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Details about Karen Kay Lewis

E-mail:
Homepage:https://fnce.wharton.upenn.edu/profile/lewisk/
Workplace:Finance Department, Wharton School of Business, University of Pennsylvania, (more information at EDIRC)

Access statistics for papers by Karen Kay Lewis.

Last updated 2021-01-13. Update your information in the RePEc Author Service.

Short-id: ple1119


Jump to Journal Articles Chapters

Working Papers

2017

  1. Disaster Risk and Asset Returns: An International Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017) Downloads View citations (2)

    See also Journal Article in Journal of International Economics (2017)
    Chapter (2016)

2015

  1. Do Foreign Firm Betas Change During Cross-listing?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2014

  1. Differences of Opinion and International Equity Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (8)

    See also Journal Article in Review of Financial Studies (2017)
  2. Equity Sales and Manager Efficiency Across Firms and the Business Cycle
    2014 Meeting Papers, Society for Economic Dynamics Downloads
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011) Downloads

2012

  1. Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2010) Downloads
  2. International Consumption Risk Is Shared After All: An Asset Return View
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (15)

2011

  1. Global Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (28)

    See also Journal Article in Annual Review of Financial Economics (2011)

2006

  1. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2006) Downloads View citations (3)

1998

  1. Explaining Home Bias in Equities and Consumption
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (2)
  2. International Home Bias in International Finance and Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)

1997

  1. Are Countries with Official International Restrictions "Liquidity Constrained?"
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in European Economic Review (1997)

1996

  1. Consumption, Stock Returns, and the Gains from International Risk-Sharing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (1996) Downloads View citations (8)
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1996) View citations (9)
  2. Does foreign exchange intervention signal future monetary policy?
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (117)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1993) View citations (17)
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1992) View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (17)

    See also Journal Article in Journal of Monetary Economics (1996)

1995

  1. Stochastic Regime Switching and Stabilizing Policies within Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in International Journal of Finance & Economics (1996)
  2. What Can Explain the Apparent Lack of International Consumption Risk Sharing?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Political Economy (1996)

1994

  1. Puzzles in International Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1994) View citations (17)

    See also Chapter (1995)

1993

  1. Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (2)

    See also Journal Article in The Journal of Business (1995)
  2. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (16)
    See also Journal Article in Journal of Finance (1995)
  3. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1993) View citations (3)

    See also Chapter (2017)
    Journal Article in Review of Financial Studies (1995)
  4. Trends in Expected Returns in Currency and Bond Markets
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (8)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (2)

1992

  1. Do Expected Shifts in Inflation Policy Affect Real Rates?
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (2)
  2. Do Stationary Risk Premia Explain It All? Evidence from the Term Structure
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
    See also Journal Article in Journal of Monetary Economics (1994)
  3. Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (2)
  4. Trends in Excess Returns in Currency and Bond Markets
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
    See also Journal Article in European Economic Review (1993)
    Chapter (2017)

1991

  1. Learning About Intervention Target Zones
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article in Journal of International Economics (1993)
  2. Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Journal of Monetary Economics (1991)

1990

  1. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Occasional Interventions to Target Rates with a Foreign Exchange Application
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  3. Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in International Economic Review (1991)
  4. Why Doesn't Society Minimize Central Bank Secrecy?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Economic Inquiry (1991)

Journal Articles

2017

  1. Changing risk exposures of cross-listed firms and market integration
    Journal of International Money and Finance, 2017, 70, (C), 378-405 Downloads
  2. Differences of Opinion and International Equity Markets
    Review of Financial Studies, 2017, 30, (3), 750-800 Downloads View citations (8)
    See also Working Paper (2014)
  3. Disaster risk and asset returns: An international perspective
    Journal of International Economics, 2017, 108, (S1), S42-S58 Downloads View citations (3)
    See also Working Paper (2017)
    Chapter (2016)

2015

  1. Evaluating international consumption risk sharing gains: An asset return view
    Journal of Monetary Economics, 2015, 71, (C), 84-98 Downloads View citations (28)

2012

  1. Global stock market linkages reduce potential for diversification
    Economic Letter, 2012, 7, (feb) Downloads

2011

  1. Global Asset Pricing
    Annual Review of Financial Economics, 2011, 3, (1), 435-466 Downloads View citations (29)
    See also Working Paper (2011)

2000

  1. Why do stocks and consumption imply such different gains from international risk sharing?
    Journal of International Economics, 2000, 52, (1), 1-35 Downloads View citations (73)

1999

  1. Trying to Explain Home Bias in Equities and Consumption
    Journal of Economic Literature, 1999, 37, (2), 571-608 Downloads View citations (623)

