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Francesca Carrieri

Francesca Carrieri

Francesca Carrieri
Associate Professor, Finance
Degree(s): 

PhD, Economics, University of Southern California, Los Angeles, USA
Laurea, Law, Universita' di Bari, Italy

Area(s): 
Finance
Phone: 
+ 1 514 398 1582
Email Address: 
francesca [dot] carrieri [at] mcgill [dot] ca
Alternate Email Address: 
sue [dot] lovasik [at] mcgill [dot] ca
Address: 

Bronfman Building, [Map]
1001 rue Sherbrooke Ouest
Montreal, Quebec
Canada
H3A 1G5

Office: 
564
Biography: 

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. 

Curriculum Vitae: 
Research Areas: 
Asset Pricing
International Finance
Selected Publications : 

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.

Awards, Honours, and Fellowships: 

Awards

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

Fellowships

1996: NATO - National Research Council Fellowship

Grants

2012-2016: SSHRC (ranked 1 out of 139 applications)

2009- 2012: SSHRC

2003-2006: SSHRC

2007-2010: IFM2

2003-2005;  IFM2

2002: SSHRC Internal Grant – McGill University 

Ahead of the Curve: Recent International Focus in Business Schools Allows Grads to Tackle CETA Head On

Mon, 2013-12-02 09:57

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.

Source Site: /desautels

MBA Finance Professors Win Top Paper Award

Tue, 2008-05-06 04:30

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).

Source Site: /desautels

MBA Exchange Fair

Fri, 2006-02-10 12:00

Desautels Faculty of Management MBA students will attend the MBA Exchange Fair on February 17.

Category:
Source Site: /desautels

Finance Paper Wins Top Award

Wed, 2008-04-30 12:00

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).

Source Site: /desautels

Professor Francesca Carrieri’s SSHRC Insight Grant Application Ranks 1st

Tue, 2012-06-12 12:00

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.

Source Site: /desautels

Professors Francesca Carrieri and Vihang Errunza win Emerald Management Reviews Citation of Excellence

Tue, 2011-11-08 12:00

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.

Source Site: /desautels

"Do Implicit Barriers Matter for Globalization?," Review of Financial Studies

Fri, 2013-04-26 14:40

Authors: Carrieri, Francesca; Chaieb, Ines; Errunza, Vihang

Publication: Review of Financial Studies, 2013

Abstract:

Category:
Source Site: /desautels

Desautels Faculty of Management on Social Media

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Research at Desautels Faculty of Management

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