Warnock
University of Virginia - Darden Business School and Darden Business School
Downloads 60 (307,300)
Citation 67

Abstract:

5.

The Determinants of Interest Rates

Downloads 777 ( 25,217)

The Determinants of Interest Rates

Darden Case No. UVA-BP-0489
Number of pages: 13 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 681 (29,843)
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Abstract:

IS/LM model, interest rate movements, supply and demand model, yield curve, bond maturities, risk premia

The Determinants of Interest Rates

Darden Case No. UVA-BP-0489
Number of pages: 13 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 96 (232,263)

Abstract:

business and government relations, inflation

6.

Financial Globalization, Governance, and the Evolution of the Home Bias

Downloads 647 ( 32,494)
Citation 60

Financial Globalization, Governance, and the Evolution of the Home Bias

BIS Working Paper No. 220
Number of pages: 50 Posted: 20 Sep 2007
Bong-Chan Kho, Francis E. Warnock and René M. Stulz
Seoul National University, Business School, University of Virginia - Darden Business School and Ohio State University (OSU) - Department of Finance
Downloads 562 (38,652)
Citation 60

Abstract:

Financial Globalization, Governance, and the Evolution of the Home Bias

NBER Working Paper No. w12389
Number of pages: 53 Posted: 21 Aug 2006
Bong-Chan Kho, Francis E. Warnock and René M. Stulz
Seoul National University, Business School, University of Virginia - Darden Business School and Ohio State University (OSU) - Department of Finance
Downloads 67 (289,873)
Citation 60

Abstract:

Financial Globalization, Governance, and the Evolution of the Home Bias

Number of pages: 49 Posted: 29 Apr 2009
Bong-Chan Kho, René M. Stulz and Francis E. Warnock
Seoul National University, Business School, Ohio State University (OSU) - Department of Finance and University of Virginia - Darden Business School
Downloads 18 (476,124)
Citation 60

Abstract:

7.

Look at Me Now: What Attracts U.S. Shareholders?

Downloads 587 ( 37,012)
Citation 23

Look at Me Now: What Attracts U.S. Shareholders?

Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 815, EFA 2004 Maastricht No. 4086, AFA 2006 Boston Meetings Paper
Number of pages: 52 Posted: 30 Aug 2005
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 551 (39,701)
Citation 23

Abstract:

Cross-Listing, ADR, Home Bias, Selection Bias

Look at Me Now: What Attracts U.S. Shareholders?

NBER Working Paper No. w12500
Number of pages: 53 Posted: 29 Sep 2006 Last Revised: 29 Aug 2010
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 36 (384,994)
Citation 21

Abstract:

8.

Capital Flow Waves: Surges, Stops, Flights and Retranchment

MIT Sloan Working Paper No. 4927-11, Darden Business School Working Paper No. 1923259
Number of pages: 59 Posted: 14 Jan 2012
Kristin J. Forbes and Francis E. Warnock
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Virginia - Darden Business School
Downloads 571 (34,812)
Citation 2

Abstract:

capital flows, sudden stops, bonanzas, surges, global financial crisis, risk, capital controls, pull versus push

9.

International Diversification at Home and Abroad

Downloads 548 ( 40,508)
Citation 23

International Diversification at Home and Abroad

International Finance Discussion Paper No. 793, Darden Business School Working Paper No. DSWP-05-08-SSRN
Number of pages: 40 Posted: 29 Feb 2004
Francis E. Warnock and Fang Cai
University of Virginia - Darden Business School and Federal Reserve Board
Downloads 479 (47,476)
Citation 23

Abstract:

home bias, international portfolio allocation, foreign exposure

International Diversification at Home and Abroad

NBER Working Paper No. w12220
Number of pages: 38 Posted: 25 May 2006
Fang Cai and Francis E. Warnock
Federal Reserve Board and University of Virginia - Darden Business School
Downloads 63 (299,587)
Citation 23

Abstract:

International Diversification at Home and Abroad

Bundesbank Series 1 Discussion Paper No. 2005,06
Number of pages: 48 Posted: 08 Jun 2016
Fang Cai and Francis E. Warnock
Federal Reserve Board and University of Virginia - Darden Business School
Downloads 6 (543,773)
Citation 23

Abstract:

home bias, international portfolio allocation, foreign exposure

10.

