Karen Kay Lewis : Citation Profile


Are you Karen Kay Lewis?

National Bureau of Economic Research (NBER) (25% share)
University of Pennsylvania (50% share)
Centre for Economic Policy Research (CEPR) (25% share)

19

H index

31

i10 index

2824

Citations

RESEARCH PRODUCTION:

30

Articles

54

Papers

4

Chapters

RESEARCH ACTIVITY:

   36 years (1988 - 2024). See details.
   Cites by year: 78
   Journals where Karen Kay Lewis has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 30 (1.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1119
   Updated: 2024-12-03    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Liu, Edith (2)

Hardy, Bryan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Karen Kay Lewis.

Is cited by:

Rey, Helene (53)

Coeurdacier, Nicolas (42)

Balli, Faruk (37)

Kose, Ayhan (36)

Kollmann, Robert (34)

Fratzscher, Marcel (29)

Bekaert, Geert (29)

Sorensen, Bent (25)

Warnock, Francis (24)

Vitale, Paolo (23)

Henry, Peter (23)

Cites to:

Campbell, John (43)

Bekaert, Geert (29)

Harvey, Campbell (23)

Obstfeld, Maurice (22)

Shiller, Robert (21)

Tesar, Linda (21)

Mishkin, Frederic (16)

Baxter, Marianne (15)

Perron, Pierre (15)

Barro, Robert (15)

Weil, Philippe (12)

Main data


Where Karen Kay Lewis has published?


Journals with more than one article published# docs
Journal of International Economics5
Journal of Monetary Economics5
Journal of International Money and Finance3
The Review of Financial Studies2
American Economic Review2
Journal of Finance2
European Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc27
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Karen Kay Lewis (2024 and 2023)


YearTitle of citing document
2023Foreign 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.

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2024Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

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2023Do 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.

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2023Covid, central banks and the bank-sovereign nexus. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2303h.

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2023CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e.

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2023Overcoming original sin: insights from a new dataset. (2023). Onen, Mert ; von Peter, Goetz ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:1075.

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2023Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090.

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2023Sovereign 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.

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2024GARCH‐M Estimates of Variable Risk Premia for 180‐day Australian Bank Bills*. (1993). McDonald, David A ; la Ridley, Tim ; Kendall, Jon D. In: The Economic Record. RePEc:bla:ecorec:v:69:y:1993:i:1:p:10-19.

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2023Homemade 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.

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2023Low Risk Sharing with Many Assets. (2023). Singh, Sanjay ; Marin, Emile. In: Working Papers. RePEc:cda:wpaper:361.

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2023Global 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.

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2023Banks’ Portfolio of Government Debt and Sovereign Risk. (2023). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10692.

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2024Is 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.

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2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

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2023Investing 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.

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2023Global 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.

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2023No 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.

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2023A 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.

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2023Testing 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.

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2023What 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.

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2024Are 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.

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2024Asymmetric 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.

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2023The 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.

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2023European 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.

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2023What 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.

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2024Changes 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.

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2024Trust 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.

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2023Misery 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.

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2023Do 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.

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2023International 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.

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2023Foreign 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.

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2023International 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.

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2023Risk 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.

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2023Inefficient 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.

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2023Democratic 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.

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2023Warm-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.

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2023Does 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.

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2024Economic 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.

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2023International 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.

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2023Sovereign 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.

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2023Global 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.

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2023Banks’ portfolio of government debt and sovereign risk. (2023). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp02892023.

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2023Building 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.

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2023Religion 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.

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2023Arrow-Pratt-Type Measure of Ambiguity Aversion. (2023). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1097.

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2024Financial 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.

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2023The 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.

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2023Effects 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.

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2023Equity 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.

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2024Climate 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.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024Inelastic 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.

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2023Fisher’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.

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2023Royalty 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.

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2023Banks 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.

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2023Do 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.

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Works by Karen Kay Lewis:


