Lukas Menkhoff

German Institute for Economic Research (DIW Berlin)

Mohrenstraße 58

Berlin, 10117

Germany

Humboldt University of Berlin - Faculty of Economics

Spandauer Strasse 1

Berlin

Germany

  • German Institute for Economic Research (DIW Berlin)

  • Humboldt University of Berlin - Faculty of Economics

SCHOLARLY PAPERS

47

DOWNLOADS
Rank 2,256

SSRN RANKINGS

Top 2,256

in Total Papers Downloads

14,412

CITATIONS
Rank 3,566

SSRN RANKINGS

Top 3,566

in Total Papers Citations

152

Scholarly Papers (47)

Actions:
Email selected abstracts
1.

Currency Momentum Strategies

Downloads 4,247 ( 1,886)
Citation 13

Currency Momentum Strategies

Number of pages: 86 Posted: 21 Apr 2011 Last Revised: 07 Nov 2011
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 3,731 (2,344)
Citation 13

Abstract:

Loading...

Momentum returns, Limits to Arbitrage, Idiosyncratic Volatility, Carry Trades

Currency Momentum Strategies

BIS Working Paper No. 366
Number of pages: 89 Posted: 13 Dec 2011
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 506 (51,873)
Citation 13

Abstract:

Loading...

Momentum Returns, Limits to Arbitrage, Idiosyncratic Volatility, Carry Trades

Currency Momentum Strategies

CEPR Discussion Paper No. DP8747
Number of pages: 90 Posted: 20 Jan 2012
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 10 (584,580)
Citation 13
  • Add to Cart

Abstract:

Loading...

Carry Trades, Idiosyncratic Volatility, Limits to Arbitrage, Momentum Returns

2.

Carry Trades and Global Foreign Exchange Volatility

Downloads 2,895 ( 3,684)
Citation 35

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance, Forthcoming, EFA 2009 Bergen Meetings Paper
Number of pages: 93 Posted: 14 Feb 2009 Last Revised: 02 Mar 2011
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2,878 (3,644)
Citation 35

Abstract:

Loading...

F31, G12, G15

Carry Trades and Global Foreign Exchange Volatility

CEPR Discussion Paper No. DP8291
Number of pages: 95 Posted: 28 Mar 2011
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 17 (540,160)
Citation 35
  • Add to Cart

Abstract:

Loading...

carry trade, forward premium puzzle, liquidity, volatility

3.

Currency Value

Downloads 1,774 ( 8,434)

Currency Value

Number of pages: 58 Posted: 06 Sep 2014 Last Revised: 27 Jun 2015
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 998 (20,456)

Abstract:

Loading...

Currency value, macro fundamentals, real exchange rate, predictability

Currency Value

Number of pages: 58 Posted: 22 Jun 2013 Last Revised: 27 Jun 2015
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 776 (29,387)

Abstract:

Loading...

Currency value, macro fundamentals, real exchange rate, predictability

4.

Does Financial Education Impact Financial Literacy and Financial Behavior, and If so, When?

Downloads 688 ( 35,191)

Does Financial Education Impact Financial Literacy and Financial Behavior, and If so, When?

DIW Berlin Discussion Paper No. 1562
Number of pages: 90 Posted: 24 Mar 2016 Last Revised: 31 May 2017
Tim Kaiser and Lukas Menkhoff
University of Koblenz-Landau, Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 598 (41,791)

Abstract:

Loading...

Financial education, financial literacy, financial behavior, metaanalysis, meta-regression, impact evaluation

Does Financial Education Impact Financial Literacy and Financial Behavior, and if so, When?

World Bank Policy Research Working Paper No. 8161
Number of pages: 77 Posted: 11 Aug 2017
Tim Kaiser and Lukas Menkhoff
University of Koblenz-Landau, Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 90 (276,621)

Abstract:

Loading...

Economics of Education

5.

What Drives Home Bias? Evidence from Fund Managers' Views

EFMA 2004 Basel Meetings Paper
Number of pages: 24 Posted: 18 May 2004
Torben Lütje and Lukas Menkhoff
University of Hannover and German Institute for Economic Research (DIW Berlin)
Downloads 445 (61,625)
Citation 1

Abstract:

Loading...

Home bias, institutional investors, local information advantage, non-fundamental information, disposition effect

6.

Price Discovery in Currency Markets

EFA 2006 Zurich Meetings
Number of pages: 51 Posted: 15 Mar 2006
Carol L. Osler, Lukas Menkhoff and Alexander Mende
Brandeis University - International Business School, German Institute for Economic Research (DIW Berlin) and University of Hannover
Downloads 375 (75,557)
Citation 16

Abstract:

Loading...

Bid-ask spreads, foreign exchange, asymmetric information, microstructure, price discovery, interdealer, inventory, market order, limit order

7.

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Downloads 319 ( 90,960)

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

DIW Berlin Discussion Paper No. 1518
Number of pages: 67 Posted: 19 Nov 2015 Last Revised: 19 Dec 2017
Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff, Lucio Sarno and Tobias Stoehr
DIW Berlin, Leibniz Universität Hannover, German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School and Kiel Institute for the World Economy
Downloads 194 (150,694)

Abstract:

Loading...

