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Francesca Carrieri

McGill University - Desautels Faculty of Management

Associate Professor

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

  • McGill University - Desautels Faculty of Management

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    • Tel: 514-398-1582
    • Fax: 514-398-3876
SCHOLARLY PAPERS

13

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5,683

TOTAL CITATIONS
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Top 10,074

in Total Papers Citations

120

Scholarly Papers (13)

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1.

Industry Risk and Market Integration

Number of pages: 43 Posted: 11 Jan 2001
Francesca Carrieri, Sergei Sarkissian and Vihang R. Errunza
McGill University - Desautels Faculty of Management, McGill University and McGill University - Desautels Faculty of Management
Downloads 1,085 (50,536)
Citation 8

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Imperfect industry integration, Global industry risk, Conditional asset pricing, Portfolio diversification

2.

Characterizing World Market Integration Through Time

Number of pages: 49 Posted: 19 Jun 2001
Francesca Carrieri, Vihang R. Errunza and Kedreth Hogan
McGill University - Desautels Faculty of Management, McGill University - Desautels Faculty of Management and Barclays - Barclays Global Investors (BGI)
Downloads 1,043 (53,399)
Citation 59

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International asset pricing, emerging markets

3.

The Dynamics of Geographic Versus Sectoral Diversification: Is There a Link to the Real Economy?

Number of pages: 58 Posted: 18 Aug 2004
Francesca Carrieri, Sergei Sarkissian and Vihang R. Errunza
McGill University - Desautels Faculty of Management, McGill University and McGill University - Desautels Faculty of Management
Downloads 620 (107,286)
Citation 15

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Diversification gains, asset allocation, international equity markets, industrial structure, industrial production

4.

Do Implicit Barriers Matter for Globalization?

Downloads 602 (111,533)
Citation 20

Do Implicit Barriers Matter for Globalization?

Swiss Finance Institute Research Paper No. 10-55
Number of pages: 64 Posted: 23 Dec 2010 Last Revised: 14 Jun 2013
Francesca Carrieri, Ines Chaieb and Vihang R. Errunza
McGill University - Desautels Faculty of Management, University of Geneva - Geneva Finance Research Institute (GFRI) and McGill University - Desautels Faculty of Management
Downloads 317 (235,213)
Citation 6

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International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization

Do Implicit Barriers Matter for Globalization?

Number of pages: 60 Posted: 02 Mar 2010 Last Revised: 01 Oct 2010
Francesca Carrieri, Ines Chaieb and Vihang R. Errunza
McGill University - Desautels Faculty of Management, University of Geneva - Geneva Finance Research Institute (GFRI) and McGill University - Desautels Faculty of Management
Downloads 181 (416,628)
Citation 6

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International Asset Pricing, Emerging Markets, Market Integration, Liberalization, Globalization

Do Implicit Barriers Matter for Globalization?

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60 Posted: 22 Oct 2010
Ines Chaieb, Francesca Carrieri and Vihang R. Errunza
University of Geneva - Geneva Finance Research Institute (GFRI), McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads 104 (674,237)
Citation 8

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International Asset Pricing, Emerging Markets, Market Integration

5.

Does Emerging Market Exchange Risk Affect Global Equity Prices?

Number of pages: 45 Posted: 13 Dec 2004
Francesca Carrieri, Vihang R. Errunza and Basma Majerbi
McGill University - Desautels Faculty of Management, McGill University - Desautels Faculty of Management and Gustavson School of Business, University of Victoria
Downloads 428 (169,344)
Citation 11

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Currency risk, currency crisis, emerging markets, spillover, international markets

6.

Global Price of Foreign Exchange Risk and the Local Factor

Number of pages: 42 Posted: 04 Jun 2003
Francesca Carrieri, Vihang R. Errunza and Basma Majerbi
McGill University - Desautels Faculty of Management, McGill University - Desautels Faculty of Management and Gustavson School of Business, University of Victoria
Downloads 417 (174,606)

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7.

The Effects of Liberalization on Market and Currency Risk in the European Union

Downloads 362 (205,172)
Citation 5

The Effects of Liberalization on Market and Currency Risk in the European Union

Number of pages: 46 Posted: 26 Feb 2001
Francesca Carrieri
McGill University - Desautels Faculty of Management
Downloads 362 (203,015)
Citation 5

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International Asset pricing, Exchange rate risk, Liberalization, European Integration

The Effects of Liberalization on Market and Currency Risk in the European Union

Posted: 21 Jun 2001
Francesca Carrieri
McGill University - Desautels Faculty of Management

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International Asset pricing, Exchange rate risk, Liberalization, European Integration

8.

The Pricing of Exchange Risk in Emerging Stock Markets

Journal of International Business Studies, Forthcoming
Number of pages: 37 Posted: 28 Sep 2005
Francesca Carrieri and Basma Majerbi
McGill University - Desautels Faculty of Management and Gustavson School of Business, University of Victoria
Downloads 294 (257,640)
Citation 2

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Exchange risk pricing, Unconditional asset pricing, Emerging markets

9.

Global Risk and Market Conditions

Downloads 238 (320,573)

Global Risk and Market Conditions

Number of pages: 55 Posted: 16 Apr 2015 Last Revised: 06 Apr 2022
Amir Akbari and Francesca Carrieri
McMaster University - Michael G. DeGroote School of Business and McGill University - Desautels Faculty of Management
Downloads 178 (423,194)

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Exchange rate risk, intertemporal risk, Developed markets, Emerging Markets

Global Risk and Market Conditions

Number of pages: 55 Posted: 29 Mar 2022
Amir Akbari and Francesca Carrieri
McMaster University - Michael G. DeGroote School of Business and McGill University - Desautels Faculty of Management
Downloads 60 (976,517)

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International Finance, Foreign Exchange Rate Risk, Intertemporal Risk

10.

Can Cross-Border Funding Frictions Explain Financial Integration Reversals?

Forthcoming at the Review of Financial Studies
Number of pages: 74 Posted: 11 Sep 2017 Last Revised: 28 Nov 2020
Amir Akbari, Francesca Carrieri and Aytek Malkhozov
McMaster University - Michael G. DeGroote School of Business, McGill University - Desautels Faculty of Management and McGill University
Downloads 237 (321,897)

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International Finance, Market Segmentation, Integration Reversals, Funding Liquidity

11.

Firm Foreign Activity and the Geography of Exchange Rate Risk

Number of pages: 72 Posted: 28 Mar 2022 Last Revised: 12 Jun 2023
Amir Akbari and Francesca Carrieri
McMaster University - Michael G. DeGroote School of Business and McGill University - Desautels Faculty of Management
Downloads 228 (334,744)

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International Finance, Foreign Exchange Rate Risk, Currency Exposure, Multinationals, Corporate Foreign Sales

12.

Reversals in Global Market Integration and Funding Liquidity

FRB International Finance Discussion Paper No. 1202
Number of pages: 59 Posted: 26 Mar 2017
Amir Akbari, Francesca Carrieri and Aytek Malkhozov
McMaster University - Michael G. DeGroote School of Business, McGill University - Desautels Faculty of Management and McGill University
Downloads 93 (725,554)

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International Finance, Market Segmentation, Integration Reversals, Funding Liquidity

13.

Cyclicality in the Prices of Risk What More Can We Learn from Explainable AI?1

Number of pages: 80 Posted: 25 Sep 2025
Amir Akbari and Francesca Carrieri
McMaster University - Michael G. DeGroote School of Business and McGill University - Desautels Faculty of Management
Downloads 36 (1,235,774)

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Intertemporal CAPM, Hedging Demand, Business Cycle, Explainable AI