PhD, Economics, University of Southern California, Los Angeles, USA
Laurea, Law, Universita' di Bari, Italy
Bronfman Building, [Map]
1001 rue Sherbrooke Ouest
Francesca Carrieri is an Associate Professor of Finance at the Desautels Faculty of Management at McGill University in Montreal. She holds a PhD in Economics from the University of Southern California and a degree in law from the University of Bari, Italy. Her research interests include asset pricing and international finance. In particular, Professor Carrieri’s current research focus is on issues such as financial integration and the role of industries in developed and emerging markets. She has been contributing to the debate over the importance of currency risk for emerging markets and for the European Monetary Union since well before current economic developments in the area. Professor Carrieri has published her research in journals such as the Review of Financial Studies, Journal of Financial and Quantitative Analysis and Management Science, and has participated in many conferences in North America, Europe, and Asia.
Papers in Peer-Reviewed Journals
“Do Implicit Barriers Matter for Globalization?” with Vihang Errunza and Ines Chaieb, Review of Financial Studies 2013, 26 (7), 1694-1739.
"Characterizing World Market Integration Overtime” with Vihang Errunza and Ked Hogan, Journal of Financial and Quantitative Analysis 2007, 42, 915-940.
“Does Emerging Markets Exchange Risk Affect Global Equity Prices?” with Vihang Errunza and Basma Majerbi, Journal of Financial and Quantitative Analysis 2006, 41, 511-540.
“Local Risk Factors in Emerging Markets: Are They Separately Priced?” with Vihang Errunza and Basma Majerbi, Journal of Empirical Finance 2006, 13, 444-461.
“The Pricing of Exchange Risk in Emerging Stock Markets,” with Basma Majerbi, Journal of International Business Studies 2006, 37, 372-391.
“Industry Risk and Market Integration,” with Vihang Errunza and Sergei Sarkissian, Management Science 2004, 50, 207-221.
“The Effects of Liberalization on Market and Currency Risk in the European Union,” European Financial Management 2001, 7, 259-290.
2011: Emerald Management Reviews Citation of Excellence Award
2010-2013: Desmarais Faculty Scholar, McGill University
2009: Toronto CFA Society’s Best Paper Award on Capital Market Research
2007: William F. Sharpe Award for the best paper in the Journal of Financial and Quantitative Analysis
2005: IFCAI Best Paper Award
2002: BSI GAMMA Foundation Research Award
1998-2001: Charles E. Caty Junior Chair, McGill University
1989: Fulbright Scholarship
1996: NATO - National Research Council Fellowship
2012-2016: SSHRC (ranked 1 out of 139 applications)
2009- 2012: SSHRC
2002: SSHRC Internal Grant – McGill University
Ahead of the Curve: Recent International Focus in Business Schools Allows Grads to Tackle CETA Head On
This time, they’re ahead of the curve.
When major events rock the business world, business schools often review their curriculum to see how, if at all, they can adapt to the changes taking place in the private sector.
... So says Francesca Carrieri, professor of finance at McGill’s Desautels Faculty of Management, who believes the Comprehensive Economic and Trade Agreement (CETA), will be a positive game-changer for Canadian business, and is unlikely to have the same number of vocal detractors NAFTA did.
Finance Professors Francesca Carrieri and Vihang Errunza (along with Ked Hogan of Barclays Global Investors) wrote the paper, "Characterizing World Market Integration through Time", which has won the 2007 William F. Sharpe Award for the best paper published in the Journal of Financial and Quantitative Analysis (JFQA).
Desautels Faculty of Management MBA students will attend the MBA Exchange Fair on February 17.
Finance’s Francesca Carrieri and Vihang Errunza (along with Ked Hogan of Barclays Global Investors) wrote the paper, "Characterizing World Market Integration through Time," which has won the 2007 William F. Sharpe Award for the best paper published in the Journal of Financial and Quantitative Analysis (JFQA).
Desautels Professor Francesca Carrieri’s grant application to the Social Sciences and Humanities Research Council (SSHRC) Insight Grants, entitled: "Financial Integration through History: Canada, the US and other Industrialized Countries," was ranked 1st out of 139 applications to Committee 435-3A this year.
Professors Francesca Carrieri and Vihang Errunza win Emerald Management Reviews Citation of Excellence
Professors Francesca Carrieri and Vihang Errunza have won an Emerald Management Reviews Citation of Excellence for their article “Characterizing world market integration through time”, published in the Journal of Financial and Quantitative Analysis in 2007.
Authors: Carrieri, Francesca; Chaieb, Ines; Errunza, Vihang
Publication: Review of Financial Studies, 2013