19
H index
31
i10 index
2823
Citations
National Bureau of Economic Research (NBER) (25% share) | 19 H index 31 i10 index 2823 Citations RESEARCH PRODUCTION: 30 Articles 54 Papers 4 Chapters RESEARCH ACTIVITY: 36 years (1988 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ple1119 |
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 |
---|---|
Journal of Monetary Economics | 5 |
Journal of International Economics | 5 |
Journal of International Money and Finance | 3 |
The Review of Financial Studies | 2 |
American Economic Review | 2 |
Journal of Finance | 2 |
European Economic Review | 2 |
Year | Title of citing document |
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2023 | Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay. (2023). Elizabeth, Bucacos ; Javier, Garcia-Cicco ; Miguel, Mello. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4657. Full description at Econpapers || Download paper |
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 |
2023 | Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223. Full description at Econpapers || Download paper |
2023 | Covid, central banks and the bank-sovereign nexus. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2303h. Full description at Econpapers || Download paper |
2023 | CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e. Full description at Econpapers || Download paper |
2023 | Overcoming original sin: insights from a new dataset. (2023). Onen, Mert ; von Peter, Goetz ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:1075. Full description at Econpapers || Download paper |
2023 | Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090. Full description at Econpapers || Download paper |
2023 | Sovereign risk and bank lending: evidence from 1999 Turkish earthquake. (2023). Hardy, Bryan ; Baskaya, Yusuf ; Bakaya, Yusuf Soner ; Yue, Vivian ; Kalemli-Ozcan, Sebnem. In: BIS Working Papers. RePEc:bis:biswps:1093. Full description at Econpapers || Download paper |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper |
2023 | Low Risk Sharing with Many Assets. (2023). Singh, Sanjay ; Marin, Emile. In: Working Papers. RePEc:cda:wpaper:361. Full description at Econpapers || Download paper |
2023 | Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492. Full description at Econpapers || Download paper |
2023 | Banks’ Portfolio of Government Debt and Sovereign Risk. (2023). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10692. 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 |
2023 | Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns. (2023). Azam, Sardor ; Sharipova, Zebo ; Odilova, Shoirahon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-34. Full description at Econpapers || Download paper |
2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper |
2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper |
2023 | A study on equity home bias using vine copula approach. (2023). Paul, Samit ; Karmakar, Madhusudan ; Garg, Jyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001954. Full description at Econpapers || Download paper |
2023 | Testing stochastic dominance with many conditioning variables. (2023). Whang, Yoon-Jae ; Seo, Myung Hwan ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:507-527. Full description at Econpapers || Download paper |
2023 | What explains equity home bias? Theory and evidence at the sector level. (2023). Hu, Chenyue. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002131. 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 | 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 |
2023 | The globalization of corporate control. (2023). Papaioannou, Elias ; Nikalexi, Katerina ; Fonseca, Luis. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000405. Full description at Econpapers || Download paper |
2023 | European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688. Full description at Econpapers || Download paper |
2023 | What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013. 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 |
2023 | Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043. Full description at Econpapers || Download paper |
2023 | Do local investors know more? Evidence from securities class actions. (2023). Kim, Hyun-Dong ; Hwang, Hyoseok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001991. Full description at Econpapers || Download paper |
2023 | International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421. Full description at Econpapers || Download paper |
2023 | Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Schroder, Henning ; Requejo, Ignacio ; Monkemeyer, Marwin ; Drobetz, Wolfgang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269. Full description at Econpapers || Download paper |
2023 | International trade and the risk in bilateral exchange rates. (2023). Loualiche, Erik ; Hassan, Ramin ; Ward, Colin ; Pecora, Alexandre R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435. Full description at Econpapers || Download paper |
2023 | Risk sharing channels in OECD countries: A heterogeneous panel VAR approach. (2023). Asdrubali, Pierfederico ; Poncela, Pilar ; Pericoli, Filippo Maria ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000050. Full description at Econpapers || Download paper |
2023 | Inefficient international risk-sharing. (2023). Kim, Suk Joon ; Cho, Daeha. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:31-49. Full description at Econpapers || Download paper |
2023 | Democratic institutions and regulatory privileges for government debt. (2023). Pond, Amy ; Betz, Timm. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000824. Full description at Econpapers || Download paper |
