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Feature: Financial Sector Development
Writings (in reverse chronological
order):
P=Academic Paper, PP= Policy or Practitioner Piece, WP=Working Paper
Warnock, F., and V. Gholampour, 2012.
A Financial Dollar Index. [WP5]
Curcuru, S., C. Thomas, F. Warnock, and J. Wongswan, 2012. Currency
Returns and Rebalancing. [WP1]
Curcuru, S., C. Thomas, and F. Warnock, 2013.
On Returns Differentials. Journal of
International Money and Finance 36: 1-25 (lead article). Workbook
available at
http://www.nber.org/data-appendix/w18866/ [P33]
Warnock VC and Warnock FE, 2012.
Developing Housing Finance
Systems.
Reserve Bank of Australia Annual Conference Volume [PP16]
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. also available as NBER WP 18329. [P32]
Ammer, J., S. Holland, D. Smith, and F. Warnock,
2012.
U.S. International Equity Investment.
Journal of Accounting Research 50(5): 1109-1139 (lead article).
Dataset on
cross-listing and float.
Earlier version featured in
NBER Digest.
[P31]
Warnock, F., 2012. Global Imbalances: The Crisis That Did Not Occur…Yet.
in No Way Out: Persistent Government Interventions in the Great
Contraction (AEI). [PP15]
Forbes, K., and F. Warnock,
2012.
Capital Flow Waves: Surges, Stops, Flight and Retrenchment. Journal
of International Economics 88(2): 235-251. [P30]
Burger, J., F. Warnock, and
V. Warnock,
2012. Emerging local currency
bond markets. Financial Analysts Journal 68(4): 73-93. [P29]
Cai, F.,
and F. Warnock, 2012. Foreign Exposure through Domestic Equities.
Finance Research Letters
9: 8-20.
[P28]
Warnock VC and Warnock FE, Mortgage Market Functioning. In: Susan J.
Smith, Marja Elsinga, Lorna Fox O’Mahony, Ong Seow Eng, Susan Wachter,
Kyung-Hwan Kim, editors. International Encyclopedia of Housing and Home,
Vol 4. Oxford: Elsevier; 2012. pp. 394–398 [PP14]
Curcuru, S., C. Thomas, F. Warnock, and J. Wongswan,
2011. U.S.
international equity investment and past and prospective returns.
American Economic Review 101(7): 3440-3455. [P27]
Forbes, K., and F. Warnock,
2011.
Capital Flow Waves.
Macroeconomic
Review X(2), Oct 2011. [PP13]
Warnock,
F., 2011. Review of Barry Eichengreen’s “Exorbitant Privilege:
The Rise and Fall of the Dollar and the Future of the International
Monetary System”,
Journal of International Economics.
Rothenberg, A., and
F. Warnock, 2011.
Sudden flight and true sudden stops. Review of International
Economics19(3): 509-524. NBER WP
version. [P26]
Warnock, F.,
2011. "Doubts about Capital Controls" Capital Flows Comment
(April 2011), Council on Foreign Relations. [PP12]
van Wincoop, E.,
and F. Warnock, 2010. Is
home bias in assets related to home bias in goods? Journal of
International Money and Finance
29: 1108-1123. [P25]
Curcuru, S., T.
Dvorak, and F.
Warnock, 2010. Decomposing the U.S. External Returns Differential.
Journal of International Economics
80: 22-32.
NBER WP version. [P24]
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. Lead
Article.[P23]
Warnock,
F.,
2010.
Two Myths About the U.S. Dollar. Capital Flows Quarterly (Sept
2010), Council on Foreign Relations. [PP11]
Warnock, F.,
2010. How Dangerous Is U.S. Government Debt? The Risk of a Sudden
Spike in U.S. Interest Rates. Capital Flows Quarterly (June
2010), Council on Foreign Relations. [PP10]
Warnock, F., and
V. Warnock,
2009. International capital flows
and U.S. interest rates. Journal of
International Money and Finance 28: 903-919. Lead Article. Data. Featured in
NBER Digest.
[P22] Additional analysis of East Asian and petrodollar flows in
Kodres, L., and F.
Warnock,
2006.
The
Impact of Petrodollars on U.S. and Emerging Market Bond Yields. Box
2.3 in the IMF's April 2006 World Economic Outlook.
[PP2]
Leuz, C., K. Lins, and
F. Warnock,
2009. Do Foreigners Invest Less in Poorly Governed
Firms? Review of Financial Studies 22(8): 3245-3285. [P21]
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.
[P20]
Curcuru, S., C.
Thomas, and F.
Warnock, 2009. Current
Account Sustainability and Relative Reliability.
in J. Frankel and C. Pissarides (ed)
NBER
International Seminar on Macroeconomics 2008.
