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Associate 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
SSRN Author Page
NBER Author Page
Research Areas and Links to Papers
Financial Sector Development,
International Portfolio Allocation,
Capital Flows and Global Imbalances
Affiliations:
Faculty Research Fellow, 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, Global Emerging Market Local Currency
Bond Fund Program (World Bank)
New
Working Papers
Ammer, J., S. Holland, D. Smith, and F. Warnock, 2008 (May).
Why Do U.S.
Cross-Listings Matter?. Federal Reserve Board International Finance
Discussion Paper 930.
Kho, B.C., R. Stulz,
and F. Warnock, 2008 (May). Financial globalization, governance, and the evolution of the home bias.
Federal
Reserve Bank of Dallas Globalization and Monetary Policy Institute
Working Paper No. 12.
Curcuru, S., T.
Dvorak, and F.
Warnock, 2008 (April). The
Decomposition of the U.S. External Returns Differential.
Burger, J., F.
Warnock, and V. Warnock, 2008 (June). A Virtuous Cycle in Local Currency
Bond Markets? Prepared for the GEMLOC initiative.
Recent
Publications
Curcuru, S., T.
Dvorak, and F.
Warnock, 2008.
Cross-Border Returns Differentials. Quarterly Journal of
Economics (forthcoming).
Curcuru, S., C.
Thomas, and F.
Warnock, 2008. Current
Account Sustainability and Relative Reliability. NBER
International Seminar on Macroeconomics (forthcoming).
Data
underlying our adjustments to the international accounts.
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.
Harvey, C., M. Lipson, and F. Warnock, 2008.
Guest Editorial: Darden Conference Issue:
Capital Raising in Emerging Economies. Journal of Financial Economics
88: 425-429.
Leuz, C., K. Lins, and
F. Warnock, 2008.
Do Foreigners Invest Less in Poorly Governed
Firms? Review of Financial Studies (forthcoming).
Warnock,
V., and F. Warnock, 2008.
Markets and Housing Finance.
Journal of Housing Economics (forthcoming).
Warnock, F., and
V. Warnock,
2008.
International capital flows
and U.S. interest rates. Journal of
International Money and Finance (forthcoming).
Warnock, F., 2008.
The Impact of a Disorderly Resolution of Global Imbalances on Global
Wealth. Economic Notes - Review of Banking, Finance and Monetary
Economics (forthcoming).
New Case
Studies and Technical Notes
New case studies on Vietnam, Long-Term
Prospects for the Dollar, FX Strategies in 2008. New
technical notes on IIP/BOP, Determinants of Interest Rates,
Determinants of Exchange Rates.
Darden
Financial Economics Workshop
UVA Finance
Seminar
COURSES
BIOGRAPHY
(updated)
Associate Professor of Business Administration Frank Warnock
teaches in the GEM (Global Economies and Markets) area at Darden. His research,
which focuses on
international
portfolio allocation, capital flows, and
financial sector development, has been featured in Financial Times, The Economist, Barron's, The Wall
Street Journal, and The New York Times and published in the Quarterly
Journal of Economics, Journal of International Economics, Review of
Financial Studies, and Journal of Housing Economics (among others).
Before
coming to Darden in 2004, Frank developed his expertise in international
capital flows as a 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 is
currently Faculty Research Fellow 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. He
is also consulting for the World Bank/IFC on its global bond
markets project (GEMLOC) and has recently been Research
Fellow at the Hong Kong Monetary Authority and a consultant to the IMF
and the ECB.
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