19
H index
32
i10 index
2862
Citations
National Bureau of Economic Research (NBER) (25% share) | 19 H index 32 i10 index 2862 Citations RESEARCH PRODUCTION: 30 Articles 54 Papers 4 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Karen Kay Lewis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 5 |
Journal of International Economics | 5 |
Journal of International Money and Finance | 3 |
European Economic Review | 2 |
The Review of Financial Studies | 2 |
American Economic Review | 2 |
Journal of Finance | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | Portfolio choice analysis in a multi-country macro model. (2025). Hu, Chenyue. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt94z0d865. Full description at Econpapers || Download paper |
2024 | Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20242924. Full description at Econpapers || Download paper |
2024 | Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931. Full description at Econpapers || Download paper |
2024 | The geography of capital allocation in the euro area. (2024). Lewis, Angus ; Maggiori, Matteo ; Schreger, Jesse ; Coppola, Antonio ; Schmitz, Martin ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20243007. Full description at Econpapers || Download paper |
2025 | Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029. Full description at Econpapers || Download paper |
2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper |
2024 | Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591. Full description at Econpapers || Download paper |
2024 | Foreign portfolio investments and voting bias in the Eurovision Song Contest. (2024). Giofre, Maela. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003872. Full description at Econpapers || Download paper |
2024 | Beliefs and the equity home bias. (2024). Zong, Jichuan ; Jiao, Peiran ; Zhu, Xinxin. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004671. Full description at Econpapers || Download paper |
2024 | Are FX communications effective? Evidence from emerging markets. (2024). Parra-Polanía, Julián ; Sanchez-Jabba, Andres ; Parra-Polania, Julian ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961. Full description at Econpapers || Download paper |
2024 | The Effects of Monetary Policy on Capital Flows: An Emerging Market Survey. (2024). Villamizar-Villegas, mauricio ; Arango-Lozano, Lucia ; Castelblanco, Geraldine ; Ruiz-Sanchez, Maria A ; Fajardo-Baquero, Nicols. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000621. Full description at Econpapers || Download paper |
2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
2024 | What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers || Download paper |
2024 | Banks’ portfolio of government debt and sovereign risk: From safe havens to stormy seas. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013060. Full description at Econpapers || Download paper |
2024 | Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518. Full description at Econpapers || Download paper |
2024 | Trust matters: A global perspective on the influence of trust on bank market risk. (2024). Tsileponis, Nikolaos ; Joseph, Nathan Lael ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000258. Full description at Econpapers || Download paper |
2024 | Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x. Full description at Econpapers || Download paper |
2024 | Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803. Full description at Econpapers || Download paper |
2025 | The Effect of Foreign Investors on ESG Investment Efficiency: Evidence from South Korea. (2025). Kim, Eunsoo. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2267-:d:1606057. Full description at Econpapers || Download paper |
2024 | Financial portfolio performance of Belgian households : a nonparametric assessment. (2024). De Rock, Bram ; Cherchye, Laurens ; Saelens, Dieter. In: Working Paper Research. RePEc:nbb:reswpp:202404-448. Full description at Econpapers || Download paper |
2024 | Climate Disasters and Exchange Rates: Are Beliefs Keeping up with Climate Change?. (2024). Hale, Galina. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00231-w. Full description at Econpapers || Download paper |
2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
2024 | Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds. (2024). Pandolfi, Lorenzo ; Moretti, Matias ; Williams, Tomas ; Bauer, German Villegas ; Schmukler, Sergio L. In: CSEF Working Papers. RePEc:sef:csefwp:713. Full description at Econpapers || Download paper |
2024 | Foreign exchange interventions and monetary policy: evidence from emerging economies. (2024). Thanh, Bui Trung. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:24:y:2024:i:2-3:p:71-89:n:1002. Full description at Econpapers || Download paper |
2024 | Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds. (2024). Williams, Tomas ; Schmukler, Sergio ; Bauer, Germn Villegas ; Pandolfi, Lorenzo ; Moretti, Matas. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10735. Full description at Econpapers || Download paper |
2024 | Hidden Debt Revelations. (2024). Sosa-Padilla, Cesar ; Mihalyi, David ; Horn, Sebastian Andreas ; Nickol, Philipp. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10907. Full description at Econpapers || Download paper |
2024 | Hidden debt revelations. (2024). Sosa-Padilla, Cesar ; Mihalyi, David ; Horn, Sebastian ; Nickol, Philipp. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306833. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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1989 | Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange. In: American Economic Review. [Full Text][Citation analysis] | article | 142 |
1995 | Occasional Interventions to Target Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 40 |
1999 | Trying to Explain Home Bias in Equities and Consumption In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 770 |
2011 | Global Asset Pricing In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 62 |
2011 | Global asset pricing.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2011 | Global Asset Pricing.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2023 | Who holds sovereign debt and why it matters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 25 |
2022 | Who Holds Sovereign Debt and Why It Matters.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1990 | The Behavior of Eurocurrency Returns across Different Holding Periods and Monetary Regimes. In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
1995 | Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? In: Journal of Finance. [Full Text][Citation analysis] | article | 189 |
1993 | Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?.(1993) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 189 | paper | |
2014 | Differences of Opinion and International Equity Markets In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 37 |
2011 | Differences of Opinion and International Equity Markets.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2017 | Differences of Opinion and International Equity Markets.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2006 | Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2006 | Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2010 | Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1991 | An empirical exploration of exchange-rate target-zones a comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 5 |
1993 | Trends in excess returns in currency and bond markets In: European Economic Review. [Full Text][Citation analysis] | article | 19 |
1992 | Trends in Excess Returns in Currency and Bond Markets.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2017 | Trends in Excess Returns in Currency and Bond Markets.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | chapter | |
1997 | Are countries with official international restrictions liquidity constrained? In: European Economic Review. [Full Text][Citation analysis] | article | 27 |
1997 | Are Countries with Official International Restrictions Liquidity Constrained?.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2017 | Disaster risk and asset returns: An international perspective In: Journal of International Economics. [Full Text][Citation analysis] | article | 11 |