Cross-Border Listings, Capital Controls, and Equity Flows to Emerging Markets

Downloads 501 ( 45,397)
Citation 26

Cross-Border Listings, Capital Controls, and Equity Flows to Emerging Markets

FRB International Finance Discussion Paper No. 770
Number of pages: 37 Posted: 15 Sep 2003
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 339 (72,290)
Citation 26

Abstract:

Portfolio Equity Flows; Capital Flows; ADRs

Cross-Border Listings, Capital Controls, and Equity Flows to Emerging Markets

IMF Working Paper No. 03/236
Number of pages: 43 Posted: 15 Feb 2006
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 125 (191,330)
Citation 26

Abstract:

portfolio equity flows capital flows emerging markets ADRs

Cross-Border Listings, Capital Controls, and Equity Flows to Emerging Markets

NBER Working Paper No. w12589
Number of pages: 38 Posted: 20 Nov 2006
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 37 (381,032)
Citation 26

Abstract:

11.

A Simple Measure of the Intensity of Capital Controls

Downloads 481 ( 47,790)
Citation 129

A Simple Measure of the Intensity of Capital Controls

FRB International Finance Discussion Paper No. 708
Number of pages: 37 Posted: 05 Sep 2001
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 418 (56,279)
Citation 129

Abstract:

emerging markets, international financial liberalization, openness, portfolio investment

A Simple Measure of the Intensity of Capital Controls

IMF Working Paper No. 01/180
Number of pages: 33 Posted: 03 Feb 2006
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 63 (299,587)
Citation 129

Abstract:

emerging markets international financial liberalization openness portfolio investment

12.

Greenspan's Conundrum

Downloads 453 ( 51,520)

Greenspan's Conundrum

Darden Case No. UVA-BP-0492
Number of pages: 14 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 391 (61,082)
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Abstract:

Federal treasury, Fed rates, short-term interest rates, long-term interest rates, business and government relations

Greenspan's Conundrum

Darden Case No. UVA-BP-0492
Number of pages: 14 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 62 (302,094)
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Abstract:

Federal treasury, Fed rates, short-term interest rates, long-term interest rates, business and government relations

13.

Markets and Housing Finance

Downloads 398 ( 60,363)
Citation 12

Markets and Housing Finance

Number of pages: 34 Posted: 23 Apr 2007 Last Revised: 17 May 2015
Veronica Cacdac Warnock and Francis E. Warnock
Darden Business School and University of Virginia - Darden Business School
Downloads 353 (68,924)
Citation 12

Abstract:

mortgage, housing finance, emerging markets

Markets and Housing Finance

NBER Working Paper No. w13081
Number of pages: 35 Posted: 27 Jun 2007
Veronica Cacdac Warnock and Francis E. Warnock
Darden Business School and University of Virginia - Darden Business School
Downloads 45 (352,260)
Citation 12

Abstract:

14.

Diversification, Original Sin, and International Bond Portfolios

FRB International Finance Discussion Paper No. 755
Number of pages: 38 Posted: 23 Mar 2003
Francis E. Warnock and John D. Burger
University of Virginia - Darden Business School and Loyola University Maryland - Department of Economics
Downloads 388 (58,904)
Citation 28

Abstract:

portfolio choice, bond market development, flight to quality, home bias, emerging market debt

15.

The Performance of International Equity Portfolios

Downloads 383 ( 63,182)
Citation 25

The Performance of International Equity Portfolios

Darden Business School Working Paper No. 04-07, IIIS Discussion Paper No. 162
Number of pages: 53 Posted: 10 Mar 2005
Francis E. Warnock, Charles P. Thomas and Jon Wongswan
University of Virginia - Darden Business School, Federal Reserve Board and Phatra Securities
Downloads 349 (69,840)
Citation 25

Abstract:

momentum, contrarian, conditional performance measures, equities, home bias

The Performance of International Equity Portfolios

NBER Working Paper No. w12346
Number of pages: 53 Posted: 14 Jul 2006
Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Downloads 34 (393,116)
Citation 25

Abstract:

16.

Home Bias and High Turnover Reconsidered

FRB International Finance Discussion Paper No. 702
Number of pages: 17 Posted: 04 Jun 2001
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 336 (71,185)
Citation 43

Abstract:

Transaction costs, international portfolio diversification, foreign equity holdings

17.

