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Karen K. Lewis

University of Pennsylvania - Finance Department

Professor of Finance

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Pennsylvania - Finance Department

    • Email
    • Tel: 215-898-7637
    • Fax: 215-898-6200
SCHOLARLY PAPERS

27

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391

Scholarly Papers (27)

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1.

Differences of Opinion and International Equity Markets

Downloads 452 ( 51,210)
Citation 12

Differences of Opinion and International Equity Markets

Review of Financial Studies 30(3): 750–800, 2017, AFA 2011 Denver Meetings Paper,
Number of pages: 70 Posted: 13 Mar 2010 Last Revised: 17 Apr 2017
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 348 (69,535)
Citation 12

Abstract:

Heterogeneous beliefs, capital flows, home-equity preference, cross-listing, international CAPM, international finance

Differences of Opinion and International Equity Markets

INSEAD Working Paper No. 2016/24/FIN
Number of pages: 70 Posted: 01 Jul 2011 Last Revised: 12 Apr 2016
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 86 (247,873)
Citation 12

Abstract:

Differences of Opinion and International Equity Markets

NBER Working Paper No. w16726
Number of pages: 71 Posted: 01 Feb 2011
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 18 (472,957)
Citation 12

Abstract:

2.

Puzzles in International Financial Markets

NBER Working Paper No. w4951
Number of pages: 77 Posted: 13 Jul 2000
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 154 (159,679)
Citation 153

Abstract:

3.

Disaster Risk and Asset Returns: An International Perspective

Downloads 45 (343,578)

Disaster Risk and Asset Returns: An International Perspective

FRB International Finance Discussion Paper No. 1199
Number of pages: 78 Posted: 02 Mar 2017
Karen K. Lewis and Edith X. Liu
University of Pennsylvania - Finance Department and Federal Reserve Board of Governors
Downloads 36 (382,168)

Abstract:

Rare disaster, Asset returns, International correlations

Disaster Risk and Asset Returns: An International Perspective

NBER Working Paper No. w23065
Number of pages: 77 Posted: 23 Jan 2017
Karen K. Lewis and Edith X. Liu
University of Pennsylvania - Finance Department and Federal Reserve Board of Governors
Downloads 9 (524,625)
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4.

International Home Bias in International Finance and Business Cycles

NBER Working Paper No. w6351
Number of pages: 70 Posted: 15 Sep 2000
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 44 (322,654)
Citation 8

Abstract:

5.

Global Asset Pricing

Downloads 36 (373,894)
Citation 3

Global Asset Pricing

NBER Working Paper No. w17261
Number of pages: 50 Posted: 29 Jul 2011
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 36 (382,168)
Citation 3

Abstract:

Global Asset Pricing

Annual Review of Financial Economics, Vol. 3, pp. 435-466, 2011
Posted: 10 Jan 2012
Karen K. Lewis
University of Pennsylvania - Finance Department

Abstract:

6.

Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the Us

NBER Working Paper No. w12697
Number of pages: 74 Posted: 20 Nov 2006
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 34 (370,279)
Citation 4

Abstract:

7.

Trends in Expected Returns in Currency and Bond Markets

NBER Working Paper No. w4116
Number of pages: 47 Posted: 01 Aug 2000
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 33 (363,292)
Citation 3

Abstract:

8.

Consumption, Stock Returns, and the Gains from International Risk-Sharing

NBER Working Paper No. w5410
Number of pages: 42 Posted: 01 Aug 2000
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 27 (385,286)
Citation 12

Abstract:

9.

Do Stationary Risk Premia Explain it All? Evidence from the Term Struct

NBER Working Paper No. w3451
Number of pages: 41 Posted: 27 Apr 2000
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 24 (406,129)
Citation 25

Abstract:

10.

What Can Explain the Apparent Lack of International Consumption Risk Sharing?

Downloads 23 (430,512)

What Can Explain the Apparent Lack of International Consumption Risk Sharing?

NBER Working Paper No. w5203
Number of pages: 38 Posted: 10 Jun 2000
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 23 (444,038)
Citation 70

Abstract:

What Can Explain the Apparent Lack of International Consumption Risk Sharing?

