Author Page for Karen K. Lewis

1.

Differences of Opinion and International Equity Markets

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Citation 11

3

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 390 (92,577)

Abstract:

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 99 (326,035)

Citation 10

Abstract:

Differences of Opinion and International Equity Markets

NBER Working Paper No. w16726

Number of pages: 71 Posted: 01 Feb 2011 Last Revised: 15 Mar 2021

Bernard Dumas, Karen K. Lewis and Emilio Osambela

INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System

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Abstract:

2.

Puzzles in International Financial Markets

NBER Working Paper No. w4951

Number of pages: 77 Posted: 13 Jul 2000 Last Revised: 14 Jul 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 183 (201,744)

Citation 10

Abstract:

3.

International Home Bias in International Finance and Business Cycles

NBER Working Paper No. w6351

Number of pages: 70 Posted: 15 Sep 2000 Last Revised: 10 May 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

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Abstract:

4.

Disaster Risk and Asset Returns: An International Perspective

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Citation 3

2

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 Board of Governors of the Federal Reserve System

Downloads 47 (489,310)

Citation 3

Abstract:

Disaster Risk and Asset Returns: An International Perspective

NBER Working Paper No. w23065

Number of pages: 77 Posted: 23 Jan 2017 Last Revised: 11 Jul 2021

Karen K. Lewis and Edith X. Liu

University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System

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Abstract:

5.

Trends in Expected Returns in Currency and Bond Markets

NBER Working Paper No. w4116

Number of pages: 47 Posted: 01 Aug 2000 Last Revised: 02 Apr 2021

Martin D.D. Evans and Karen K. Lewis

Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

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Abstract:

6.

Global Asset Pricing

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Citation 1

2

Global Asset Pricing

NBER Working Paper No. w17261

Number of pages: 50 Posted: 29 Jul 2011 Last Revised: 01 Mar 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 44 (503,103)

Citation 1

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:

7.

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 Last Revised: 13 Mar 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 41 (506,901)

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 Last Revised: 21 Mar 2008

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 41 (506,901)

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 Last Revised: 07 Jun 2021

Martin D.D. Evans and Karen K. Lewis

Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

Downloads 32 (551,857)

Citation 4

Abstract:

10.

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

National Bureau of Economic Research (NBER) and University of Pennsylvania - Finance Department

Downloads 28 (574,788)

Citation 2

Abstract:

11.

Are Countries with Official International Restrictions "Liquidity Constrained?"

NBER Working Paper No. w5991

Number of pages: 40 Posted: 15 Jul 2000 Last Revised: 04 Apr 2008

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 28 (574,788)

Abstract:

12.

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

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2

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

NBER Working Paper No. w5203

Number of pages: 38 Posted: 10 Jun 2000 Last Revised: 23 Sep 2010

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 28 (590,711)

Citation 3

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:

13.

Do Expected Shifts in Inflation Policy Affect Real Rates?

NBER Working Paper No. w4134

Number of pages: 50 Posted: 12 Apr 2004 Last Revised: 19 Apr 2021

Martin D.D. Evans and Karen K. Lewis

Georgetown University - Department of Economics and University of Pennsylvania - Finance Department

Downloads 26 (587,282)

Abstract:

14.

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 Last Revised: 21 Jun 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 25 (593,640)

Citation 4

Abstract:

15.

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 Last Revised: 19 Jun 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 25 (593,640)

Abstract:

16.

NBER Working Paper No. w4003

Number of pages: 43 Posted: 18 Apr 2007 Last Revised: 15 Jun 2020

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 24 (600,251)

Abstract:

17.

Stochastic Regime Switching and Stabilizing Policies within Regimes

NBER Working Paper No. w5289

Number of pages: 36 Posted: 01 Jul 2000 Last Revised: 16 Jun 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 22 (613,731)

Abstract:

18.

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

NBER Working Paper No. w17872

Number of pages: 71 Posted: 25 Feb 2012 Last Revised: 20 Mar 2012

Karen K. Lewis and Edith X. Liu

University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System

Downloads 19 (634,376)

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 18 (641,462)

Abstract:

20.

Do Foreign Firm Betas Change During Cross-Listing?

NBER Working Paper No. w21054

Number of pages: 57 Posted: 30 Mar 2015 Last Revised: 12 Jul 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 10 (700,923)

Abstract:

21.

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 Last Revised: 26 May 2021

Karen K. Lewis and Sandy Lai

University of Pennsylvania - Finance Department and University of Hong Kong

Downloads 9 (708,774)

Abstract:

22.

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

NBER Working Paper No. w3583

Number of pages: 42 Posted: 13 Nov 2007 Last Revised: 18 Apr 2021

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 9 (708,774)

Abstract:

23.

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 8 (716,376)

Citation 1

Abstract:

24.

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 8 (716,376)

Citation 1

Abstract:

25.

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

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?

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

Karen K. Lewis

University of Pennsylvania - Finance Department

Professor of Finance

National Bureau of Economic Research (NBER)

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Scholarly Papers (27)

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