U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis

Downloads 318 ( 78,324)
Citation 41

U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis

FRB International Finance Discussion Paper No. 771
Number of pages: 34 Posted: 29 Sep 2003
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 318 (77,798)
Citation 41

Abstract:

emerging markets, portfolio choice, home bias, international risk sharing

U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis

Review of Economics & Statistics, Forthcoming
Posted: 29 Sep 2003
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School

Abstract:

emerging markets, portfolio choice, home bias, international risk sharing

18.

The U.S. System for Measuring Cross-Border Investment in Securities: A Primer with a Discussion of Recent Developments

Federal Reserve Bulletin, Vol. 87, No. 10
Number of pages: 18 Posted: 05 Nov 2001
William L. Griever, Gary A. Lee and Francis E. Warnock
Government of the United States of America - International Financial Transactions Section, affiliation not provided to SSRN and University of Virginia - Darden Business School
Downloads 269 (89,004)
Citation 38

Abstract:

capital flows, international investment position

19.

Foreign Participation in Local-Currency Bond Markets

Darden Business School Working Paper No. 05-07, FRB International Finance Discussion Paper No. 794
Number of pages: 22 Posted: 22 Jul 2005
Francis E. Warnock and John D. Burger
University of Virginia - Darden Business School and Loyola University Maryland - Department of Economics
Downloads 264 (91,832)
Citation 52

Abstract:

home bias, emerging market debt, diversification, original sin

20.

The Performance of International Portfolios

FRB International Finance Discussion Paper No. 817
Number of pages: 68 Posted: 27 Sep 2004
Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Downloads 264 (92,585)
Citation 24

Abstract:

Home bias, momentum, contrarian, conditional performance measures, equities, bonds

21.

Financial Centers and the Geography of Capital Flows

FRB International Finance Discussion Paper No. 722
Number of pages: 45 Posted: 27 Apr 2002
Francis E. Warnock and Chad A. Cleaver
University of Virginia - Darden Business School and Board of Governors of the Federal Reserve System - Division of International Finance (IFDP)
Downloads 234 (101,599)
Citation 33

Abstract:

portfolio flows, equity and bond flows, international investment position, net foreign assets

22.

Local Currency Bond Markets

Downloads 201 (126,727)
Citation 65

Local Currency Bond Markets

Number of pages: 21 Posted: 14 Sep 2006
Francis E. Warnock and John D. Burger
University of Virginia - Darden Business School and Loyola University Maryland - Department of Economics
Downloads 160 (155,897)
Citation 65

Abstract:

bond market development, emerging market debt, original sin

Local Currency Bond Markets

NBER Working Paper No. w12552
Number of pages: 22 Posted: 19 Oct 2006
John D. Burger and Francis E. Warnock
Loyola University Maryland - Department of Economics and University of Virginia - Darden Business School
Downloads 41 (366,034)
Citation 65

Abstract:

23.

Exchange Rate Dynamics and the Welfare Effects of Monetary Policy in a Two-Country Model with Home-Product Bias

International Finance Working Paper No. 667
Number of pages: 34 Posted: 01 Oct 2000
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 195 (126,125)
Citation 17

Abstract:

dynamic optimizing model, beggar-thy-neighbor, purchasing power parity, exchange rate overshooting

24.

Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?

Downloads 171 (146,993)
Citation 26

Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?

Number of pages: 48 Posted: 20 Jun 2006
Francis E. Warnock and Caroline L. Freund
University of Virginia - Darden Business School and World Bank - Middle East and North Africa Region
Downloads 161 (155,029)
Citation 26

Abstract:

global imbalances

Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?

NBER Working Paper No. w11823
Number of pages: 48 Posted: 22 Oct 2012
Caroline L. Freund and Francis E. Warnock
World Bank - Middle East and North Africa Region and University of Virginia - Darden Business School
Downloads 10 (522,304)
Citation 26

Abstract:

25.

The Declining Volatility Of U.S. Employment: Was Arthur Burns Right?

International Finance Discussion Paper No. 677
Number of pages: 30 Posted: 15 Jan 2001
Veronica Cacdac Warnock and Francis E. Warnock
Darden Business School and University of Virginia - Darden Business School
Downloads 167 (144,654)
Citation 11

Abstract:

Employment, Volatility, Variability, Business Cycle

26.

