Karen Kay Lewis
Names
| first: |
Karen |
| middle: |
Kay |
| last: |
Lewis |
Identifer
Contact
Affiliations
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National Bureau of Economic Research (NBER) (weight: 25%)
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University of Pennsylvania
/ Wharton School of Business
/ Finance Department (weight: 50%)
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Centre for Economic Policy Research (CEPR) (weight: 25%)
Research profile
author of:
- Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (RePEc:aea:aecrev:v:79:y:1989:i:4:p:621-36)
by Lewis, Karen K - Occasional Interventions to Target Rates (RePEc:aea:aecrev:v:85:y:1995:i:4:p:691-715)
by Lewis, Karen K - Trying to Explain Home Bias in Equities and Consumption (RePEc:aea:jeclit:v:37:y:1999:i:2:p:571-608)
by Karen K. Lewis - Global Asset Pricing (RePEc:anr:refeco:v:3:y:2011:p:435-466)
by Karen K. Lewis - Who holds sovereign debt and why it matters (RePEc:bis:biswps:1099)
by Xiang Fang & Bryan Hardy & Karen Lewis - The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes (RePEc:bla:jfinan:v:45:y:1990:i:4:p:1211-36)
by Lewis, Karen K - Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (RePEc:bla:jfinan:v:50:y:1995:i:1:p:225-53)
by Evans, Martin D D & Lewis, Karen K - Differences of Opinion and International Equity Markets (RePEc:cmu:gsiawp:1289331517)
by Bernard Dumas & Karen K. Lewis & Emilio Osambela - Who Holds Sovereign Debt and Why It Matters (RePEc:cpr:ceprdp:17338)
by Lewis, Karen K. & Fang, Xiang & Hardy, Bryan - How Can Asset Prices Value Exchange Rate Wedges? (RePEc:cpr:ceprdp:17596)
by Lewis, Karen K. & Liu, Edith X. - Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US (RePEc:ecl:upafin:06-6)
by Lewis, Karen K. - Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks (RePEc:ecl:upafin:10-1)
by Chua, Choong Tze & Lai, Sandy & Lewis, Karen K. - An empirical exploration of exchange-rate target-zones a comment (RePEc:eee:crcspp:v:35:y:1991:i::p:67-77)
by Lewis, Karen K. - Trends in excess returns in currency and bond markets (RePEc:eee:eecrev:v:37:y:1993:i:5:p:1005-1019)
by Evans, Martin D. D. & Lewis, Karen K. - Are countries with official international restrictions 'liquidity constrained'? (RePEc:eee:eecrev:v:41:y:1997:i:6:p:1079-1109)
by Lewis, Karen K. - Disaster risk and asset returns: An international perspective (RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58)
by Lewis, Karen K. & Liu, Edith X. - Testing the portfolio balance model: A multi-lateral approach (RePEc:eee:inecon:v:24:y:1988:i:1-2:p:109-127)
by Lewis, Karen K. - On occasional monetary policy coordinations that fix the exchange rate (RePEc:eee:inecon:v:26:y:1989:i:1-2:p:139-155)
by Lewis, Karen K. - Learning about intervention target zones (RePEc:eee:inecon:v:35:y:1993:i:3-4:p:275-295)
by Klein, Michael W. & Lewis, Karen K. - Why do stocks and consumption imply such different gains from international risk sharing? (RePEc:eee:inecon:v:52:y:2000:i:1:p:1-35)
by Lewis, Karen K. - Puzzles in international financial markets (RePEc:eee:intchp:3-37)
by Lewis, Karen K. - Changing risk exposures of cross-listed firms and market integration (RePEc:eee:jimfin:v:70:y:2017:i:c:p:378-405)
by Lewis, Karen K. - The persistence of the `peso problem' when policy is noisy (RePEc:eee:jimfin:v:7:y:1988:i:1:p:5-21)
by Lewis, Karen K. - Inflation risk and asset market disturbances: The mean-variance model revisited (RePEc:eee:jimfin:v:7:y:1988:i:3:p:273-288)
by Lewis, Karen K. - Can learning affect exchange-rate behavior? : The case of the dollar in the early 1980's (RePEc:eee:moneco:v:23:y:1989:i:1:p:79-100)
by Lewis, Karen K. - Should the holding period matter for the intertemporal consumption-based CAPM? (RePEc:eee:moneco:v:28:y:1991:i:3:p:365-389)