JOURNAL OF POLITICAL ECONOMY, Vol. 104, No. 2, April 1996
Posted: 29 May 1996
Karen K. Lewis
University of Pennsylvania - Finance Department

Abstract:

11.

Are Countries with Official International Restrictions "Liquidity Constrained?"

NBER Working Paper No. w5991
Number of pages: 40 Posted: 15 Jul 2000
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 22 (425,438)
Citation 6

Abstract:

12.

Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?

NBER Working Paper No. w4377
Number of pages: 44 Posted: 28 Dec 2006
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 21 (425,438)
Citation 22

Abstract:

13.

Does Foreign Exchange Intervention Signal Future Monetary Policy?

NBER Working Paper No. w4298
Number of pages: 47 Posted: 12 Apr 2004
Graciela Kaminsky and Karen K. Lewis
George Washington University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 20 (425,438)
Citation 32

Abstract:

14.

Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets

NBER Working Paper No. w4003
Number of pages: 43 Posted: 18 Apr 2007
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 18 (445,999)

Abstract:

15.

Do Expected Shifts in Inflation Policy Affect Real Rates?

NBER Working Paper No. w4134
Number of pages: 50 Posted: 12 Apr 2004
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department
Downloads 18 (440,859)
Citation 2

Abstract:

16.

Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982?

NBER Working Paper No. w3282
Number of pages: 27 Posted: 14 Aug 2007
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 17 (440,859)
Citation 8

Abstract:

17.

International Consumption Risk is Shared after All: an Asset Return View

NBER Working Paper No. w17872
Number of pages: 71 Posted: 25 Feb 2012
Karen K. Lewis and Edith X. Liu
University of Pennsylvania - Finance Department and Federal Reserve Board of Governors
Downloads 14 (471,984)
Citation 1

Abstract:

18.

Stochastic Regime Switching and Stabilizing Policies within Regimes

NBER Working Paper No. w5289
Number of pages: 36 Posted: 01 Jul 2000
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 14 (461,708)

Abstract:

19.

Why Doesn't Society Minimize Central Bank Secrecy?

NBER Working Paper No. w3397
Number of pages: 27 Posted: 18 Apr 2011
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 10 (477,240)
Citation 7

Abstract:

20.

Learning About Intervention Target Zones

NBER Working Paper No. w3674
Number of pages: 35 Posted: 19 Jul 2010
Michael W. Klein and Karen K. Lewis
Tufts University - The Fletcher School of Law and Diplomacy and University of Pennsylvania - Finance Department
Downloads 7 (512,247)
Citation 14

Abstract:

21.

Do Foreign Firm Betas Change During Cross-Listing?

NBER Working Paper No. w21054
Number of pages: 57 Posted: 30 Mar 2015
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 6 (516,791)
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22.

Should the Holding Period Matter for the Intertemporal Consumption-Basedcapm?

NBER Working Paper No. w3583
Number of pages: 42 Posted: 13 Nov 2007
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 6 (512,247)
Citation 3

Abstract:

23.

Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks

NBER Working Paper No. w18627
Number of pages: 77 Posted: 22 Dec 2012
Karen K. Lewis and Sandy Lai
University of Pennsylvania - Finance Department and University of Hong Kong
Downloads 3 (512,247)

Abstract:

24.

Occasional Interventions to Target Rates with a Foreign Exchange Application

NBER Working Paper No. w3398
Number of pages: 46 Posted: 18 Apr 2011
Karen K. Lewis
University of Pennsylvania - Finance Department
Downloads 3 (516,791)
Citation 6

Abstract:

25.

Are Foreign Exchange Intervention and Monetary Policy Related and Does It Really Matter?

JOURNAL OF BUSINESS, Vol 68 No 2, April 1995
Posted: 12 May 2000
Karen K. Lewis
University of Pennsylvania - Finance Department

Abstract:

26.

Do Expected Shifts in Inflation Affect Estimates of the Long Run Fisher Relation?

JOURNAL OF FINANCE, Vol 50, No 1, March 1995
Posted: 26 Oct 1999
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

Abstract:

27.

Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?

THE REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 3
Posted: 23 Aug 1998
Martin D.D. Evans and Karen K. Lewis
Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

Abstract:

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