Is Home Bias in Assets Related to Home Bias in Goods?

Downloads 165 (151,703)
Citation 14

Is Home Bias in Assets Related to Home Bias in Goods?

Number of pages: 21 Posted: 22 Nov 2006
Eric van Wincoop and Francis E. Warnock
University of Virginia - Department of Economics and University of Virginia - Darden Business School
Downloads 126 (190,096)
Citation 14

Abstract:

home bias, portfolio choice, trade costs

Is Home Bias in Assets Related to Home Bias in Goods?

NBER Working Paper No. w12728
Number of pages: 21 Posted: 06 Dec 2006
Eric van Wincoop and Francis E. Warnock
University of Virginia - Department of Economics and University of Virginia - Darden Business School
Downloads 39 (373,470)
Citation 14

Abstract:

27.

A Technical Note on the Open Economy IS/LM Model

Darden Case No. UVA-BP-0528
Number of pages: 7 Posted: 09 Jun 2009
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 160 (117,657)
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Abstract:

Capital inflows, net exports, exchange rate

28.

Inflation Targeting in South Africa

Darden Case No. UVA-BP-0507
Number of pages: 22 Posted: 21 Oct 2008
Francis E. Warnock, Archie Hungwe, Justin Drake and Mitch Debrah
University of Virginia - Darden Business School, affiliation not provided to SSRN, University of Virginia - Darden School of Business and affiliation not provided to SSRN
Downloads 156 (138,340)
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Abstract:

inflation targeting, unemployment, monetary policy, investment

29.

Sudden Flight and True Sudden Stops

Downloads 150 (164,650)
Citation 15

Sudden Flight and True Sudden Stops

Number of pages: 31 Posted: 23 Nov 2006
Francis E. Warnock and Alexander D. Rothenberg
University of Virginia - Darden Business School and Board of Governors of the Federal Reserve System
Downloads 104 (219,566)
Citation 15

Abstract:

international capital flows, capital flight, emerging market crises

Sudden Flight and True Sudden Stops

NBER Working Paper No. w12726
Number of pages: 32 Posted: 06 Dec 2006
Alexander D. Rothenberg and Francis E. Warnock
Board of Governors of the Federal Reserve System and University of Virginia - Darden Business School
Downloads 45 (352,260)
Citation 15

Abstract:

Sudden Flight and True Sudden Stops

Review of International Economics, Vol. 19, Issue 3, pp. 509-524, 2011
Number of pages: 16 Posted: 24 Jul 2011
Alexander D. Rothenberg and Francis E. Warnock
Board of Governors of the Federal Reserve System and University of Virginia - Darden Business School
Downloads 1 (579,306)
Citation 15
  • Add to Cart

Abstract:

30.

FX Strategies in 2005: U.S. Dollar Versus Euro

Darden Case No. UVA-BP-0506
Number of pages: 19 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 141 (159,163)
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Abstract:

exchange rate determination, capital flows

31.

Why Do U.S. Cross-Listings Matter?

FRB International Finance Discussion Paper No. 930
Number of pages: 38 Posted: 16 Jun 2008
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 138 (167,470)
Citation 6

Abstract:

Home bias, portfolio choice, financial disclosure, corporate governance

32.

The Geography of Capital Flows: What We Can Learn from Benchmark Surveys of Foreign Equity Holdings

FRB International Finance Discussion Paper No. 688
Number of pages: 30 Posted: 10 Apr 2001
Francis E. Warnock and Molly Mason
University of Virginia - Darden Business School and Wartburg College
Downloads 133 (174,217)
Citation 9

Abstract:

portfolio flows, international investment position, net foreign assets

33.

Geithner and Bernanke Amid the Global Financial Crisis

Darden Case No. UVA-BP-0540
Number of pages: 28 Posted: 07 Apr 2010
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 129 (126,125)
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Abstract:

global financial crisis, monetary policy, fiscal policy

34.

Greenspan's Conundrum and Bernanke's Nightmare

Darden Case No. UVA-BP-0544
Number of pages: 23 Posted: 07 Apr 2010
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 126 (153,306)

Abstract:

bond ratings, monetary policy

35.