by Lewis, Karen K. - Do stationary risk premia explain it all?: Evidence from the term structure (RePEc:eee:moneco:v:33:y:1994:i:2:p:285-318)
by Evans, Martin D. D. & Lewis, Karen K. - Does foreign exchange intervention signal future monetary policy? (RePEc:eee:moneco:v:37:y:1996:i:2-3:p:285-312)
by Kaminsky, Graciela L. & Lewis, Karen K. - Evaluating international consumption risk sharing gains: An asset return view (RePEc:eee:moneco:v:71:y:2015:i:c:p:84-98)
by Lewis, Karen K. & Liu, Edith X. - Global stock market linkages reduce potential for diversification (RePEc:fip:feddel:y:2012:i:feb:n:v.7no.2)
by Karen K. Lewis - Global asset pricing (RePEc:fip:feddgw:88)
by Karen K. Lewis - How Can Asset Prices Value Exchange Rate Wedges? (RePEc:fip:fedgfe:2022-75)
by Karen K. Lewis & Edith X. Liu - Does foreign exchange intervention signal future monetary policy? (RePEc:fip:fedgfe:93-1)
by Graciela L. Kaminsky & Karen K. Lewis - Disaster Risk and Asset Returns : An International Perspective (RePEc:fip:fedgif:1199)
by Karen K. Lewis & Edith X. Liu - Consumption, stock returns, and the gains from international risk-sharing (RePEc:fip:fedpwp:96-6)
by Karen K. Lewis - Does foreign exchange intervention signal future monetary policy? (RePEc:fip:fedpwp:96-7)
by Graciela L. Kaminsky & Karen K. Lewis - Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter (RePEc:fth:pennif:93-11)
by Lewis, K. - Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (RePEc:fth:pennif:93-12)
by Lewis, K. & Evans, M.D.D. - Does Foreign Exchange Intervention Signal Future Monetary Policy? (RePEc:fth:pennif:93-3)
by Kaminsky, G.L. & Lewis, K.K. - Trends in Expected Returns in Currency and Bond Markets (RePEc:fth:pennif:93-4)
by Evans, M.D.D. & Lewis, K.K. - Puzzles in international Financial Markets (RePEc:fth:pennif:94-7)
by Lewis, K.K. - Consumption, Stock Returns, and the Gains from International Risk-Sharing (RePEc:fth:pennif:96-4)
by Lewis, K.K. - Explaining Home Bias in Equities and Consumption (RePEc:fth:pennif:98-05)
by Lewis, K.K. - Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982? (RePEc:ier:iecrev:v:32:y:1991:i:1:p:159-73)
by Lewis, Karen K - Stochastic Regime Switching and Stabilizing Policies within Regimes (RePEc:ijf:ijfiec:v:1:y:1996:i:2:p:71-85)
by Lewis, Karen K - Equity Sales and Manager Efficiency Across Firms and the Business Cycle (RePEc:ime:imedps:11-e-07)
by Fabio Ghironi & Karen K. Lewis - Disaster Risk and Asset Returns: An International Perspective (RePEc:nbr:nberch:13827)
by Karen K. Lewis & Edith X. Liu - Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US (RePEc:nbr:nberwo:12697)
by Karen K. Lewis - Differences of Opinion and International Equity Markets (RePEc:nbr:nberwo:16726)
by Bernard Dumas & Karen K. Lewis & Emilio Osambela - Global Asset Pricing (RePEc:nbr:nberwo:17261)
by Karen K. Lewis - International Consumption Risk Is Shared After All: An Asset Return View (RePEc:nbr:nberwo:17872)
by Karen K. Lewis & Edith X. Liu - Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks (RePEc:nbr:nberwo:18627)
by Karen K. Lewis & Sandy Lai - Do Foreign Firm Betas Change During Cross-listing? (RePEc:nbr:nberwo:21054)
by Karen K. Lewis - Disaster Risk and Asset Returns: An International Perspective (RePEc:nbr:nberwo:23065)
by Karen K. Lewis & Edith X. Liu - Who Holds Sovereign Debt and Why It Matters (RePEc:nbr:nberwo:30087)
by Xiang Fang & Bryan Hardy & Karen K. Lewis - How Can Asset Prices Value Exchange Rate Wedges? (RePEc:nbr:nberwo:30422)
by Karen K. Lewis & Edith Liu - Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982? (RePEc:nbr:nberwo:3282)
by Karen K. Lewis - Why Doesn't Society Minimize Central Bank Secrecy? (RePEc:nbr:nberwo:3397)