2023 | Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570. Full description at Econpapers || Download paper |
2023 | Does central bank communication on financial stability work? ——An empirical study based on Chinese stock market. (2023). Xing, Mengyue ; Zhu, Degao ; Cheng, Jinfeng ; Du, Xiuli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:390-407. 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 |
2023 | International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933. Full description at Econpapers || Download paper |
2023 | Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster. (2023). Baskaya, Yusuf ; Yue, Vivian Z ; Kalemli-Ozcan, Ebnem ; Hardy, Bryan ; Bakaya, Yusuf Soner. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:95901. Full description at Econpapers || Download paper |
2023 | Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597. Full description at Econpapers || Download paper |
2023 | Banks’ portfolio of government debt and sovereign risk. (2023). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp02892023. Full description at Econpapers || Download paper |
2023 | Building Eco-friendly Corporations: The Role of Minority Shareholders. (2023). Sensoy, Ahmet ; Cheng, Feiyang ; Wang, LU ; Pan, Yuying ; Yao, Shouyu. In: Journal of Business Ethics. RePEc:kap:jbuset:v:182:y:2023:i:4:d:10.1007_s10551-022-05291-y. Full description at Econpapers || Download paper |
2023 | Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y. Full description at Econpapers || Download paper |
2023 | Arrow-Pratt-Type Measure of Ambiguity Aversion. (2023). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1097. 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 |
2023 | The Geography of Capital Allocation in the Euro Area. (2023). Schreger, Jesse ; Schmitz, Martin ; Maggiori, Matteo ; Lewis, Angus ; Coppola, Antonio ; Beck, Roland. In: SocArXiv. RePEc:osf:socarx:rzwd2. Full description at Econpapers || Download paper |
2023 | Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x. Full description at Econpapers || Download paper |
2023 | Equity Home Bias in a Capital Market Union. (2023). Sihvonen, Markus. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-023-00197-9. 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 |
2023 | Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. (2023). Phiri, Andrew. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01561-z. Full description at Econpapers || Download paper |
2023 | Royalty taxation under tax competition and profit shifting. (2023). Schindler, Dirk ; Juranek, Steffen ; Schneider, A. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:4:p:1377-1412. Full description at Econpapers || Download paper |
2023 | Banks holdings of and trading in government bonds. (2023). Nobili, Stefano ; Manna, Michele. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:257-283. Full description at Econpapers || Download paper |
2023 | Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187. Full description at Econpapers || Download paper |
2023 | The role of time?varying rare disaster risks in predicting bond returns and volatility. (2019). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir. In: Review of Financial Economics. RePEc:wly:revfec:v:37:y:2019:i:3:p:327-340. 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 | 758 |
2011 | Global Asset Pricing In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 60 |
2011 | Global asset pricing.(2011) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2011 | Global Asset Pricing.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2023 | Who holds sovereign debt and why it matters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 19 |
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: 19 | 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 | 187 |
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: 187 | paper | |
2014 | Differences of Opinion and International Equity Markets In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 34 |
2011 | Differences of Opinion and International Equity Markets.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | 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: 34 | 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 | 26 |
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: 26 | 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 | 322 |
1994 | Puzzles in international Financial Markets..(1994) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 322 | paper | |
1994 | Puzzles in International Financial Markets.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 322 | 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 | 110 |
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: 110 | 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 | 45 |
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 | 105 |
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: 105 | 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: 105 | article | |
1993 | Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? In: Weiss Center Working Papers. [Citation analysis] | paper | 111 |
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: 111 | 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: 111 | 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: 111 | 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 | 9 |
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: 9 | 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 | 300 |
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: 300 | 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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