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Paul M. Hammaker Professor of
Business Administration
B.A.,
Johns Hopkins University;
Ph.D., University of North Carolina
Faculty Pavilion 298D 434-924-6076
WarnockF@darden.virginia.edu
Author Pages:
SSRN NBER
Courses:
The Global Financial Markets Courses
Markets in Human Hope
Workshops:
Darden Financial Economics Workshop
Darden Junior Faculty Workshop
Videos: Markets for Human
Hope; Vincent
Reinhart (Nov 2011);
Dennis Lockhart (Nov 2012)
Affiliations and Current Consulting Projects:
Research Associate, National
Bureau of Economic Research
Senior Fellow,
Globalization & Monetary Policy Institute
(Federal Reserve Bank-Dallas)
Research Associate, Institute for Int'l Integration Studies
(Trinity College Dublin)
Consultant,
National Institute for Family Success
Recent
and Upcoming Talks
CEMLA/World Bank/Bank of Italy Conference on Macro-prudential
Policies, Bank Negara Malaysia’s Conference on Monetary Policy in the
New Normal, Russia G20/Central Bank Turkey/Reinventing Bretton Woods
Conference on Global Finance in Transition, Board of Governors, BIS Consultative Council for the Americas
Research Conference (at Central Bank of Chile), Bank Negara Malaysia, University of Auckland, Reserve Bank of Australia/BIS (Property
Markets and Financial Stability conference), Vanderbilt, Notre Dame,
Oxford (Household Behaviour in Mortgage and Housing Markets Conference),
IJCB Annual Conference (at Central Bank of Chile), International
Economics Association/Bank of Turkey Roundtable on Currency Flows, ECB
Recent
Articles (see Research page for full
listing)
"On Returns Differentials" (w/ S. Curcuru and C. Thomas)
Journal
Int'l Money and Finance 36: 1-25 (Lead article). Workbook available at
http://www.nber.org/data-appendix/w18866/
"Developing Housing Finance Systems" (w/ V. Warnock) RBA/BIS Annual Conference
Volume (Dec 2012).
"Debt- and Equity-Led Capital Flow Episodes" (w/ Forbes) in
Capital Mobility and Monetary Policy, edited by Miguel Fuentes and
Carmen M. Reinhart. Santiago: Central Bank of Chile. NBER WP 18329.
"US International Equity Investment" (w/ Ammer, Holland, and Smith),
Journal of Accounting Research (Dec 2012). NBER Working Paper 17839
version February 2012.
Dataset on
cross-listing and float.
"Foreign Exposure through Domestic Equities" (w/Cai) Finance Research
Letters (2012).
"Emerging Local Currency Bond Markets" (w/ Burger and V. Warnock)
Financial Analysts Journal 68(4): 73-93. (July 2011 version)
"Capital Flow Waves: Surges, Stops, Flight and Retrenchment" (w/ Forbes),
Journal of International Economics, 88(2): 235-251; NBER
version
"U.S.
international equity investment and past and prospective returns" (w/ Curcuru, Thomas, and Wongswan)
American Economic Review 101(7): 3440-3455
NBER WP version.
"Sudden flight and true sudden stops"
(w/ Rothenberg) Review of International
Economics
2011.
Past
Practitioner Talks
Emerging Local Currency Bonds: A View from the US, Russia
G20/Central Bank Turkey/Reinventing Bretton Woods Conference on Global
Finance in Transition (Istanbul, May 2013)
Housing Finance and Financial Stability, Philippine Urban Consortium
Events (World Bank, Manila, Mch 2012)
Housing Finance around the World,
Il Foro de Vivienda (Bogota, Dec 2010)
Currency Wars,
Capital Flows, and EME Consequences ADB-AIM
Knowledge Hub (Manila, Nov 2010)
China's
Currency Policy and Global Imbalance, Global HR Forum 2010
video/slides
(Seoul, Oct 2010)
Global Imbalances: The Next
Crisis? AEI's No Way Out series
slides/video (Washington, Dec 2009)
US International Capital
Flows NABE Professional Development Seminar (Washington, April 2009)
On the US Economy Houston Area Darden Tuck Alumni Group
(Houston, Feb 2008)
Financial Globalization World Economic Forum/RBWC/G20
Deputies (Durban Sept 2007)
BIOGRAPHY
(expanded, one-page version)
Frank Warnock is Paul M. Hammaker Professor of Business Administration at the
University of Virginia's Darden School of Business. His research, which
focuses on international capital flows, international portfolio
allocation, and financial sector development, has
been published in American Economic Review, Quarterly Journal of Economics, Journal of
International Economics, Review of Financial Studies, Journal of
Accounting Research, Financial Analysts Journal, and Journal of Housing Economics (among other
journals) and featured in Financial Times, The Economist, Barron's, Wall
Street Journal, and New York Times. At Darden, Frank has been awarded an
Outstanding Faculty (teaching) Award, a multi-year teaching award, and
several Wachovia Awards for Research
Excellence.
Prior to
joining Darden in 2004, Frank was Senior Economist in the International
Finance Division at the Board of Governors of the Federal Reserve System
in Washington, DC. He also taught at Georgetown University and the
University of North Carolina. Frank's international experience includes
a stint with Merrill Lynch in Vienna, Austria as well as two years as a
Peace Corps Volunteer in Malawi's Thyolo District. His professional
career started on Wall Street, where he was a Commodity Trading Advisor
(CTA).
Frank's
current affiliations include Research Associate at the National
Bureau of Economic Research (NBER) in Cambridge; Senior Fellow at the
Federal Reserve Bank of Dallas' Globalization and Monetary Policy
Institute; and Research Associate at the Institute of International
Integration Studies (IIIS) at Trinity College Dublin. In the recent past he
has been Research Fellow at the Hong Kong Monetary Authority, Adjunct
Senior Fellow at Council
on Foreign Relations, and a
consultant with the IMF, ECB, and Inter-American Development Bank. Frank
earned a PhD in economics at UNC Chapel Hill and a BA at Johns Hopkins.
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