Firm-level Access to International Capital Markets: Evidence from Chilean Equities

FRB International Finance Discussion Paper No. 753
Number of pages: 21 Posted: 02 Apr 2003
Sara B. Holland and Francis E. Warnock
University of Georgia - C. Herman and Mary Virginia Terry College of Business and University of Virginia - Darden Business School
Downloads 118 (194,268)
Citation 9

Abstract:

Financial liberalization, portfolio choice, emerging market, home bias

36.

The Stability of Large External Imbalances: The Role of Returns Differentials

Downloads 115 (203,098)
Citation 7

The Stability of Large External Imbalances: The Role of Returns Differentials

FRB International Finance Discussion Paper No. 894
Number of pages: 55 Posted: 20 Apr 2007
Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock
Federal Reserve Board, Union College and University of Virginia - Darden Business School
Downloads 89 (244,183)
Citation 7

Abstract:

current account imbalances, international investment

The Stability of Large External Imbalances: The Role of Returns Differentials

NBER Working Paper No. w13074
Number of pages: 50 Posted: 27 Jun 2007
Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock
Federal Reserve Board, Union College and University of Virginia - Darden Business School
Downloads 26 (430,339)
Citation 7

Abstract:

37.

Cross-Border Returns Differentials

Downloads 91 (238,938)
Citation 20

Cross-Border Returns Differentials

FRB International Finance Discussion Paper No. 921
Number of pages: 50 Posted: 11 Mar 2008
Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock
Federal Reserve Board, Union College and University of Virginia - Darden Business School
Downloads 79 (263,367)
Citation 20

Abstract:

Current account imbalances, international investment

Cross-Border Returns Differentials

NBER Working Paper No. w13768
Number of pages: 45 Posted: 08 Feb 2008 Last Revised: 16 Aug 2010
Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock
Federal Reserve Board, Union College and University of Virginia - Darden Business School
Downloads 12 (511,104)
Citation 20

Abstract:

38.

Idiosyncratic Tastes in a Two-Country Optimizing Model: Implications of a Standard Presumption

FRB International Finance Discussion Paper No. 631
Number of pages: 31 Posted: 07 Apr 1999
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 89 (224,458)
Citation 8

Abstract:

39.

Prospective Capital Flows and Capital Movements: U.S. Dollar Versus Euro

Darden Case No. UVA-BP-0545
Number of pages: 23 Posted: 07 Apr 2010
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 88 (229,060)
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Abstract:

exchange rates, capital flows, monetary policy

40.

How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?

IMF Working Paper No. 06/170
Number of pages: 28 Posted: 02 Aug 2006
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 82 (251,313)
Citation 5

Abstract:

U.S. asset holdings, global asset portfolios, disorderly currency adjustments, global current account imbalances

41.

Current Account Sustainability and Relative Reliability

Downloads 74 (271,164)
Citation 11

Current Account Sustainability and Relative Reliability

FRB International Finance Discussion Paper No. 947
Number of pages: 58 Posted: 01 Nov 2008
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Federal Reserve Board, Federal Reserve Board and University of Virginia - Darden Business School
Downloads 60 (307,300)
Citation 11

Abstract:

Current account imbalances, international investment, exorbitant privilege, dark matter, financial derivatives, real estate, short sales, R&D

Current Account Sustainability and Relative Reliability

NBER Working Paper No. w14295
Number of pages: 53 Posted: 08 Sep 2008 Last Revised: 25 Jul 2010
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Federal Reserve Board, Federal Reserve Board and University of Virginia - Darden Business School
Downloads 14 (499,447)
Citation 11

Abstract:

42.

Long-Term FX Strategies in 2008

Darden Case No. UVA-BP-0526
Number of pages: 11 Posted: 09 Jun 2009
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 73 (257,041)
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Abstract:

Foreign market

43.

Global Asset Allocation: Whither the U.S. Dollar?

Darden Case No. UVA-F-1591
Number of pages: 28 Posted: 05 Apr 2010
Francis E. Warnock and Marc Chandler
University of Virginia - Darden Business School and University of Virginia - Darden School of Business
Downloads 67 (211,204)
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Abstract:

peg, pegging, currency, foreign, yuan, pounds sterling, China, Britain

44.

