NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Karen K. Lewis

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

December 2012Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks
with Sandy Lai: w18627
February 2012International Consumption Risk Is Shared After All: An Asset Return View
with Edith X. Liu: w17872
July 2011Global Asset Pricing
w17261

Published: “Global Asset Pricing,” Annual Review of Financial Economics, Vol. 3: pp. 435-466, 2011.

January 2011Differences of Opinion and International Equity Markets
with Bernard Dumas, Emilio Osambela: w16726
November 2006Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
w12697
January 1998International Home Bias in International Finance and Business Cycles
w6351
April 1997Are Countries with Official International Restrictions "Liquidity Constrained?"
w5991

Published: European Economic Review, Vol. 41, no. 6 (June 1997): 1070-1109.

January 1996Consumption, Stock Returns, and the Gains from International Risk-Sharing
w5410

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 1995Stochastic Regime Switching and Stabilizing Policies within Regimes
w5289

Published: International Journal of Finance and Economics, April 1996, vol.1, pp.71-86

August 1995What Can Explain the Apparent Lack of International Consumption Risk Sharing?
w5203

Published: Journal of Political Economy, April 1996, vol.104, pp.267-297.

December 1994Puzzles in International Financial Markets
w4951

Published: Handbook of International Economics, G. Grossman and K. Rogoff, eds.(North Holland: Amsterdam), 1995.

June 1993Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?
w4377

Published: Journal of Business, April 1995, vol.68: pp.185-214.

March 1993Does 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 1992Do 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 1992Trends 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 1992Peso 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 1991Learning About Intervention Target Zones
with Michael W. Klein: w3674

Published:

  • 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 1991Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?
w3583

Published: Journal of Monetary Economics Volume 28, pp. 365-389 December 1991

September 1990Do 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 1990Why Doesn't Society Minimize Central Bank Secrecy?
w3397

Published: Economic Inquiry, Vol. 29, (1991).pp/ 403-415

Occasional Interventions to Target Rates with a Foreign Exchange Application
w3398

Published: American Economic Review, Volume 85, 1995, "Occasional Interventions to Target Rates, September, pp.691-715.

March 1990Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982?
w3282

Published: International Economic Review, Vol. 31, No., February 1991. Pp. 159-173

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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