YearTitleTypeCited
1989Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange. In: American Economic Review.
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article142
1995Occasional Interventions to Target Rates. In: American Economic Review.
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article40
1999Trying to Explain Home Bias in Equities and Consumption In: Journal of Economic Literature.
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article758
2011Global Asset Pricing In: Annual Review of Financial Economics.
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article61
2011Global asset pricing.(2011) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 61
paper
2011Global Asset Pricing.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61
paper
2023Who holds sovereign debt and why it matters In: BIS Working Papers.
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paper19
2022Who Holds Sovereign Debt and Why It Matters.(2022) In: NBER Working Papers.
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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.
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article12
1995 Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? In: Journal of Finance.
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article187
1993Do 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
2014Differences of Opinion and International Equity Markets In: GSIA Working Papers.
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paper34
2011Differences of Opinion and International Equity Markets.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2017Differences of Opinion and International Equity Markets.(2017) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 34
article
2006Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US In: Working Papers.
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paper17
2006Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US.(2006) In: NBER Working Papers.
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paper
2010Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks In: Working Papers.
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2012Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks.(2012) In: NBER Working Papers.
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1991An empirical exploration of exchange-rate target-zones a comment In: Carnegie-Rochester Conference Series on Public Policy.
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article5
1993Trends in excess returns in currency and bond markets In: European Economic Review.
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article19
1992Trends in Excess Returns in Currency and Bond Markets.(1992) In: Working Papers.
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paper
2017Trends in Excess Returns in Currency and Bond Markets.(2017) In: World Scientific Book Chapters.
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chapter
1997Are countries with official international restrictions liquidity constrained? In: European Economic Review.
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article26
1997Are Countries with Official International Restrictions Liquidity Constrained?.(1997) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26
paper
2017Disaster risk and asset returns: An international perspective In: Journal of International Economics.
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article11
2017Disaster Risk and Asset Returns : An International Perspective.(2017) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 11
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2016Disaster Risk and Asset Returns: An International Perspective.(2016) In: NBER Chapters.
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This paper has nother version. Agregated cites: 11
chapter
2017Disaster Risk and Asset Returns: An International Perspective.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 11
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1988Testing the portfolio balance model: A multi-lateral approach In: Journal of International Economics.
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article18
1989On occasional monetary policy coordinations that fix the exchange rate In: Journal of International Economics.
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article4
1993Learning about intervention target zones In: Journal of International Economics.
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article39
1991Learning About Intervention Target Zones.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 39
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2000Why do stocks and consumption imply such different gains from international risk sharing? In: Journal of International Economics.
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article95
1995Puzzles in international financial markets In: Handbook of International Economics.
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chapter322
1994Puzzles in international Financial Markets..(1994) In: Weiss Center Working Papers.
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1994Puzzles in International Financial Markets.(1994) In: NBER Working Papers.
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2017Changing risk exposures of cross-listed firms and market integration In: Journal of International Money and Finance.
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article1
1988The persistence of the `peso problem when policy is noisy In: Journal of International Money and Finance.
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article19
1988Inflation risk and asset market disturbances: The mean-variance model revisited In: Journal of International Money and Finance.
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article10
1989Can learning affect exchange-rate behavior? : The case of the dollar in the early 1980s In: Journal of Monetary Economics.
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article30
1991Should the holding period matter for the intertemporal consumption-based CAPM? In: Journal of Monetary Economics.
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article9
1991Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9
paper
1994Do stationary risk premia explain it all?: Evidence from the term structure In: Journal of Monetary Economics.
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article110
1992Do Stationary Risk Premia Explain It All? Evidence from the Term Structure.(1992) In: Working Papers.
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This paper has nother version. Agregated cites: 110
paper
1996Does foreign exchange intervention signal future monetary policy? In: Journal of Monetary Economics.
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article160
1993Does foreign exchange intervention signal future monetary policy?.(1993) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 160
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1996Does foreign exchange intervention signal future monetary policy?.(1996) In: Working Papers.
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This paper has nother version. Agregated cites: 160
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1992Does Foreign Exchange Intervention Signal Future Monetary Policy?.(1992) In: Weiss Center Working Papers.
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This paper has nother version. Agregated cites: 160
paper
1993Does Foreign Exchange Intervention Signal Future Monetary Policy?.(1993) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 160
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2015Evaluating international consumption risk sharing gains: An asset return view In: Journal of Monetary Economics.
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article45
2012Global stock market linkages reduce potential for diversification In: Economic Letter.
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article0
2022How Can Asset Prices Value Exchange Rate Wedges? In: Finance and Economics Discussion Series.
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2022How Can Asset Prices Value Exchange Rate Wedges?.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0
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1996Consumption, stock returns, and the gains from international risk-sharing In: Working Papers.
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paper25
1996Consumption, Stock Returns, and the Gains from International Risk-Sharing..(1996) In: Weiss Center Working Papers.
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This paper has nother version. Agregated cites: 25
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1996Consumption, Stock Returns, and the Gains from International Risk-Sharing.(1996) In: NBER Working Papers.
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1993Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter. In: Weiss Center Working Papers.
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paper105
1993Are 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
1995Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?.(1995) In: The Journal of Business.
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This paper has nother version. Agregated cites: 105
article
1993Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? In: Weiss Center Working Papers.
[Citation analysis]
paper111
1995Do 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
1993Do 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
2017Do 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
1993Trends in Expected Returns in Currency and Bond Markets. In: Weiss Center Working Papers.
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1992Trends 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
1992Trends in Expected Returns in Currency and Bond Markets.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
1998Explaining Home Bias in Equities and Consumption In: Weiss Center Working Papers.
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paper2
1991Was There a Peso Problem in the U.S. Term Structure of Interest Rates: 1979-1982? In: International Economic Review.
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article9
1990Was 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
1996Stochastic Regime Switching and Stabilizing Policies within Regimes. In: International Journal of Finance & Economics.
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1995Stochastic Regime Switching and Stabilizing Policies within Regimes.(1995) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2011Equity Sales and Manager Efficiency Across Firms and the Business Cycle In: IMES Discussion Paper Series.
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2014Equity Sales and Manager Efficiency Across Firms and the Business Cycle.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 0
paper
2012International Consumption Risk Is Shared After All: An Asset Return View In: NBER Working Papers.
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2012International Consumption Risk Is Shared After All: An Asset Return View.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 14
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2015Do Foreign Firm Betas Change During Cross-listing? In: NBER Working Papers.
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2024Do Investor Differences Impact Monetary Policy Spillovers to Emerging Markets? In: NBER Working Papers.
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1990Why Doesnt Society Minimize Central Bank Secrecy? In: NBER Working Papers.
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paper15
1991Why Doesnt Society Minimize Central Bank Secrecy?.(1991) In: Economic Inquiry.
[Citation analysis]
This paper has nother version. Agregated cites: 15
article
1990Occasional Interventions to Target Rates with a Foreign Exchange Application In: NBER Working Papers.
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paper10
1990Do Stationary Risk Premia Explain It All? Evidence from the Term Struct In: NBER Working Papers.
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paper1
1992Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets In: NBER Working Papers.
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1992Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets.(1992) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
1992Do Expected Shifts in Inflation Policy Affect Real Rates? In: NBER Working Papers.
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1992Do Expected Shifts in Inflation Policy Affect Real Rates?.(1992) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1995What Can Explain the Apparent Lack of International Consumption Risk Sharing? In: NBER Working Papers.
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paper300
1996What Can Explain the Apparent Lack of International Consumption Risk Sharing?.(1996) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 300
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1998International Home Bias in International Finance and Business Cycles In: NBER Working Papers.
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