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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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Optionable Stocks and Mutual Fund Performance
Chung, Chune Young - 2017
We examine whether stock-level options information drives mutual fund performance. Our paper is motivated by existing studies indicating that options prices or implied volatilities predict stock returns. We find that stock-implied volatility innovations forecast mutual fund performance....
Persistent link: https://www.econbiz.de/10012968429
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The information content of funds from operations and net income in real estate investment trusts
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012659559
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The turn-of-the-year effect in mutual fund flows
Choi, Hyung-Suk; Ryu, Doojin; Seok, Sangik - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 2, pp. 131-157
Persistent link: https://www.econbiz.de/10011738418
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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