Narrow search
Showing 1 - 10 of 311
Cover Image
Currency value
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2016
Persistent link: https://www.econbiz.de/10011522077
Cover Image
Currency Value
Menkhoff, Lukas - 2015
We assess the properties of currency value strategies based on real exchange rates in a cross-sectional portfolio … setting. We find that real exchange rates predict currency excess returns, but in a way that is inconsistent with the notion … of currency value because a high valuation level forecasts a relative appreciation of the foreign currency going forward …
Persistent link: https://www.econbiz.de/10013032642
Cover Image
Currency Value
Menkhoff, Lukas - 2015
We assess the properties of currency value strategies based on real exchange rates in a cross-sectional portfolio … setting. We find that real exchange rates predict currency excess returns, but in a way that is inconsistent with the notion … of currency value because a high valuation level forecasts a relative appreciation of the foreign currency going forward …
Persistent link: https://www.econbiz.de/10013035463
Cover Image
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
Cover Image
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
Persistent link: https://www.econbiz.de/10011893899
Cover Image
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash) over the sample period 2013-2017. The findings indicate...
Persistent link: https://www.econbiz.de/10011771626
Cover Image
Currency value
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The review of financial studies 30 (2017) 2, pp. 416-441
Persistent link: https://www.econbiz.de/10011746100
Cover Image
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2017
This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash) over the sample period 2013-2017. The findings indicate...
Persistent link: https://www.econbiz.de/10011780599
Cover Image
Collateral and lending to rural households in emerging markets
Menkhoff, Lukas; Neuberger, Doris; Ornsiri Rungruxsirivorn - 2010
Persistent link: https://www.econbiz.de/10008909174
Cover Image
Shocks, individual risk attitude, and vulnerability to poverty among rural households in Thailand and Vietnam
Gloede, Oliver; Menkhoff, Lukas; Waibel, Hermann - In: World development : the multi-disciplinary … 71 (2015), pp. 54-78
Persistent link: https://www.econbiz.de/10011432083