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Karen Kay Lewis

Personal Details

First Name:Karen
Middle Name:Kay
Last Name:Lewis
Suffix:
RePEc Short-ID:ple1119
[This author has chosen not to make the email address public]
https://fnce.wharton.upenn.edu/profile/lewisk/

Affiliation

(25%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(50%) Finance Department
Wharton School of Business
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://finance.wharton.upenn.edu/
RePEc:edi:fdupaus (more details at EDIRC)

(25%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
  2. Lewis, Karen K. & Liu, Edith X., 2022. "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers 17596, C.E.P.R. Discussion Papers.
  3. Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
  4. Karen K. Lewis, 2015. "Do Foreign Firm Betas Change During Cross-listing?," NBER Working Papers 21054, National Bureau of Economic Research, Inc.
  5. Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2014. "Differences of Opinion and International Equity Markets," GSIA Working Papers 2010-E79, Carnegie Mellon University, Tepper School of Business.
  6. Karen K. Lewis & Edith X. Liu, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers 17872, National Bureau of Economic Research, Inc.
  7. Fabio Ghironi & Karen K. Lewis, 2011. "Equity Sales and Manager Efficiency Across Firms and the Business Cycle," IMES Discussion Paper Series 11-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
  8. Karen K. Lewis, 2011. "Global asset pricing," Globalization Institute Working Papers 88, Federal Reserve Bank of Dallas.
  9. Chua, Choong Tze & Lai, Sandy & Lewis, Karen K., 2010. "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks," Working Papers 10-1, University of Pennsylvania, Wharton School, Weiss Center.
  10. Lewis, Karen K., 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," Working Papers 06-6, University of Pennsylvania, Wharton School, Weiss Center.
  11. Karen K. Lewis, 1998. "International Home Bias in International Finance and Business Cycles," NBER Working Papers 6351, National Bureau of Economic Research, Inc.
  12. Lewis, K.K., 1998. "Explaining Home Bias in Equities and Consumption," Weiss Center Working Papers 98-05, Wharton School - Weiss Center for International Financial Research.
  13. Karen K. Lewis, 1997. "Are Countries with Official International Restrictions "Liquidity Constrained?"," NBER Working Papers 5991, National Bureau of Economic Research, Inc.
  14. Karen K. Lewis, 1996. "Consumption, stock returns, and the gains from international risk-sharing," Working Papers 96-6, Federal Reserve Bank of Philadelphia.
  15. Karen K. Lewis, 1995. "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," NBER Working Papers 5203, National Bureau of Economic Research, Inc.
  16. Karen K. Lewis, 1995. "Stochastic Regime Switching and Stabilizing Policies within Regimes," NBER Working Papers 5289, National Bureau of Economic Research, Inc.
  17. Lewis, K.K., 1994. "Puzzles in international Financial Markets," Weiss Center Working Papers 94-7, Wharton School - Weiss Center for International Financial Research.
  18. Martin D.D. Evans & Karen K. Lewis, 1993. "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?," Working Papers 93-06, New York University, Leonard N. Stern School of Business, Department of Economics.
  19. Evans, M.D.D. & Lewis, K.K., 1993. "Trends in Expected Returns in Currency and Bond Markets," Weiss Center Working Papers 93-4, Wharton School - Weiss Center for International Financial Research.
  20. Graciela L. Kaminsky & Karen K. Lewis, 1993. "Does foreign exchange intervention signal future monetary policy?," Finance and Economics Discussion Series 93-1, Board of Governors of the Federal Reserve System (U.S.).
  21. Lewis, K., 1993. "Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter," Weiss Center Working Papers 93-11, Wharton School - Weiss Center for International Financial Research.
  22. Lewis, K. & Evans, M.D.D., 1993. "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," Weiss Center Working Papers 93-12, Wharton School - Weiss Center for International Financial Research.
  23. Karen K. Lewis & Martin D. Evans, 1992. "Do Expected Shifts in Inflation Policy Affect Real Rates?," NBER Working Papers 4134, National Bureau of Economic Research, Inc.
  24. Martin D. Evans & Karen K. Lewis, 1992. "Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets," NBER Working Papers 4003, National Bureau of Economic Research, Inc.
  25. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Excess Returns in Currency and Bond Markets," Working Papers 92-32, New York University, Leonard N. Stern School of Business, Department of Economics.
  26. Martin D. Evans & Karen K. Lewis, 1992. "Do Stationary Risk Premia Explain It All? Evidence from the Term Structure," Working Papers 92-11, New York University, Leonard N. Stern School of Business, Department of Economics.
  27. Karen K. Lewis, 1991. "Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?," NBER Working Papers 3583, National Bureau of Economic Research, Inc.
  28. Michael W. Klein & Karen K. Lewis, 1991. "Learning About Intervention Target Zones," NBER Working Papers 3674, National Bureau of Economic Research, Inc.
  29. Martin D. Evans & Karen K. Lewis, 1990. "Do Stationary Risk Premia Explain It All? Evidence from the Term Struct," NBER Working Papers 3451, National Bureau of Economic Research, Inc.
  30. Karen K. Lewis, 1990. "Occasional Interventions to Target Rates with a Foreign Exchange Application," NBER Working Papers 3398, National Bureau of Economic Research, Inc.
  31. Karen K. Lewis, 1990. "Why Doesn't Society Minimize Central Bank Secrecy?," NBER Working Papers 3397, National Bureau of Economic Research, Inc.
  32. Karen K. Lewis, 1990. "Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates:1979-1982?," NBER Working Papers 3282, National Bureau of Economic Research, Inc.