1997

  1. Are countries with official international restrictions 'liquidity constrained'?
    European Economic Review, 1997, 41, (6), 1079-1109 Downloads View citations (16)
    See also Working Paper (1997)

1996

  1. Does foreign exchange intervention signal future monetary policy?
    Journal of Monetary Economics, 1996, 37, (2-3), 285-312 Downloads View citations (117)
    See also Working Paper (1996)
  2. Stochastic Regime Switching and Stabilizing Policies within Regimes
    International Journal of Finance & Economics, 1996, 1, (2), 71-85 Downloads View citations (1)
    See also Working Paper (1995)
  3. What Can Explain the Apparent Lack of International Consumption Risk Sharing?
    Journal of Political Economy, 1996, 104, (2), 267-97 Downloads View citations (228)
    See also Working Paper (1995)

1995

  1. Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?
    The Journal of Business, 1995, 68, (2), 185-214 Downloads View citations (78)
    See also Working Paper (1993)
  2. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
    Journal of Finance, 1995, 50, (1), 225-53 Downloads View citations (109)
    See also Working Paper (1993)
  3. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Review of Financial Studies, 1995, 8, (3), 709-42 Downloads View citations (77)
    See also Working Paper (1993)
    Chapter (2017)
  4. Occasional Interventions to Target Rates
    American Economic Review, 1995, 85, (4), 691-715 Downloads View citations (39)

1994

  1. Do stationary risk premia explain it all?: Evidence from the term structure
    Journal of Monetary Economics, 1994, 33, (2), 285-318 Downloads View citations (99)
    See also Working Paper (1992)

1993

  1. Learning about intervention target zones
    Journal of International Economics, 1993, 35, (3-4), 275-295 Downloads View citations (29)
    See also Working Paper (1991)
  2. Trends in excess returns in currency and bond markets
    European Economic Review, 1993, 37, (5), 1005-1019 Downloads View citations (17)
    See also Working Paper (1992)
    Chapter (2017)

1991

  1. An empirical exploration of exchange-rate target-zones a comment
    Carnegie-Rochester Conference Series on Public Policy, 1991, 35, (1), 67-77 Downloads View citations (2)
  2. Should the holding period matter for the intertemporal consumption-based CAPM?
    Journal of Monetary Economics, 1991, 28, (3), 365-389 Downloads View citations (11)
    See also Working Paper (1991)
  3. Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982?
    International Economic Review, 1991, 32, (1), 159-73 Downloads View citations (7)
    See also Working Paper (1990)
  4. Why Doesn't Society Minimize Central Bank Secrecy?
    Economic Inquiry, 1991, 29, (3), 403-15 View citations (15)
    See also Working Paper (1990)

1990

  1. The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes
    Journal of Finance, 1990, 45, (4), 1211-36 Downloads View citations (13)

1989

  1. Can learning affect exchange-rate behavior?: The case of the dollar in the early 1980's
    Journal of Monetary Economics, 1989, 23, (1), 79-100 Downloads View citations (28)
  2. Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange
    American Economic Review, 1989, 79, (4), 621-36 Downloads View citations (126)
  3. On occasional monetary policy coordinations that fix the exchange rate
    Journal of International Economics, 1989, 26, (1-2), 139-155 Downloads View citations (5)

1988

  1. Inflation risk and asset market disturbances: The mean-variance model revisited
    Journal of International Money and Finance, 1988, 7, (3), 273-288 Downloads View citations (9)
  2. Testing the portfolio balance model: A multi-lateral approach
    Journal of International Economics, 1988, 24, (1-2), 109-127 Downloads View citations (20)
  3. The persistence of the `peso problem' when policy is noisy
    Journal of International Money and Finance, 1988, 7, (1), 5-21 Downloads View citations (15)

Chapters

2017

  1. Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
    Chapter 3 in Studies in Foreign Exchange Economics, 2017, pp 59-99 Downloads
    See also Journal Article in Review of Financial Studies (1995)
    Working Paper (1993)
  2. Trends in Excess Returns in Currency and Bond Markets
    Chapter 2 in Studies in Foreign Exchange Economics, 2017, pp 39-57 Downloads
    See also Working Paper (1992)
    Journal Article in European Economic Review (1993)

2016

  1. Disaster Risk and Asset Returns: An International Perspective
    A chapter in NBER International Seminar on Macroeconomics 2016, 2016
    See also Journal Article in Journal of International Economics (2017)
    Working Paper (2017)

1995

  1. Puzzles in international financial markets
    Chapter 37 in Handbook of International Economics, 1995, vol. 3, pp 1913-1971 Downloads View citations (167)
    See also Working Paper (1994)
 
Page updated 2021-03-03