NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Francis E. Warnock

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

October 2014U.S. Investment in Global Bonds: As the Fed Pushes, Some EMEs Pull
with John D. Burger, Rajeswari Sengupta, Veronica Cacdac Warnock: w20571
March 2014Uncovered Equity Parity and Rebalancing in International Portfolios
with Stephanie E. Curcuru, Charles P. Thomas, Jon Wongswan: w19963
March 2013On Returns Differentials
with Stephanie E. Curcuru, Charles P. Thomas: w18866

Curcuru, S., C. Thomas, and F. Warnock, 2013. On Returns Differentials. Journal of International Money and Finance (forthcoming)

August 2012Debt- and Equity-Led Capital Flow Episodes
with Kristin J. Forbes: w18329

Forthcoming: Forbes, K., and F. Warnock, 2012. "Debt- and Equity-Led Capital Flow Episodes." in Capital Mobility and Monetary Policy, edited by Miguel Fuentes and Carmen M. Reinhart. Santiago: Central Bank of Chile

February 2012U.S. International Equity Investment
with John Ammer, Sara B. Holland, David C. Smith: w17839

Published: Journal of Accounting Research. Volume 50, Issue 5, pages 1109–1139, December 2012

August 2011Capital Flow Waves: Surges, Stops, Flight, and Retrenchment
with Kristin J. Forbes: w17351

Published:

January 2011U.S. International Equity Investment and Past and Prospective Returns
with Stephanie E. Curcuru, Charles P. Thomas, Jon Wongswan: w16677

Published: Curcuru, Stephanie E., Charles P. Thomas, Francis E. Warnock, and Jon Wongswan. 2011. "US International Equity Investment and Past and Prospective Returns." American Economic Review, 101(7): 3440–55. citation courtesy of

August 2010Emerging Local Currency Bond Markets
with John D. Burger, Veronica Cacdac Warnock: w16249

Published: Burger, J., F. Warnock, and V. Warnock, 2012. "Emerging local currency bond markets." Financial Analysts Journal 68(4): 73-93

June 2010External Capital Structures and Oil Price Volatility
with John D. Burger, Alessandro Rebucci, Veronica Cacdac Warnock: w16052

Published: Burger, J., A. Rebucci, F. Warnock, and V. Warnock, 2010. External Capital Structures and Oil Price Volatility. Journal of Business, Finance and Economics in Emerging Economies. 5(2): 1-37.

June 2009Decomposing the U.S. External Returns Differential
with Stephanie E. Curcuru, Tomas Dvorak: w15077

Published: Curcuru, S., T. Dvorak, and F. Warnock, 2010. "Decomposing the U.S. External Returns Differential." Journal of International Economics 80: 22-32.

September 2008Current Account Sustainability and Relative Reliability
with Stephanie E. Curcuru, Charles P. Thomas: w14295

Published:

February 2008Cross-Border Returns Differentials
with Stephanie E. Curcuru, Tomas Dvorak: w13768

Published: Curcuru, S., T. Dvorak, and F. Warnock, 2008. "Cross-Border Returns Differentials." Quarterly Journal of Economics 123(4): 1495–1530

May 2007The Stability of Large External Imbalances: The Role of Returns Differentials
with Stephanie E. Curcuru, Tomas Dvorak: w13074
Markets and Housing Finance
with Veronica Cacdac Warnock: w13081

Published: Warnock, V., and F. Warnock, 2008. "Markets and Housing Finance." Journal of Housing Economics 17: 239-251 citation courtesy of

December 2006Sudden Flight and True Sudden Stops
with Alexander D. Rothenberg: w12726

Published: Review of International Economics, Volume 19, Issue 3, pages 509–524, August 2011

Is Home Bias in Assets Related to Home Bias in Goods?
with Eric van Wincoop: w12728

Published: van Wincoop, E., and F. Warnock, "Can trade costs in goods explain home bias in assets?" Journal of International Money and Finance. Volume 29, Issue 6, October 2010, Pages 1108-1123

October 2006Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets
with Hali J. Edison: w12589

Published: Edison, H., and F. Warnock, 2008. "Cross-Border Listings, Capital Controls, and Equity Flows to Emerging Markets." Journal of International Money and Finance 27: 1013-1027 citation courtesy of

International Capital Flows and U.S. Interest Rates
with Veronica Cacdac Warnock: w12560

Published: Warnock, Francis E., and Veronica Cacdac Warnock, 2009, International Capital Flows and U.S. Interest Rates, Journal of International Money and Finance 28: 903-919.

Local Currency Bond Markets
with John D. Burger: w12552

Published: Burger, John D., and Francis E. Warnock, 2006. "Local Currency Bond Markets," IMF Staff Papers 53 (Special Issue): 115-132. citation courtesy of

Foreign Participation in Local Currency Bond Markets
with John D. Burger: w12548

Published: Review of Financial Economics 16: pp. 291-304 (2007) citation courtesy of

August 2006Look at Me Now: What Attracts U.S. Shareholders?
with John Ammer, Sara B. Holland, David C. Smith: w12500
July 2006Financial Globalization, Governance, and the Evolution of the Home Bias
with Bong-Chan Kho, René M. Stulz: w12389

Published: Kho, B.C., R. Stulz, and F. Warnock, 2009. "Financial globalization, governance, and the evolution of the home bias." Journal of Accounting Research 47: 597-635 citation courtesy of

The Performance of International Equity Portfolios
with Charles P. Thomas, Jon Wongswan: w12346
May 2006International Diversification at Home and Abroad
with Fang Cai: w12220

Published: “Foreign Exposure through Domestic Equities”. Finance Research Letters.

Do Foreigners Invest Less in Poorly Governed Firms?
with Christian Leuz, Karl V. Lins: w12222

Published:

December 2005Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall?
with Caroline Freund: w11823

Published: Current Account Deficits in Industrial Countries: The Bigger They Are, The Harder They Fall?, Caroline Freund, Frank Warnock. in G7 Current Account Imbalances: Sustainability and Adjustment, Clarida. 2007

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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