Maria de Boyrie

Maria de Boyrie is a Professor of Finance at the College of Business, New Mexico State University (NMSU). She holds a Ph.D. in Finance from Florida International University (1995), specializing in nonlinear exchange rate forecasting methodologies. Her research focuses on international finance, emerging markets, capital flight analysis, ESG investments, commodity markets, and financial risk management. She teaches graduate courses like Advanced Financial Management and undergraduate courses such as Financial Information Technology and International Managerial Finance.

Education:

• Ph.D. in Finance, Florida International University, 1995
• Master of Science in Finance, Florida International University, 1990
• B.B.A. in Finance/International Business, Florida International University, 1989

Research Interests: Dr. de Boyrie’s work examines structural changes in financial markets, currency dynamics, trade misinvoicing, and the impact of ESG factors on investment performance. She has extensively studied capital flight mechanisms in Africa, commodity price volatility, and the relationship between trade agreements and economic growth in Latin America. Her recent studies explore AI and fintech’s impact on banking performance and ESG indices during crises like the 2020 stock market crash.

Her publications span over 30 articles in journals like Journal of Futures Markets, International Journal of Finance, and Global Economy Journal. Notable topics include commodity-indexed sovereign risk spillovers, hedging effectiveness of commodities, and the sell-in-May effect in ESG portfolios.

Grants & Advising: No specific grants or advisee names are listed in the provided materials. She maintains a focus on financial crime detection mechanisms, including optimal audits to detect abnormal pricing in international trade.

Labs/Teams: No specific labs or collaborative teams are mentioned, though her work involves interdisciplinary collaborations on topics like econometric modeling and policy analysis.