by Karen K. Lewis - Occasional Interventions to Target Rates with a Foreign Exchange Application (RePEc:nbr:nberwo:3398)
by Karen K. Lewis - Do Stationary Risk Premia Explain It All? Evidence from the Term Struct (RePEc:nbr:nberwo:3451)
by Martin D. Evans & Karen K. Lewis - Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM? (RePEc:nbr:nberwo:3583)
by Karen K. Lewis - Learning About Intervention Target Zones (RePEc:nbr:nberwo:3674)
by Michael W. Klein & Karen K. Lewis - Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets (RePEc:nbr:nberwo:4003)
by Martin D. Evans & Karen K. Lewis - Trends in Expected Returns in Currency and Bond Markets (RePEc:nbr:nberwo:4116)
by Martin D. Evans & Karen K. Lewis - Do Expected Shifts in Inflation Policy Affect Real Rates? (RePEc:nbr:nberwo:4134)
by Karen K. Lewis & Martin D. Evans - Does Foreign Exchange Intervention Signal Future Monetary Policy? (RePEc:nbr:nberwo:4298)
by Graciela Kaminsky & Karen K. Lewis - Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter? (RePEc:nbr:nberwo:4377)
by Karen K. Lewis - Puzzles in International Financial Markets (RePEc:nbr:nberwo:4951)
by Karen K. Lewis - What Can Explain the Apparent Lack of International Consumption Risk Sharing? (RePEc:nbr:nberwo:5203)
by Karen K. Lewis - Stochastic Regime Switching and Stabilizing Policies within Regimes (RePEc:nbr:nberwo:5289)
by Karen K. Lewis - Consumption, Stock Returns, and the Gains from International Risk-Sharing (RePEc:nbr:nberwo:5410)
by Karen K. Lewis - Are Countries with Official International Restrictions "Liquidity Constrained?" (RePEc:nbr:nberwo:5991)
by Karen K. Lewis - International Home Bias in International Finance and Business Cycles (RePEc:nbr:nberwo:6351)
by Karen K. Lewis - Why Doesn't Society Minimize Central Bank Secrecy? (RePEc:oup:ecinqu:v:29:y:1991:i:3:p:403-15)
by Lewis, Karen K - Differences of Opinion and International Equity Markets (RePEc:oup:rfinst:v:30:y:2017:i:3:p:750-800.)
by Bernard Dumas & Karen K. Lewis & Emilio Osambela - Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (RePEc:oup:rfinst:v:8:y:1995:i:3:p:709-42)
by Evans, Martin D D & Lewis, Karen K - International Consumption Risk Is Shared After All: An Asset Return View (RePEc:red:sed012:643)
by Edith Liu & Karen Lewis - Equity Sales and Manager Efficiency Across Firms and the Business Cycle (RePEc:red:sed014:1079)
by Karen Lewis & Fabio Ghironi - Do Stationary Risk Premia Explain It All? Evidence from the Term Structure (RePEc:ste:nystbu:92-11)
by Martin D. Evans & Karen K. Lewis - Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets (RePEc:ste:nystbu:92-13)
by Martin D. Evans & Karen K. Lewis - Trends in Expected Returns in Currency and Bond Markets (RePEc:ste:nystbu:92-20)
by Martin D. Evans & Karen K. Lewis - Do Expected Shifts in Inflation Policy Affect Real Rates? (RePEc:ste:nystbu:92-22)
by Martin D. Evans & Karen K. Lewis - Trends in Excess Returns in Currency and Bond Markets (RePEc:ste:nystbu:92-32)
by Martin D. Evans & Karen K. Lewis - Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (RePEc:ste:nystbu:93-06)
by Martin D.D. Evans & Karen K. Lewis - Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (RePEc:ste:nystbu:93-12)
by Martin D.D. Evans & Karen K. Lewis - Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter? (RePEc:ucp:jnlbus:v:68:y:1995:i:2:p:185-214)
by Lewis, Karen K - What Can Explain the Apparent Lack of International Consumption Risk Sharing? (RePEc:ucp:jpolec:v:104:y:1996:i:2:p:267-97)
by Lewis, Karen K - Trends in Excess Returns in Currency and Bond Markets (RePEc:wsi:wschap:9789813148543_0002)
by Martin D. D. Evans & Karen K. Lewis - Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (RePEc:wsi:wschap:9789813148543_0003)
by Martin D. D. Evans & Karen K. Lewis