U.S. International Equity Investment

Downloads 66 (288,908)
Citation 2

U.S. International Equity Investment

FRB International Finance Discussion Paper No. 1044, Darden Business School Working Paper No. 2033181
Number of pages: 70 Posted: 04 Apr 2012
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 52 (330,105)
Citation 2

Abstract:

Home bias, portfolio choice, financial disclosure, corporate governance

U.S. International Equity Investment

NBER Working Paper No. w17839
Number of pages: 65 Posted: 11 Feb 2012
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 14 (499,447)
Citation 2

Abstract:

45.

U.S. Investors` Emerging Market Equity Portfolios A Security-Level Analysis

IMF Working Paper No. 03/238
Number of pages: 32 Posted: 15 Feb 2006
Hali J. Edison and Francis E. Warnock
International Monetary Fund (IMF) - Research Department and University of Virginia - Darden Business School
Downloads 65 (279,798)
Citation 41

Abstract:

emerging markets portfolio choice home bias international risk sharing

46.

Vietnam: A New Tiger Earns its Stripes

Darden Case No. UVA-G-0618
Number of pages: 10 Posted: 16 Jun 2009
Francis E. Warnock and Peter L. Rodriguez
University of Virginia - Darden Business School and University of Virginia - Darden School of Business
Downloads 60 (282,004)
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Abstract:

exchange rate monetary policy trade embargo foreign direct investment

47.

Fx Strategies in 2006: U.S. Dollar Versus Yen

Darden Case No. UVA-BP-0505
Number of pages: 20 Posted: 21 Oct 2008
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 57 (300,815)

Abstract:

48.

Emerging Local Currency Bond Markets

NBER Working Paper No. w16249
Number of pages: 40 Posted: 10 Aug 2010
John D. Burger, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, University of Virginia - Darden Business School and Darden Business School
Downloads 56 (300,815)
Citation 59

Abstract:

49.

A User's Guide to the Bop and Iip

Darden Case No. UVA-BP-0523
Number of pages: 8 Posted: 09 Jun 2009
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 53 (291,243)
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Abstract:

international investment position, balance of payments

50.

Whither the U.S. Economy?

Darden Case No. UVA-BP-0542
Number of pages: 24 Posted: 05 Apr 2010
Francis E. Warnock and Peter L. Rodriguez
University of Virginia - Darden Business School and University of Virginia - Darden School of Business
Downloads 37 (362,363)
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Abstract:

economy

51.

U.S. International Equity Investment and Past Prospective Returns

FRB International Finance Discussion Paper No. 1016
Number of pages: 34 Posted: 26 Mar 2011
Stephanie E. Curcuru, Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Downloads 30 (380,382)
Citation 6

Abstract:

Momentum, contrarian, portfolio performance measures, international returns

52.

On Returns Differentials

Downloads 29 (404,650)
Citation 1

On Returns Differentials

FRB International Finance Discussion Paper No. 1077
Number of pages: 60 Posted: 17 Apr 2013
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Federal Reserve Board, Federal Reserve Board and University of Virginia - Darden Business School
Downloads 23 (447,110)
Citation 1

Abstract:

Current account, international investment position, direct investment

On Returns Differentials

NBER Working Paper No. w18866
Number of pages: 55 Posted: 09 Mar 2013
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Federal Reserve Board, Federal Reserve Board and University of Virginia - Darden Business School
Downloads 6 (543,773)
Citation 1

Abstract:

53.

Capital Flow Waves: Surges, Stops, Flight, and Retrenchment

NBER Working Paper No. w17351
Number of pages: 60 Posted: 29 Aug 2011
Kristin J. Forbes and Francis E. Warnock
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Virginia - Darden Business School
Downloads 29 (376,655)
Citation 33

Abstract:

54.

External Capital Structures and Oil Price Volatility

Downloads 27 (413,605)

External Capital Structures and Oil Price Volatility

IDB Working Paper No. 23
Number of pages: 39 Posted: 20 Apr 2011
John D. Burger, Alessandro Rebucci, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, Johns Hopkins University - Carey Business School, University of Virginia - Darden Business School and Darden Business School
Downloads 20 (464,384)

Abstract:

External Capital Structures and Oil Price Volatility

NBER Working Paper No. w16052
Number of pages: 40 Posted: 07 Jun 2010
John D. Burger, Alessandro Rebucci, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, Johns Hopkins University - Carey Business School, University of Virginia - Darden Business School and Darden Business School
Downloads 7 (538,658)

Abstract:

55.