2017 | Disaster Risk and Asset Returns : An International Perspective.(2017) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2016 | Disaster Risk and Asset Returns: An International Perspective.(2016) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 11 | chapter | |
2017 | Disaster Risk and Asset Returns: An International Perspective.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1988 | Testing the portfolio balance model: A multi-lateral approach In: Journal of International Economics. [Full Text][Citation analysis] | article | 18 |
1989 | On occasional monetary policy coordinations that fix the exchange rate In: Journal of International Economics. [Full Text][Citation analysis] | article | 4 |
1993 | Learning about intervention target zones In: Journal of International Economics. [Full Text][Citation analysis] | article | 39 |
1991 | Learning About Intervention Target Zones.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2000 | Why do stocks and consumption imply such different gains from international risk sharing? In: Journal of International Economics. [Full Text][Citation analysis] | article | 95 |
1995 | Puzzles in international financial markets In: Handbook of International Economics. [Full Text][Citation analysis] | chapter | 324 |
1994 | Puzzles in international Financial Markets..(1994) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 324 | paper | |
1994 | Puzzles in International Financial Markets.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 324 | paper | |
2017 | Changing risk exposures of cross-listed firms and market integration In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
1988 | The persistence of the `peso problem when policy is noisy In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
1988 | Inflation risk and asset market disturbances: The mean-variance model revisited In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
1989 | Can learning affect exchange-rate behavior? : The case of the dollar in the early 1980s In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
1991 | Should the holding period matter for the intertemporal consumption-based CAPM? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
1991 | Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
1994 | Do stationary risk premia explain it all?: Evidence from the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 111 |
1992 | Do Stationary Risk Premia Explain It All? Evidence from the Term Structure.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
1996 | Does foreign exchange intervention signal future monetary policy? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 160 |
1993 | Does foreign exchange intervention signal future monetary policy?.(1993) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
1996 | Does foreign exchange intervention signal future monetary policy?.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
1992 | Does Foreign Exchange Intervention Signal Future Monetary Policy?.(1992) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
1993 | Does Foreign Exchange Intervention Signal Future Monetary Policy?.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2015 | Evaluating international consumption risk sharing gains: An asset return view In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 46 |
2012 | Global stock market linkages reduce potential for diversification In: Economic Letter. [Full Text][Citation analysis] | article | 0 |
2022 | How Can Asset Prices Value Exchange Rate Wedges? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2022 | How Can Asset Prices Value Exchange Rate Wedges?.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1996 | Consumption, stock returns, and the gains from international risk-sharing In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
1996 | Consumption, Stock Returns, and the Gains from International Risk-Sharing..(1996) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1996 | Consumption, Stock Returns, and the Gains from International Risk-Sharing.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1993 | Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter. In: Weiss Center Working Papers. [Citation analysis] | paper | 104 |
1993 | Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
1995 | Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?.(1995) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | article | |
1993 | Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? In: Weiss Center Working Papers. [Citation analysis] | paper | 117 |
1995 | Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?.(1995) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | article | |
1993 | Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?.(1993) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
2017 | Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?.(2017) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | chapter | |
1993 | Trends in Expected Returns in Currency and Bond Markets. In: Weiss Center Working Papers. [Citation analysis] | paper | 11 |
1992 | Trends in Expected Returns in Currency and Bond Markets.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1992 | Trends in Expected Returns in Currency and Bond Markets.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1998 | Explaining Home Bias in Equities and Consumption In: Weiss Center Working Papers. [Citation analysis] | paper | 2 |
1991 | Was There a Peso Problem in the U.S. Term Structure of Interest Rates: 1979-1982? In: International Economic Review. [Full Text][Citation analysis] | article | 11 |
1990 | Was There a Peso Problem in the U.S. Term Structure of Interest Rates:1979-1982?.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1996 | Stochastic Regime Switching and Stabilizing Policies within Regimes. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
1995 | Stochastic Regime Switching and Stabilizing Policies within Regimes.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2011 | Equity Sales and Manager Efficiency Across Firms and the Business Cycle In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Equity Sales and Manager Efficiency Across Firms and the Business Cycle.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | International Consumption Risk Is Shared After All: An Asset Return View In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2012 | International Consumption Risk Is Shared After All: An Asset Return View.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2015 | Do Foreign Firm Betas Change During Cross-listing? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Do Investor Differences Impact Monetary Policy Spillovers to Emerging Markets? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1990 | Why Doesnt Society Minimize Central Bank Secrecy? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
1991 | Why Doesnt Society Minimize Central Bank Secrecy?.(1991) In: Economic Inquiry. [Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
1990 | Occasional Interventions to Target Rates with a Foreign Exchange Application In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
1990 | Do Stationary Risk Premia Explain It All? Evidence from the Term Struct In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1992 | Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
1992 | Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
1992 | Do Expected Shifts in Inflation Policy Affect Real Rates? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1992 | Do Expected Shifts in Inflation Policy Affect Real Rates?.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1995 | What Can Explain the Apparent Lack of International Consumption Risk Sharing? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 302 |
1996 | What Can Explain the Apparent Lack of International Consumption Risk Sharing?.(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 302 | article | |
1998 | International Home Bias in International Finance and Business Cycles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
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