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Currency value

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2016

Persistent link: https://www.econbiz.de/10011522077

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

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

Currency Value

Menkhoff, Lukas - 2015

Persistent link: https://www.econbiz.de/10013035463

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

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

Estimating risky behavior with multiple-item risk measures

Menkhoff, Lukas; Sakha, Sahra - 2017 - Revised version, February 2017

We compare seven established risk elicitation methods and investigate how robustly they 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/10012041130