Articles

  1. Lewis, Karen K., 2017. "Changing risk exposures of cross-listed firms and market integration," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 378-405.
  2. Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
  3. Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017. "Differences of Opinion and International Equity Markets," Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 750-800.
  4. Lewis, Karen K. & Liu, Edith X., 2015. "Evaluating international consumption risk sharing gains: An asset return view," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 84-98.
  5. Karen K. Lewis, 2012. "Global stock market linkages reduce potential for diversification," Economic Letter, Federal Reserve Bank of Dallas, vol. 7(2), February.
  6. Karen K. Lewis, 2011. "Global Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
  7. Lewis, Karen K., 2000. "Why do stocks and consumption imply such different gains from international risk sharing?," Journal of International Economics, Elsevier, vol. 52(1), pages 1-35, October.
  8. Karen K. Lewis, 1999. "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 571-608, June.
  9. Lewis, Karen K., 1997. "Are countries with official international restrictions 'liquidity constrained'?," European Economic Review, Elsevier, vol. 41(6), pages 1079-1109, June.
  10. Kaminsky, Graciela L. & Lewis, Karen K., 1996. "Does foreign exchange intervention signal future monetary policy?," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 285-312, April.
  11. Lewis, Karen K, 1996. "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 267-297, April.
  12. Lewis, Karen K, 1996. "Stochastic Regime Switching and Stabilizing Policies within Regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 1(2), pages 71-85, April.
  13. Lewis, Karen K, 1995. "Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?," The Journal of Business, University of Chicago Press, vol. 68(2), pages 185-214, April.
  14. Evans, Martin D D & Lewis, Karen K, 1995. "Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?," Journal of Finance, American Finance Association, vol. 50(1), pages 225-253, March.
  15. Evans, Martin D D & Lewis, Karen K, 1995. "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 709-742.
  16. Lewis, Karen K, 1995. "Occasional Interventions to Target Rates," American Economic Review, American Economic Association, vol. 85(4), pages 691-715, September.
  17. Evans, Martin D. D. & Lewis, Karen K., 1994. "Do stationary risk premia explain it all?: Evidence from the term structure," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 285-318, April.
  18. 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.
  19. Evans, Martin D. D. & Lewis, Karen K., 1993. "Trends in excess returns in currency and bond markets," European Economic Review, Elsevier, vol. 37(5), pages 1005-1019, June.
  20. Lewis, Karen K, 1991. "Was There a "Peso Problem" in the U.S. Term Structure of Interest Rates: 1979-1982?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(1), pages 159-173, February.
  21. Lewis, Karen K., 1991. "An empirical exploration of exchange-rate target-zones a comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 35(1), pages 67-77, January.
  22. Lewis, Karen K., 1991. "Should the holding period matter for the intertemporal consumption-based CAPM?," Journal of Monetary Economics, Elsevier, vol. 28(3), pages 365-389, December.
  23. Lewis, Karen K, 1991. "Why Doesn't Society Minimize Central Bank Secrecy?," Economic Inquiry, Western Economic Association International, vol. 29(3), pages 403-415, July.
  24. Lewis, Karen K, 1990. "The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes," Journal of Finance, American Finance Association, vol. 45(4), pages 1211-1236, September.
  25. Lewis, Karen K, 1989. "Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange," American Economic Review, American Economic Association, vol. 79(4), pages 621-636, September.
  26. Lewis, Karen K., 1989. "On occasional monetary policy coordinations that fix the exchange rate," Journal of International Economics, Elsevier, vol. 26(1-2), pages 139-155, February.
  27. Lewis, Karen K., 1989. "Can learning affect exchange-rate behavior? : The case of the dollar in the early 1980's," Journal of Monetary Economics, Elsevier, vol. 23(1), pages 79-100, January.
  28. Lewis, Karen K., 1988. "Testing the portfolio balance model: A multi-lateral approach," Journal of International Economics, Elsevier, vol. 24(1-2), pages 109-127, February.
  29. Lewis, Karen K., 1988. "The persistence of the `peso problem' when policy is noisy," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 5-21, March.
  30. Lewis, Karen K., 1988. "Inflation risk and asset market disturbances: The mean-variance model revisited," Journal of International Money and Finance, Elsevier, vol. 7(3), pages 273-288, September.

