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Details about Francis Warnock

Homepage:http://www.darden.virginia.edu/faculty-research/directory/francis-e-warnock/
Workplace:Darden School of Business, University of Virginia, (more information at EDIRC)

Access statistics for papers by Francis Warnock.

Last updated 2016-12-27. Update your information in the RePEc Author Service.

Short-id: pwa807


Jump to Journal Articles Chapters

Working Papers

2015

  1. Bond Market Development in Developing Asia
    ADB Economics Working Paper Series, Asian Development Bank Downloads View citations (3)
  2. 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 Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (4)

    See also Journal Article in Economic Policy (2015)

2014

  1. Uncovered Equity Parity and Rebalancing in International Portfolios
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (12)

    See also Journal Article in Journal of International Money and Finance (2014)

2013

  1. On Returns Differentials
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (31)

    See also Journal Article in Journal of International Money and Finance (2013)

2012

  1. Capital Debt -and Equity-Led Capital Flow Episodes
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (10)
  2. Debt- and Equity-Led Capital Flow Episodes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (29)
    See also Chapter (2014)
  3. U.S. International Equity Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (9)

    See also Journal Article in Journal of Accounting Research (2012)

2011

  1. Capital Flow Waves: Surges, Stops, Flight, and Retrenchment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
    See also Chapter (2011)
    Journal Article in Journal of International Economics (2012)
  2. U.S. International Equity Investment and Past and Prospective Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article in American Economic Review (2011)
  3. U.S. international equity investment and past prospective returns
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)

2010

  1. Emerging Local Currency Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
  2. External Capital Structures and Oil Price Volatility
    Research Department Publications, Inter-American Development Bank, Research Department Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (2)

2009

  1. Decomposing the U.S. External Returns Differential
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009) Downloads View citations (1)

    See also Journal Article in Journal of International Economics (2010)

2008

  1. Cross-Border Returns Differentials
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (92)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (60)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2007) Downloads View citations (2)

    See also Journal Article in The Quarterly Journal of Economics (2008)
  2. Current Account Sustainability and Relative Reliability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (4)

    See also Chapter (2009)
  3. Financial globalization, governance, and the evolution of the home bias
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (20)
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2006) Downloads View citations (15)
    BIS Working Papers, Bank for International Settlements (2006) Downloads View citations (6)

    See also Journal Article in Journal of Accounting Research (2009)
  4. Markets and Housing Finance
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (39)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (17)
    The Institute for International Integration Studies Discussion Paper Series, IIIS (2007) Downloads View citations (6)

    See also Journal Article in Journal of Housing Economics (2008)
  5. Why do U.S. cross-listings matter?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2007

  1. Do Foreigners Invest Less in Poorly Governed Firms?
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (19)

    See also Journal Article in Review of Financial Studies (2010)
    Chapter (2010)
  2. Sudden Flight and True Sudden Stops
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (20)

    See also Journal Article in Review of International Economics (2011)
  3. The Stability of Large External Imbalances: The Role of Returns Differentials
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (15)

2006

  1. Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in IMF Working Papers, International Monetary Fund (2003) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2008)
  2. Foreign Participation in Local Currency Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (61)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (41)

    See also Journal Article in Review of Financial Economics (2007)
  3. How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?
    IMF Working Papers, International Monetary Fund Downloads View citations (9)
  4. International Capital Flows and U.S. Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (84)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (18)
    The Institute for International Integration Studies Discussion Paper Series, IIIS (2005) Downloads View citations (19)
  5. International Diversification at Home and Abroad
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005) Downloads
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2005) Downloads
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (8)
  6. Is Home Bias in Assets Related to Home Bias in Goods?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
  7. Local Currency Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    See also Journal Article in IMF Staff Papers (2006)
  8. Look at Me Now: What Attracts U.S. Shareholders?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
  9. The Performance of International Equity Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (25)

2005

  1. Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    See also Chapter (2007)

