Details about Francis Warnock
Access statistics for papers by Francis Warnock.
Last updated 2016-12-27. Update your information in the RePEc Author Service.
Short-id: pwa807
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Working Papers
2015
- Bond Market Development in Developing Asia
ADB Economics Working Paper Series, Asian Development Bank View citations (11)
- U.S. Investment in global bonds: As the fed pushes, some EMEs pull
Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (20)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (8)
See also Journal Article in Economic Policy (2015)
2014
- Uncovered Equity Parity and Rebalancing in International Portfolios
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (25)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (26)
See also Journal Article in Journal of International Money and Finance (2014)
2013
- On Returns Differentials
NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) View citations (41)
See also Journal Article in Journal of International Money and Finance (2013)
2012
- Capital Debt -and Equity-Led Capital Flow Episodes
Working Papers Central Bank of Chile, Central Bank of Chile View citations (12)
- Debt- and Equity-Led Capital Flow Episodes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
See also Chapter (2014)
- U.S. International Equity Investment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (14)
See also Journal Article in Journal of Accounting Research (2012)
2011
- Capital Flow Waves: Surges, Stops, Flight, and Retrenchment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)
See also Chapter (2011) Journal Article in Journal of International Economics (2012)
- U.S. International Equity Investment and Past and Prospective Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
See also Journal Article in American Economic Review (2011)
- U.S. international equity investment and past prospective returns
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
2010
- Emerging Local Currency Bond Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
- External Capital Structures and Oil Price Volatility
Research Department Publications, Inter-American Development Bank, Research Department View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
2009
- Decomposing the U.S. External Returns Differential
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009) View citations (2)
See also Journal Article in Journal of International Economics (2010)
2008
- Cross-Border Returns Differentials
NBER Working Papers, National Bureau of Economic Research, Inc View citations (115)
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2007) View citations (36) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (68)
See also Journal Article in The Quarterly Journal of Economics (2008)
- Current Account Sustainability and Relative Reliability
NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (5)
See also Chapter (2009)
- Financial globalization, governance, and the evolution of the home bias
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
Also in BIS Working Papers, Bank for International Settlements (2006) View citations (13) NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (38) Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2006) View citations (38)
See also Journal Article in Journal of Accounting Research (2009)
- Markets and Housing Finance
Working Papers, Hong Kong Institute for Monetary Research View citations (69)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (18) The Institute for International Integration Studies Discussion Paper Series, IIIS (2007) View citations (9)
See also Journal Article in Journal of Housing Economics (2008)
- Why do U.S. cross-listings matter?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
2007
- Do Foreigners Invest Less in Poorly Governed Firms?
Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (15)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (23)
See also Journal Article in Review of Financial Studies (2010) Chapter (2010)
- Sudden Flight and True Sudden Stops
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (45)
See also Journal Article in Review of International Economics (2011)
- The Stability of Large External Imbalances: The Role of Returns Differentials
NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (17)
2006
- Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Journal of International Money and Finance (2008)
- Foreign Participation in Local Currency Bond Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (85)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (42)
See also Journal Article in Review of Financial Economics (2007)
- International Capital Flows and U.S. Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc View citations (88)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (18) The Institute for International Integration Studies Discussion Paper Series, IIIS (2005) View citations (23)
- International Diversification at Home and Abroad
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005)  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (9) Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2005)
- Is Home Bias in Assets Related to Home Bias in Goods?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
- Local Currency Bond Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (127)
See also Journal Article in IMF Staff Papers (2006)
- Look at Me Now: What Attracts U.S. Shareholders?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
- The Performance of International Equity Portfolios
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (25)
2005
- Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
See also Chapter (2007)
2004
- Corporate governance and the shareholder base
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
- Look at me now: the role of cross-listing in attracting U.S. investors
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
2003
- Cross-board listings, capital controls, and equity flows to emerging markets
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
- Diversification, original sin, and international bond portfolios
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (54)
- Firm-level access to international capital markets: evidence from Chilean equities
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
See also Journal Article in Emerging Markets Review (2003)
- U.S. investors' emerging market equity portfolios: a security-level analysis
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
See also Journal Article in The Review of Economics and Statistics (2004)
2002
- Financial centers and the geography of capital flows
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
See also Journal Article in International Finance (2003)
2001
- A Simple Measure of the Intensity of Capital Controls
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (48)
See also Journal Article in Journal of Empirical Finance (2003)
- Home bias and high turnover reconsidered
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
See also Journal Article in Journal of International Money and Finance (2002)
2000
- Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 
See also Journal Article in Journal of International Money and Finance (2003)
- Information costs and home bias: an analysis of U.S. holdings of foreign equities
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (66)
See also Journal Article in Journal of International Economics (2004)
- The declining volatility of U.S. employment: was Arthur Burns right?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
- The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
1998
- Idiosyncratic tastes in a two-country optimizing model: implications; of a standard presumption
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
Journal Articles
2015
- US investment in global bonds: as the Fed pushes, some EMEs pull
Economic Policy, 2015, 30, (84), 729-766 View citations (21)
See also Working Paper (2015)
2014
- Uncovered Equity Parity and rebalancing in international portfolios
Journal of International Money and Finance, 2014, 47, (C), 86-99 View citations (26)
See also Working Paper (2014)
2013
- On returns differentials
Journal of International Money and Finance, 2013, 36, (C), 1-25 View citations (43)
See also Working Paper (2013)
2012
- Capital flow waves: Surges, stops, flight, and retrenchment
Journal of International Economics, 2012, 88, (2), 235-251 View citations (859)
See also Working Paper (2011) Chapter (2011)
- Foreign exposure through domestic equities
Finance Research Letters, 2012, 9, (1), 8-20 View citations (14)
- U.S. International Equity Investment
Journal of Accounting Research, 2012, 50, (5), 1109-1139 View citations (16)
See also Working Paper (2012)
2011
- Sudden Flight and True Sudden Stops
Review of International Economics, 2011, 19, (3), 509-524 View citations (75)
See also Working Paper (2007)
- US International Equity Investment and Past and Prospective Returns
American Economic Review, 2011, 101, (7), 3440-55 View citations (49)
See also Working Paper (2011)
2010
- Can trade costs in goods explain home bias in assets?
