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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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Breadth of ownership and stock returns
Chen, Joseph; Hong, Harrison G.; Stein, Jeremy C. - In: Journal of financial economics 66 (2002) 2/3, pp. 171-205
Persistent link: https://www.econbiz.de/10001712399
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Breadth of ownership and stock returns
Chen, Joseph; Hong, Harrison G.; Stein, Jeremy C. - 2001
Persistent link: https://www.econbiz.de/10001561825
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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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Trading for status
Hong, Harrison G.; Jiang, Wenxin; Wang, Na; Zhao, Bin - In: The review of financial studies 27 (2014) 11, pp. 3171-3212
Persistent link: https://www.econbiz.de/10010530182
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When real estate is the only game in town
Choi, Hyun-soo; Hong, Harrison G.; Kubik, Jeffrey D.; … - 2014
Persistent link: https://www.econbiz.de/10010239394