University of Chicago Press, pgs 67-109.
Data. Featured
in Fed
Governor Krozner's
speech. [P19]
Warnock, F., 2009. Global Imbalances: The Next
Crisis? (Dec
2009, AEI's No Way Out series).
paper,
slides/video
[PP9]
Warnock, F., 2009.
Reducing the currency mismatch: Local currency bond markets and
financial stability. VoxEU (12 Feb 2009) [PP8]
Curcuru, S., T.
Dvorak, and F.
Warnock,
2008. Cross-Border Returns Differentials. Quarterly Journal of
Economics 123(4): 1495–1530.
Data
[P18]
Warnock, V., and F. Warnock,
2008. Markets and Housing Finance.
Journal of Housing Economics 17: 239-251.
[P17]
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. [P16]
Burger, J., F.
Warnock, and V. Warnock,
2008.
Ingredients of a Well-Functioning Capital Market. Korea's
Economy 24: 31-38.
[PP7]
Warnock, F.,
2008.
The Impact of a Disorderly Resolution of Global Imbalances on Global
Wealth. Economic Notes - Review of Banking, Finance and Monetary
Economics 37(3): 345–379.
Data
[P15]
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. [P14]
Burger, J., and
F. Warnock, 2007. Foreign
participation in local currency bond markets.
Review of
Financial Economics 16: 291-304. [P13]
Freund, C., and
F. Warnock, 2007.
Current Account Reversals in Industrial Countries: The Bigger They Are,
The Harder They Fall?
in R. Clarida (ed) G7 Current Account Imbalances: Sustainability and Adjustment.
University of Chicago Press, pgs 133-162. [P12]
Warnock, V., and F.
Warnock,
2007.
Why Credit Scoring for Housing Micro Lenders? in Access Housing
2007 No. 7 pgs. 6-7 (FinMark
Trust).
[PP6]
Warnock, F.,
2007. Financial Globalization. prepared for G20/World Economic
Forum/RBWF Forum. [PP5]
Warnock, F.,
2006.
East
Asian Reserves Accumulation and U.S. Interest Rates. Testimony for “China’s
Financial System and Monetary Policies: The Impact on U.S. Exchange
Rates, Capital Markets, and Interest Rates".
[PP4]
Burger, J., and F.
Warnock,
2006.
Local Currency
Bond Markets.
IMF Staff Papers
53: 115-132. [P11]
Burger, J., and F.
Warnock,
2006.
Foreign Participation in Emerging Asian Bond Markets.
Korea's Economy 2006
22: 24-28.
[PP3]
Cai, F., and F.
Warnock, 2006. International Diversification at Home and Abroad.
NBER Working Paper 12220.
Featured in
NBER Digest. [WP2]
Faucette, J., A.
Rothenberg, and F. Warnock,
2005. Outflows-Induced
Sudden Stops.
Journal of Policy Reform 8(2): 119-130. [P10]
Warnock, F.,
2005.
Drawing on American Experience: How Have U.S. Investors Fared with their
Allocations to International Equity? Canadian Investment
Review 16(2): G23. [PP1]
Edison, H., and F.
Warnock,
2004.
U.S.
investors' emerging market equity portfolios: a security-level
analysis.
Review of Economics and Statistics 84(3):
691-704. [P9]
Ahearne, A., W.
Griever, and F. Warnock,
2004.
Information
costs and home bias: an analysis of US holdings of foreign equities.
Journal of International Economics
62: 313-336.
[P8]
Edison, H., and
F. Warnock,
2003.
A simple
measure of the intensity of capital controls. Journal of Empirical Finance 10(1): 2003,
81-103.
[P7]
Dataset
updated through Aug 2006
Holland,
S., and
F. Warnock,
2003. Firm-level
access to international capital markets: evidence from Chilean
equities.
Emerging Markets Review 4(1): 39-51.
[P6]
Warnock, F.,
2003. 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
22: 343-363. [P5]
Warnock, F.,
and C. Cleaver,
2003. Financial
centers and the geography of capital flows.
International Finance 6(1): 27-59. [P4]
Warnock, F.,
2002. Home bias
and high turnover reconsidered.
Journal of
International Money and Finance
21: 795-805. [P3]
Griever, W., G.
Lee, and F. Warnock,
2001. The U.S.
system for measuring cross-border investment in securities: a primer
with a discussion of recent developments.
Federal Reserve Bulletin
87(10): 633-650. [P2]
Warnock, F., and M.
Mason, 2001. The geography of capital flows. Emerging
Markets Quarterly 5(1): 15-29. [P1]
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