Journal of International Money and Finance, 2010, 29, (6), 1108-1123 View citations (31)
- Decomposing the U.S. external returns differential
Journal of International Economics, 2010, 80, (1), 22-32 View citations (15)
See also Working Paper (2009)
- Do Foreigners Invest Less in Poorly Governed Firms?
Review of Financial Studies, 2010, 23, (3), 3245-3285 View citations (33)
Also in Review of Financial Studies, 2009, 22, (8), 3245-3285 (2009) View citations (166)
See also Chapter (2010) Working Paper (2007)
2009
- Financial Globalization, Governance, and the Evolution of the Home Bias
Journal of Accounting Research, 2009, 47, (2), 597-635 View citations (87)
See also Working Paper (2008)
2008
- Cross-Border Returns Differentials
The Quarterly Journal of Economics, 2008, 123, (4), 1495-1530 View citations (89)
See also Working Paper (2008)
- Cross-border listings, capital controls, and equity flows to emerging markets
Journal of International Money and Finance, 2008, 27, (6), 1013-1027 View citations (51)
See also Working Paper (2006)
- Darden conference issue: Capital raising in emerging economies
Journal of Financial Economics, 2008, 88, (3), 425-429 View citations (1)
- Markets and housing finance
Journal of Housing Economics, 2008, 17, (3), 239-251 View citations (69)
See also Working Paper (2008)
- The Impact of a Disorderly Resolution of Global Imbalances on Global Wealth
Economic Notes, 2008, 37, (3), 345-379
2007
- Foreign participation in local currency bond markets
Review of Financial Economics, 2007, 16, (3), 291-304 View citations (65)
See also Working Paper (2006)
2006
- Local Currency Bond Markets
IMF Staff Papers, 2006, 53, 7 View citations (150)
See also Working Paper (2006)
2004
- Information costs and home bias: an analysis of US holdings of foreign equities
Journal of International Economics, 2004, 62, (2), 313-336 View citations (365)
See also Working Paper (2000)
- U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis
The Review of Economics and Statistics, 2004, 86, (3), 691-704 View citations (41)
See also Working Paper (2003)
2003
- A simple measure of the intensity of capital controls
Journal of Empirical Finance, 2003, 10, (1-2), 81-103 View citations (180)
See also Working Paper (2001)
- Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias
Journal of International Money and Finance, 2003, 22, (3), 343-363 View citations (50)
See also Working Paper (2000)
- Financial Centres and the Geography of Capital Flows
International Finance, 2003, 6, (1), 27-59 View citations (24)
See also Working Paper (2002)
- Firm-level access to international capital markets: evidence from Chilean equities
Emerging Markets Review, 2003, 4, (1), 39-51 View citations (10)
See also Working Paper (2003)
2002
- Home bias and high turnover reconsidered
Journal of International Money and Finance, 2002, 21, (6), 795-805 View citations (68)
See also Working Paper (2001)
2001
- The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments
Federal Reserve Bulletin, 2001, 87, (Oct), 634-650 View citations (29)
2000
- U.S. international transactions in 1999
Federal Reserve Bulletin, 2000, 86, (May), 301-314
Chapters
2015
- Cross-border portfolios: assets, liabilities, and non-flow adjustments
A chapter in Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, 2015, vol. 82, pp 7-24
2014
- Debt-and Equity-Led Capital Flow Episodes
Chapter 9 in Capital Mobility and Monetary Policy, 2014, vol. 18, pp 291-322 View citations (9)
See also Working Paper (2012)
2012
- Developing Housing Finance Systems
A chapter in Property Markets and Financial Stability, 2012 View citations (6)
- Discussant remarks on John V Duca, John Muellbauer and Anthony Murphy’s paper "Credit standards and the bubble in US house prices: new econometric evidence"
A chapter in Property markets and financial stability, 2012, vol. 64, pp 69-70
2011
- Capital Flow Waves: Surges, Stops, Flight, and Retrenchment
A chapter in Global Financial Crisis, 2011 View citations (62)
See also Journal Article in Journal of International Economics (2012) Working Paper (2011)
2010
- Do Foreigners Invest Less in Poorly Governed Firms?
A chapter in Corporate Governance, 2010 View citations (32)
See also Journal Article in Review of Financial Studies (2010) Working Paper (2007)
2009
- Current Account Sustainability and Relative Reliability
A chapter in NBER International Seminar on Macroeconomics 2008, 2009, pp 67-109 View citations (21)
See also Working Paper (2008)
2007
- Current Account Deficits in Industrial Countries: The Bigger They Are, The Harder They Fall?
A chapter in G7 Current Account Imbalances: Sustainability and Adjustment, 2007, pp 133-168 View citations (53)
See also Working Paper (2005)
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