2004

  1. Corporate governance and the shareholder base
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
  2. 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.) Downloads View citations (7)

2003

  1. 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.) Downloads
  2. Diversification, original sin, and international bond portfolios
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (45)
  3. 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.) Downloads View citations (8)
    See also Journal Article in Emerging Markets Review (2003)
  4. U.S. Investors' Emerging Market Equity Portfolios; A Security-Level Analysis
    IMF Working Papers, International Monetary Fund Downloads View citations (23)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (5)

    See also Journal Article in The Review of Economics and Statistics (2004)

2002

  1. A Simple Measure of the Intensity of Capital Controls
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (39)
    Also in IMF Working Papers, International Monetary Fund (2001) Downloads View citations (52)

    See also Journal Article in Journal of Empirical Finance (2003)
  2. Financial centers and the geography of capital flows
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)
    See also Journal Article in International Finance (2003)

2001

  1. Home bias and high turnover reconsidered
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
    See also Journal Article in Journal of International Money and Finance (2002)

2000

  1. 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.) Downloads
    See also Journal Article in Journal of International Money and Finance (2003)
  2. 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.) Downloads View citations (66)
    See also Journal Article in Journal of International Economics (2004)
  3. 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.) Downloads View citations (21)
  4. 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.) Downloads View citations (1)

1998

  1. 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.) Downloads View citations (10)

Journal Articles

2015

  1. US investment in global bonds: as the Fed pushes, some EMEs pull
    Economic Policy, 2015, 30, (84), 729-766 Downloads View citations (14)
    See also Working Paper (2015)

2014

  1. Uncovered Equity Parity and rebalancing in international portfolios
    Journal of International Money and Finance, 2014, 47, (C), 86-99 Downloads View citations (11)
    See also Working Paper (2014)

2013

  1. On returns differentials
    Journal of International Money and Finance, 2013, 36, (C), 1-25 Downloads View citations (31)
    See also Working Paper (2013)

2012

  1. Capital flow waves: Surges, stops, flight, and retrenchment
    Journal of International Economics, 2012, 88, (2), 235-251 Downloads View citations (498)
    See also Chapter (2011)
    Working Paper (2011)
  2. Foreign exposure through domestic equities
    Finance Research Letters, 2012, 9, (1), 8-20 Downloads View citations (11)
  3. U.S. International Equity Investment
    Journal of Accounting Research, 2012, 50, (5), 1109-1139 Downloads View citations (9)
    See also Working Paper (2012)

2011

  1. Sudden Flight and True Sudden Stops
    Review of International Economics, 2011, 19, (3), 509-524 View citations (51)
    See also Working Paper (2007)
  2. US International Equity Investment and Past and Prospective Returns
    American Economic Review, 2011, 101, (7), 3440-55 Downloads View citations (32)
    See also Working Paper (2011)

2010

  1. Can trade costs in goods explain home bias in assets?
    Journal of International Money and Finance, 2010, 29, (6), 1108-1123 Downloads View citations (16)
  2. Decomposing the U.S. external returns differential
    Journal of International Economics, 2010, 80, (1), 22-32 Downloads View citations (11)
    See also Working Paper (2009)
  3. Do Foreigners Invest Less in Poorly Governed Firms?
    Review of Financial Studies, 2010, 23, (3), 3245-3285 Downloads View citations (18)
    Also in Review of Financial Studies, 2009, 22, (8), 3245-3285 (2009) Downloads View citations (115)

    See also Working Paper (2007)
    Chapter (2010)

2009

  1. Financial Globalization, Governance, and the Evolution of the Home Bias
    Journal of Accounting Research, 2009, 47, (2), 597-635 Downloads View citations (66)
    See also Working Paper (2008)