Foreign Participation in Local Currency Bond Markets

NBER Working Paper No. w12548
Number of pages: 23 Posted: 20 Nov 2006
John D. Burger and Francis E. Warnock
Loyola University Maryland - Department of Economics and University of Virginia - Darden Business School
Downloads 24 (409,027)
Citation 53

Abstract:

56.

Decomposing the U.S. External Returns Differential

Downloads 20 (449,016)
Citation 3

Decomposing the U.S. External Returns Differential

FRB International Finance Discussion Paper No. 977
Number of pages: 47 Posted: 30 Sep 2009
Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock
Federal Reserve Board, Union College and University of Virginia - Darden Business School
Downloads 16 (487,635)
Citation 3

Abstract:

Returns differential, timing effect

Decomposing the U.S. External Returns Differential

NBER Working Paper No. w15077
Number of pages: 42 Posted: 16 Jun 2009 Last Revised: 13 Sep 2010
Stephanie E. Curcuru, Tomas Dvorak and Francis E. Warnock
Federal Reserve Board, Union College and University of Virginia - Darden Business School
Downloads 4 (553,988)
Citation 3

Abstract:

57.

Debt- and Equity-Led Capital Flow Episodes

NBER Working Paper No. w18329
Number of pages: 34 Posted: 18 Aug 2012 Last Revised: 27 Aug 2012
Kristin J. Forbes and Francis E. Warnock
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Virginia - Darden Business School
Downloads 14 (333,938)
Citation 5

Abstract:

58.

U.S. International Equity Investment and Past and Prospective Returns

NBER Working Paper No. w16677
Number of pages: 29 Posted: 18 Jan 2011
Stephanie E. Curcuru, Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Downloads 12 (480,318)
Citation 6

Abstract:

59.

Uncovered Equity Parity and Rebalancing in International Portfolios

Downloads 8 (510,674)

Uncovered Equity Parity and Rebalancing in International Portfolios

NBER Working Paper No. w19963
Number of pages: 41 Posted: 10 Mar 2014
Stephanie E. Curcuru, Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Downloads 6 (543,773)

Abstract:

Uncovered Equity Parity and Rebalancing in International Portfolios

FRB International Finance Discussion Paper No. 1103
Number of pages: 41 Posted: 31 May 2017
Stephanie E. Curcuru, Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Downloads 2 (567,844)

Abstract:

Exchange rate determination, international returns, equity portfolios

60.

U.S. Investment in Global Bonds: As the Fed Pushes, Some Emes Pull

NBER Working Paper No. w20571
Number of pages: 50 Posted: 14 Oct 2014 Last Revised: 14 Nov 2014
John D. Burger, Rajeswari Sengupta, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, Indira Gandhi Institute of Development Research (IGIDR), University of Virginia - Darden Business School and Darden Business School
Downloads 7 (510,674)
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Abstract:

61.

The Impact of a Disorderly Resolution of Global Imbalances on Global Wealth

Economic Notes, Vol. 37, Issue 3, pp. 345-379, November 2008
Number of pages: 35 Posted: 17 Jan 2009
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 2 (540,850)
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Abstract:

62.

The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets

NBER Working Paper No. w23628
Number of pages: 47 Posted: 04 Aug 2017
John D. Burger, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, University of Virginia - Darden Business School and Darden Business School
Downloads 0 (515,394)
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Abstract:

63.

Bpi Globe Banko and Inclusive Banking in the Philippines

Darden Case No. UVA-GEM-0137
Number of pages: 19 Posted: 30 May 2017
Veronica Cacdac Warnock and Francis E. Warnock
Darden Business School and University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

financial inclusion, microsavings, agent-based banking, mobile banking, social enterprise

64.

Yellen, Guidance, and the Exit Strategy

Darden Case No. UVA-GEM-0121
Number of pages: 31 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
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Abstract:

long-term interest rates, Treasury bond rates, unconventional monetary policy, quantitative easing

65.

Global Asset Allocation: Investing in a Time of Debt, Deficits, and Quantitative Easing

Darden Case No. UVA-F-1738
Number of pages: 18 Posted: 30 May 2017
Francis E. Warnock and Liz Wurster
University of Virginia - Darden Business School and University of Virginia - Darden School of Business
Downloads 0 (550,765)
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Abstract:

expected returns, quantitative easing, debt levels, austerity, bonds, equities

66.

