Author Page for Karen K. Lewis

1.

Differences of Opinion and International Equity Markets

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Citation 12

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 355 (74,580)

Citation 12

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

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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

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Citation 12

Abstract:

2.

Puzzles in International Financial Markets

NBER Working Paper No. w4951

Number of pages: 77 Posted: 13 Jul 2000 Last Revised: 29 Jul 2010

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 166 (162,761)

Citation 152

Abstract:

3.

Disaster Risk and Asset Returns: An International Perspective

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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 Federal Reserve Board of Governors

Downloads 40 (395,714)

Abstract:

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

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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 Last Revised: 04 Apr 2008

Karen K. Lewis

University of Pennsylvania - Finance Department

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Citation 8

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5.

Global Asset Pricing

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Citation 3

2

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 37 (407,609)

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

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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 Last Revised: 12 Sep 2010

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 34 (398,909)

Citation 4

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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 (387,777)

Citation 3

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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 27 (410,797)

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 Last Revised: 03 Jan 2002

Martin D.D. Evans and Karen K. Lewis

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

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Citation 25

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10.

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 24 (470,313)

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

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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 22 (456,406)

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 (456,406)

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

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Citation 32

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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 (472,226)

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

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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 (466,796)

Citation 8

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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 Last Revised: 20 Mar 2012

Karen K. Lewis and Edith X. Liu

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

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Citation 1

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18.

Stochastic Regime Switching and Stabilizing Policies within Regimes

NBER Working Paper No. w5289

Number of pages: 36 Posted: 01 Jul 2000 Last Revised: 19 Mar 2008

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 14 (488,521)

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

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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 (546,796)

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 (551,815)

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: 16 Jan 2009

Karen K. Lewis

University of Pennsylvania - Finance Department

Downloads 6 (546,796)

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 (546,796)

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 (551,815)

Citation 6

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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

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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

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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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Disaster Risk and Asset Returns: An International Perspective

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