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Currency value
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2016
Persistent link: https://www.econbiz.de/10011522077
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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
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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
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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
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Collateral and lending to rural households in emerging markets
Menkhoff, Lukas; Neuberger, Doris; Ornsiri Rungruxsirivorn - 2010
Persistent link: https://www.econbiz.de/10008909174
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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
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Financial literacy and its consequences in the emerging middleclass
Grohmann, Antonia; Kouwenberg, Roy; Menkhoff, Lukas - 2014
This paper analyzes the state and impact of financial literacy in a so far largely neglected group: the middle class in emerging economies. This group is of increasing importance for implementing structural change, including the proper use of sophisticated financial products. We survey middle...
Persistent link: https://www.econbiz.de/10010384209
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Estimating risky behavior with multiple-item risk measures : an empirical examination
Menkhoff, Lukas; Sakha, Sahra - 2016
We compare seven established risk elicitation methods and investigate how they robustly explain eleven kinds of risky behavior with 760 individuals. Risk measures are positively correlated; however, their performance in explaining behavior is heterogeneous and, therefore, difficult to assess ex...
Persistent link: https://www.econbiz.de/10011539235
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Multiple-item risk measures
Menkhoff, Lukas; Sakha, Sahra - 2014
behavior from a large household survey. We find overall positive correlation between items and low explanatory power in terms …
Persistent link: https://www.econbiz.de/10010461230
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Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond; Gabauer, David; Gupta, Rangan; Lau, … - In: Empirical economics : a quarterly journal of the … 61 (2021) 4, pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453