|July 2016||Disaster Risk and Asset Returns: An International Perspective|
with Edith Liu
in NBER International Seminar on Macroeconomics 2016, Richard Clarida and Lucrezia Reichlin, organizers
|March 2015||Do Foreign Firm Betas Change During Cross-listing?|
|December 2012||Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks|
with Sandy Lai: w18627
|February 2012||International Consumption Risk Is Shared After All: An Asset Return View|
with Edith X. Liu: w17872
|July 2011||Global Asset Pricing|
Published: “Global Asset Pricing,” Annual Review of Financial Economics, Vol. 3: pp. 435-466, 2011.
|January 2011||Differences of Opinion and International Equity Markets|
with Bernard Dumas, Emilio Osambela: w16726
|November 2006||Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US|
|January 1998||International Home Bias in International Finance and Business Cycles|
|April 1997||Are Countries with Official International Restrictions "Liquidity Constrained?"|
Published: European Economic Review, Vol. 41, no. 6 (June 1997): 1070-1109.
|January 1996||Consumption, Stock Returns, and the Gains from International Risk-Sharing|
Published: Lewis, Karen K. "Why Do Stocks And Consumption Imply Such Different Gains From International Risk Sharing?," Journal of International Economics, 2000, v52(1,Oct), 1-35.
|October 1995||Stochastic Regime Switching and Stabilizing Policies within Regimes|
Published: International Journal of Finance and Economics, April 1996, vol.1, pp.71-86
|August 1995||What Can Explain the Apparent Lack of International Consumption Risk Sharing?|
Published: Journal of Political Economy, April 1996, vol.104, pp.267-297.
|December 1994||Puzzles in International Financial Markets|
Published: Handbook of International Economics, G. Grossman and K. Rogoff, eds.(North Holland: Amsterdam), 1995.
|June 1993||Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?|
Published: Journal of Business, April 1995, vol.68: pp.185-214.
|March 1993||Does Foreign Exchange Intervention Signal Future Monetary Policy?|
with Graciela Kaminsky: w4298
Published: Journal of Monetary Economics, vol. 37, no. 2, (April 1996), pp. 285-312. citation courtesy of
|August 1992||Do Expected Shifts in Inflation Policy Affect Real Rates?|
with Martin D. Evans: w4134
Published: "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fischer Relation? Journal of Finance, March 1995, vol.50, pp.225-253.
|July 1992||Trends in Expected Returns in Currency and Bond Markets|
with Martin D. Evans: w4116
Published: European Economic Review, vol. 37, June 1993, pp. 1005-1020
|February 1992||Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets|
with Martin D. Evans: w4003
Published: "Do Long Term Savings in the Dollar Affect Estimates of the Risk Premium?" Review of Financial Studies, 1995, September, vol.8, pp.709-742.
|April 1991||Learning About Intervention Target Zones|
with Michael W. Klein: w3674
- Journal of International Econmics, vol. 35(3-4), pp. 275-295, November 1993
- Klein, Michael W. & Lewis, Karen K., 1993. "Learning about intervention target zones," Journal of International Economics, Elsevier, vol. 35(3-4), pages 275-295, November. citation courtesy of
|January 1991||Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?|
Published: Journal of Monetary Economics Volume 28, pp. 365-389 December 1991
|September 1990||Do Stationary Risk Premia Explain It All? Evidence from the Term Struct|
with Martin D. Evans: w3451
Published: Journal of Monetary Economics, vol.33, 1994 April
|July 1990||Why Doesn't Society Minimize Central Bank Secrecy?|
Published: Economic Inquiry, Vol. 29, (1991).pp/ 403-415
|Occasional Interventions to Target Rates with a Foreign Exchange Application|
Published: American Economic Review, Volume 85, 1995, "Occasional Interventions to Target Rates, September, pp.691-715.
|March 1990||Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982?|
Published: International Economic Review, Vol. 31, No., February 1991. Pp. 159-173