Euro Zone Convergence, Divergence...And then What?

Darden Case No. UVA-GEM-0107
Number of pages: 27 Posted: 30 May 2017
Francis E. Warnock and Peter Marcel Debaere
University of Virginia - Darden Business School and University of Virginia - Darden School of Business
Downloads 0 (565,074)
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Abstract:

eurozone, debt markets, long-term interest rates

67.

Inflation Targeting

Darden Case No. UVA-BP-0495
Number of pages: 10 Posted: 30 May 2017
Francis E. Warnock and Justin Drake
University of Virginia - Darden Business School and University of Virginia - Darden School of Business
Downloads 0 (565,074)
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Abstract:

inflation targeting

68.

Eurozone at 15: A Monetary Union Without Growth?

Darden Case No. UVA-GEM-0136
Number of pages: 22 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

eurozone, deflation, austerity, quantitative easing

69.

Draghi's Commitment

Darden Case No. UVA-GEM-0113
Number of pages: 25 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
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Abstract:

euro zone, convergence, IMF, monetary policy

70.

Global Asset Allocation: Crude Calculations

Darden Case No. UVA-F-1647
Number of pages: 23 Posted: 30 May 2017
Francis E. Warnock and Leo Hergenroeder
University of Virginia - Darden Business School and affiliation not provided to SSRN
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Abstract:

oil prices, OPEC, natural gas

71.

The Yield Curve and Growth Forecasts

Darden Case No. UVA-GEM-0106
Number of pages: 8 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
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Abstract:

economic growth, Federal Reserve, yield curve

72.

A User's Guide to the Bop and Iip: The Transition from Bpm5 to Bpm6

Darden Case No. UVA-GEM-0135
Number of pages: 11 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

current account, capital flow

73.

Bernanke's Dilemma

Darden Case No. UVA-GEM-0111
Number of pages: 30 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

long-term interest rates, Treasury bond rates, monetary policy

74.

Global Asset Allocation: All that Glitters?

Darden Case No. UVA-F-1646
Number of pages: 19 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

gold

75.

Fix or Float

Darden Case No. UVA-F-1746
Number of pages: 2 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

forex, exchange rate, monetary policy

76.

Prospective Capital Flows and Currency Movements: Euro Versus Canadian Dollar

Darden Case No. UVA-GEM-0124
Number of pages: 15 Posted: 30 May 2017
Francis E. Warnock and Jeremy Fand
University of Virginia - Darden Business School and Bloomberg L.P.
Downloads 0 (565,074)
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Abstract:

exchange rates, capital flows, monetary policy

77.

Janet Yellen: Navigating Uncharted Waters

Darden Case No. UVA-GEM-0134
Number of pages: 27 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
Downloads 0 (565,074)
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Abstract:

federal reserve, fed, economics, policy

78.

Currency Crisis in the United Kingdom and Hong Kong

Darden Case No. UVA-GEM-0108
Number of pages: 20 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
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Abstract:

currency crises, British pound, Hong Kong dollar, ERM, Asian financial crisis

79.

Exchange Rate Models

Darden Case No. UVA-BP-0496
Number of pages: 15 Posted: 30 May 2017
Francis E. Warnock
University of Virginia - Darden Business School
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Abstract:

exchange rates, parity conditions

80.

Currency Matters: Analyzing International Bond Portfolios

NBER Working Paper No. w23175
Number of pages: 44 Posted: 21 Feb 2017
John D. Burger, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, University of Virginia - Darden Business School and Darden Business School
Downloads 0 (464,725)
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Abstract:

81.

Bond Market Development in Developing Asia

Asian Development Bank Economics Working Paper Series No. 448
Number of pages: 26 Posted: 23 Dec 2015
John D. Burger, Francis E. Warnock and Veronica Cacdac Warnock
Loyola University Maryland - Department of Economics, University of Virginia - Darden Business School and Darden Business School
Downloads 0 (308,501)

Abstract:

bond market, financial development, financial system

82.

Cross-border Portfolios: Assets, Liabilities, and Non-flow Adjustments

BIS Paper No. 82a
Number of pages: 18 Posted: 19 Oct 2015
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Federal Reserve Board, Federal Reserve Board and University of Virginia - Darden Business School
Downloads 0 (413,605)

Abstract:

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