Chapters

  1. Martin D. D. Evans & Karen K. Lewis, 2017. "Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 3, pages 59-99, World Scientific Publishing Co. Pte. Ltd..
  2. Martin D. D. Evans & Karen K. Lewis, 2017. "Trends in Excess Returns in Currency and Bond Markets," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 2, pages 39-57, World Scientific Publishing Co. Pte. Ltd..
  3. Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
  4. Lewis, Karen K., 1995. "Puzzles in international financial markets," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 37, pages 1913-1971, Elsevier.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
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  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Euclidian citation score
  27. Breadth of citations across fields
  28. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (8) 2011-08-09 2011-09-16 2017-02-05 2017-03-05 2022-07-18 2022-10-10 2022-12-05 2023-05-29. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (7) 2011-09-16 2012-03-08 2013-05-11 2022-07-18 2022-10-10 2022-12-05 2023-05-29. Author is listed
  3. NEP-BAN: Banking (2) 2022-07-18 2023-05-29
  4. NEP-CBA: Central Banking (2) 2011-08-09 2011-09-16
  5. NEP-DGE: Dynamic General Equilibrium (2) 2011-04-02 2015-02-28
  6. NEP-FMK: Financial Markets (2) 2011-09-16 2022-10-10
  7. NEP-BEC: Business Economics (1) 2011-04-02
  8. NEP-CFN: Corporate Finance (1) 2011-08-09
  9. NEP-DEM: Demographic Economics (1) 2022-07-18
  10. NEP-DES: Economic Design (1) 2023-05-29
  11. NEP-FDG: Financial Development and Growth (1) 2022-07-18
  12. NEP-MAC: Macroeconomics (1) 2011-04-02
  13. NEP-RMG: Risk Management (1) 2006-11-25

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