91社区

Francesca Carrieri

Title: 
Associate Professor, Finance
Francesca Carrieri
Contact Information
Phone: 
514-398-1582
Email address: 
francesca.carrieri [at] mcgill.ca
Alternate email address: 
christine.nguli [at] mcgill.ca
Address: 

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

Degree(s): 

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

Area(s): 
Finance
Office: 
556
Biography: 

Francesca Carrieri is an Associate Professor of Finance at the Desautels Faculty of Management at 91社区 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鈥檚 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聽Review of Financial Studies,聽Journal of Financial and Quantitative Analysis聽and聽Management Science,聽and has participated in many conferences in North America, Europe, and Asia.聽

Curriculum vitae: 
Group: 
Faculty
Tenured & Tenure Track
Research areas: 
Asset Pricing
International Finance
Portfolio Management
Selected publications: 

Papers in Peer-Reviewed Journals

聽鈥淒o Implicit Barriers Matter for Globalization?鈥 with Vihang Errunza and Ines Chaieb, Review of Financial Studies 2013, 26 (7), 1694-1739.

"Characterizing World Market Integration Overtime鈥 with Vihang Errunza and Ked Hogan, Journal of Financial and Quantitative Analysis 2007, 42, 915-940.

鈥淒oes Emerging Markets Exchange Risk Affect Global Equity Prices?鈥 with Vihang Errunza and Basma Majerbi, Journal of Financial and Quantitative Analysis 2006, 41, 511-540.

鈥淟ocal Risk Factors in Emerging Markets: Are They Separately Priced?鈥 with Vihang Errunza and Basma Majerbi, Journal of Empirical Finance 2006, 13, 444-461.

鈥淭he Pricing of Exchange Risk in Emerging Stock Markets,鈥 with Basma Majerbi, Journal of International Business Studies 2006, 37, 372-391.

鈥淚ndustry Risk and Market Integration,鈥 with Vihang Errunza and Sergei Sarkissian, Management Science 2004, 50, 207-221.

鈥淭he Effects of Liberalization on Market and Currency Risk in the European Union,鈥 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, 91社区

2009: Toronto CFA Society鈥檚 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, 91社区

1989: Fulbright Scholarship

Fellowships

1996: NATO - National Research Council聽Fellowship

Grants

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

2009- 2012:聽SSHRC

2003-2006:听厂厂贬搁颁

2007-2010: IFM2

2003-2005; 聽IFM2

2002: SSHRC Internal Grant 鈥 91社区聽

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