2008

  1. Cross-Border Returns Differentials
    The Quarterly Journal of Economics, 2008, 123, (4), 1495-1530 Downloads View citations (65)
    See also Working Paper (2008)
  2. Cross-border listings, capital controls, and equity flows to emerging markets
    Journal of International Money and Finance, 2008, 27, (6), 1013-1027 Downloads View citations (45)
    See also Working Paper (2006)
  3. Darden conference issue: Capital raising in emerging economies
    Journal of Financial Economics, 2008, 88, (3), 425-429 Downloads View citations (1)
  4. Markets and housing finance
    Journal of Housing Economics, 2008, 17, (3), 239-251 Downloads View citations (39)
    See also Working Paper (2008)
  5. The Impact of a Disorderly Resolution of Global Imbalances on Global Wealth
    Economic Notes, 2008, 37, (3), 345-379 Downloads

2007

  1. Foreign participation in local currency bond markets
    Review of Financial Economics, 2007, 16, (3), 291-304 Downloads View citations (36)
    See also Working Paper (2006)

2006

  1. Local Currency Bond Markets
    IMF Staff Papers, 2006, 53, 7 Downloads View citations (101)
    See also Working Paper (2006)

2005

  1. Outflows-induced sudden stops
    Journal of Economic Policy Reform, 2005, 8, (2), 119-129 Downloads View citations (10)

2004

  1. Information costs and home bias: an analysis of US holdings of foreign equities
    Journal of International Economics, 2004, 62, (2), 313-336 Downloads View citations (276)
    See also Working Paper (2000)
  2. U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis
    The Review of Economics and Statistics, 2004, 86, (3), 691-704 Downloads View citations (33)
    See also Working Paper (2003)

2003

  1. A simple measure of the intensity of capital controls
    Journal of Empirical Finance, 2003, 10, (1-2), 81-103 Downloads View citations (154)
    See also Working Paper (2002)
  2. 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 Downloads View citations (37)
    See also Working Paper (2000)
  3. Financial Centres and the Geography of Capital Flows
    International Finance, 2003, 6, (1), 27-59 Downloads View citations (20)
    See also Working Paper (2002)
  4. Firm-level access to international capital markets: evidence from Chilean equities
    Emerging Markets Review, 2003, 4, (1), 39-51 Downloads View citations (9)
    See also Working Paper (2003)

2002

  1. Home bias and high turnover reconsidered
    Journal of International Money and Finance, 2002, 21, (6), 795-805 Downloads View citations (55)
    See also Working Paper (2001)

2001

  1. The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments
    Federal Reserve Bulletin, 2001, (Oct), 634-650 Downloads View citations (27)

2000

  1. U.S. international transactions in 1999
    Federal Reserve Bulletin, 2000, (May), 301-314 Downloads

Chapters

2015

  1. 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 Downloads

2014

  1. Debt-and Equity-Led Capital Flow Episodes
    Chapter 9 in Capital Mobility and Monetary Policy, 2014, vol. 18, pp 291-322 Downloads View citations (6)
    See also Working Paper (2012)

2012

  1. Developing Housing Finance Systems
    A chapter in Property Markets and Financial Stability, 2012 Downloads View citations (2)
  2. 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 Downloads

2011

  1. Capital Flow Waves: Surges, Stops, Flight, and Retrenchment
    A chapter in Global Financial Crisis, 2011 View citations (32)
    See also Journal Article in Journal of International Economics (2012)
    Working Paper (2011)

2010

  1. Do Foreigners Invest Less in Poorly Governed Firms?
    A chapter in Corporate Governance, 2010 View citations (18)
    See also Journal Article in Review of Financial Studies (2010)
    Working Paper (2007)

2009

  1. Appendix to "NBER International Seminar on Macroeconomics 2008"
    A chapter in NBER International Seminar on Macroeconomics 2008, 2009 Downloads View citations (4)
  2. Current Account Sustainability and Relative Reliability
    A chapter in NBER International Seminar on Macroeconomics 2008, 2009, pp 67-109 Downloads View citations (9)
    See also Working Paper (2008)

2007

  1. 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 Downloads View citations (17)
    See also Working Paper (2005)
 
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