Details about Karen Kay Lewis
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
- Disaster Risk and Asset Returns: An International Perspective
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (2)
See also Journal Article in Journal of International Economics (2017) Chapter (2016)
2015
- Do Foreign Firm Betas Change During Cross-listing?
NBER Working Papers, National Bureau of Economic Research, Inc
2014
- Differences of Opinion and International Equity Markets
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (8)
See also Journal Article in Review of Financial Studies (2017)
- Equity Sales and Manager Efficiency Across Firms and the Business Cycle
2014 Meeting Papers, Society for Economic Dynamics 
Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011)
2012
- Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2010)
- International Consumption Risk Is Shared After All: An Asset Return View
2012 Meeting Papers, Society for Economic Dynamics View citations (6)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (15)
2011
- Global Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (28)
See also Journal Article in Annual Review of Financial Economics (2011)
2006
- Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2006) View citations (3)
1998
- Explaining Home Bias in Equities and Consumption
Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (2)
- International Home Bias in International Finance and Business Cycles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
1997
- Are Countries with Official International Restrictions "Liquidity Constrained?"
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
See also Journal Article in European Economic Review (1997)
1996
- Consumption, Stock Returns, and the Gains from International Risk-Sharing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
Also in Working Papers, Federal Reserve Bank of Philadelphia (1996) View citations (8) Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1996) View citations (9)
- Does foreign exchange intervention signal future monetary policy?
Working Papers, Federal Reserve Bank of Philadelphia 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) View citations (17)
See also Journal Article in Journal of Monetary Economics (1996)
1995
- Stochastic Regime Switching and Stabilizing Policies within Regimes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in International Journal of Finance & Economics (1996)
- What Can Explain the Apparent Lack of International Consumption Risk Sharing?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Journal of Political Economy (1996)
1994
- Puzzles in International Financial Markets
NBER Working Papers, National Bureau of Economic Research, Inc 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
- 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) View citations (2)
See also Journal Article in The Journal of Business (1995)
- 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)
- 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)
- 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) View citations (2)
1992
- 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) View citations (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)
- Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1992) View citations (2)
- 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
- Learning About Intervention Target Zones
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Journal Article in Journal of International Economics (1993)
- Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
See also Journal Article in Journal of Monetary Economics (1991)
1990
- Do Stationary Risk Premia Explain It All? Evidence from the Term Struct
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- Occasional Interventions to Target Rates with a Foreign Exchange Application
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- 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 
See also Journal Article in International Economic Review (1991)
- Why Doesn't Society Minimize Central Bank Secrecy?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Economic Inquiry (1991)
Journal Articles
2017
- Changing risk exposures of cross-listed firms and market integration
Journal of International Money and Finance, 2017, 70, (C), 378-405
- Differences of Opinion and International Equity Markets
Review of Financial Studies, 2017, 30, (3), 750-800 View citations (8)
See also Working Paper (2014)
- Disaster risk and asset returns: An international perspective
Journal of International Economics, 2017, 108, (S1), S42-S58 View citations (3)
See also Working Paper (2017) Chapter (2016)
2015
- Evaluating international consumption risk sharing gains: An asset return view
Journal of Monetary Economics, 2015, 71, (C), 84-98 View citations (28)
2012
- Global stock market linkages reduce potential for diversification
Economic Letter, 2012, 7, (feb)
2011
- Global Asset Pricing
Annual Review of Financial Economics, 2011, 3, (1), 435-466 View citations (29)
See also Working Paper (2011)
2000
- Why do stocks and consumption imply such different gains from international risk sharing?
Journal of International Economics, 2000, 52, (1), 1-35 View citations (73)
1999
- Trying to Explain Home Bias in Equities and Consumption
Journal of Economic Literature, 1999, 37, (2), 571-608 View citations (623)
1997
- Are countries with official international restrictions 'liquidity constrained'?
European Economic Review, 1997, 41, (6), 1079-1109 View citations (16)
See also Working Paper (1997)
1996
- Does foreign exchange intervention signal future monetary policy?
Journal of Monetary Economics, 1996, 37, (2-3), 285-312 View citations (117)
See also Working Paper (1996)
- Stochastic Regime Switching and Stabilizing Policies within Regimes
International Journal of Finance & Economics, 1996, 1, (2), 71-85 View citations (1)
See also Working Paper (1995)
- What Can Explain the Apparent Lack of International Consumption Risk Sharing?
Journal of Political Economy, 1996, 104, (2), 267-97 View citations (228)
See also Working Paper (1995)
1995
- Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?
The Journal of Business, 1995, 68, (2), 185-214 View citations (78)
See also Working Paper (1993)
- Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
Journal of Finance, 1995, 50, (1), 225-53 View citations (109)
See also Working Paper (1993)
- Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
Review of Financial Studies, 1995, 8, (3), 709-42 View citations (77)
See also Working Paper (1993) Chapter (2017)
- Occasional Interventions to Target Rates
American Economic Review, 1995, 85, (4), 691-715 View citations (39)
1994
- Do stationary risk premia explain it all?: Evidence from the term structure
Journal of Monetary Economics, 1994, 33, (2), 285-318 View citations (99)
See also Working Paper (1992)
1993
- Learning about intervention target zones
Journal of International Economics, 1993, 35, (3-4), 275-295 View citations (29)
See also Working Paper (1991)
- Trends in excess returns in currency and bond markets
European Economic Review, 1993, 37, (5), 1005-1019 View citations (17)
See also Working Paper (1992) Chapter (2017)
1991
- An empirical exploration of exchange-rate target-zones a comment
Carnegie-Rochester Conference Series on Public Policy, 1991, 35, (1), 67-77 View citations (2)
- Should the holding period matter for the intertemporal consumption-based CAPM?
Journal of Monetary Economics, 1991, 28, (3), 365-389 View citations (11)
See also Working Paper (1991)
- Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982?
International Economic Review, 1991, 32, (1), 159-73 View citations (7)
See also Working Paper (1990)
- Why Doesn't Society Minimize Central Bank Secrecy?
Economic Inquiry, 1991, 29, (3), 403-15 View citations (15)
See also Working Paper (1990)
1990
- The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes
Journal of Finance, 1990, 45, (4), 1211-36 View citations (13)
1989
- 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 View citations (28)
- Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange
American Economic Review, 1989, 79, (4), 621-36 View citations (126)
- On occasional monetary policy coordinations that fix the exchange rate
Journal of International Economics, 1989, 26, (1-2), 139-155 View citations (5)
1988
- Inflation risk and asset market disturbances: The mean-variance model revisited
Journal of International Money and Finance, 1988, 7, (3), 273-288 View citations (9)
- Testing the portfolio balance model: A multi-lateral approach
Journal of International Economics, 1988, 24, (1-2), 109-127 View citations (20)
- The persistence of the `peso problem' when policy is noisy
Journal of International Money and Finance, 1988, 7, (1), 5-21 View citations (15)
Chapters
2017
- 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 
See also Journal Article in Review of Financial Studies (1995) Working Paper (1993)
- Trends in Excess Returns in Currency and Bond Markets
Chapter 2 in Studies in Foreign Exchange Economics, 2017, pp 39-57 
See also Working Paper (1992) Journal Article in European Economic Review (1993)
2016
- 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
- Puzzles in international financial markets
Chapter 37 in Handbook of International Economics, 1995, vol. 3, pp 1913-1971 View citations (167)
See also Working Paper (1994)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|