Foreign exchange intervention, exchange rate regimes, effectiveness measures, communication, capital controls

When is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Number of pages: 62 Posted: 05 Nov 2015 Last Revised: 12 Jul 2016
Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff, Lucio Sarno and Tobias Stoehr
DIW Berlin, Leibniz Universität Hannover, German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School and Kiel Institute for the World Economy
Downloads 125 (219,342)

Abstract:

Loading...

foreign exchange intervention, exchange rate regimes, effectiveness measures, communication, capital controls

When is Foreign Exchange Intervention Effective? Evidence from 33 Countries

CEPR Discussion Paper No. DP12510
Number of pages: 68 Posted: 19 Dec 2017
Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff, Lucio Sarno and Tobias Stoehr
DIW Berlin, Leibniz Universität Hannover, German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School and Kiel Institute for the World Economy
Downloads 0
  • Add to Cart

Abstract:

Loading...

Foreign exchange intervention; exchange rate regimes; effectiveness measures; communication.

8.

Exchange Rate Expectations of Chartists and Fundamentalists

Downloads 281 (104,373)

Exchange Rate Expectations of Chartists and Fundamentalists

ZEW - Centre for European Economic Research Discussion Paper No. 12-026
Number of pages: 53 Posted: 12 Apr 2012
Christian David Dick and Lukas Menkhoff
ZEW – Leibniz Centre for European Economic Research and German Institute for Economic Research (DIW Berlin)
Downloads 150 (189,330)

Abstract:

Loading...

exchange rate formation, expectation formation, heterogeneous agent models, forecasting performance

Exchange Rate Expectations of Chartists and Fundamentalists

CESifo Working Paper Series No. 4181
Number of pages: 52 Posted: 16 Apr 2013
Christian David Dick and Lukas Menkhoff
ZEW – Leibniz Centre for European Economic Research and German Institute for Economic Research (DIW Berlin)
Downloads 131 (211,406)

Abstract:

Loading...

exchange rate formation, expectation formation, heterogeneous agent models, forecasting performance

9.

Collateral-Based Lending in Emerging Markets: Evidence from Thailand

Journal of Banking and Finance, Forthcoming
Number of pages: 31 Posted: 11 May 2004
Lukas Menkhoff, Doris Neuberger and Chodechai Suwanaporn
German Institute for Economic Research (DIW Berlin), University of Rostock - Department of Economics and Chulalongkorn University
Downloads 256 (115,089)
Citation 13

Abstract:

Loading...

Bank lending, collateral, credit risk, relationship lending, emerging economies, Thailand

10.

Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades

Downloads 251 (117,519)
Citation 2

Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades

BIS Working Paper No. 405
Number of pages: 89 Posted: 12 Apr 2013
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 198 (147,808)
Citation 2

Abstract:

Loading...

Order Flow, Foreign Exchange Risk Premia, Heterogeneous Information, Carry Trades

Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades

Journal of Finance, Forthcoming
Number of pages: 86 Posted: 20 May 2012 Last Revised: 17 Mar 2016
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 53 (371,859)
Citation 2

Abstract:

Loading...

Order Flow, Foreign Exchange Risk Premia, Heterogeneous Information, Carry Trades

11.

Whose Trades Convey Information? Evidence from a Cross-Section of Traders

Number of pages: 46 Posted: 01 Mar 2007
Lukas Menkhoff and Maik Schmeling
German Institute for Economic Research (DIW Berlin) and Goethe University Frankfurt - Department of Finance
Downloads 223 (132,215)
Citation 6

Abstract:

Loading...

Market microstructure, informed trading, trade size, foreign exchange

12.

Limit-Order Submission Strategies under Asymmetric Information

CESifo Working Paper Series No. 3054
Number of pages: 42 Posted: 19 May 2010
Lukas Menkhoff, Carol L. Osler and Maik Schmeling
German Institute for Economic Research (DIW Berlin), Brandeis University - International Business School and Goethe University Frankfurt - Department of Finance
Downloads 210 (140,073)
Citation 7

Abstract:

Loading...

limit-order market, order submission, informed traders, market conditions

13.

Automating Exchange Rate Target Zones: Intervention Via an Electronic Limit Order Book

Downloads 203 (144,587)
Citation 3

Automating Exchange Rate Target Zones: Intervention Via an Electronic Limit Order Book

CESifo Working Paper Series No. 2221
Number of pages: 48 Posted: 19 Feb 2008
Michael Melvin, Lukas Menkhoff and Maik Schmeling
University of California, San Diego (UCSD) - Rady School of Management, German Institute for Economic Research (DIW Berlin) and Goethe University Frankfurt - Department of Finance
Downloads 108 (244,415)
Citation 1

Abstract:

Loading...

foreign exchange, microstructure, intervention, exchange rate

Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book

CESifo Working Paper Series No. 2656
Number of pages: 52 Posted: 27 May 2009
Michael Melvin, Lukas Menkhoff and Maik Schmeling
University of California, San Diego (UCSD) - Rady School of Management, German Institute for Economic Research (DIW Berlin) and Goethe University Frankfurt - Department of Finance
Downloads 95 (267,108)
Citation 3

Abstract:

Loading...

exchange rates, intervention, microstructure

14.

Systematic Intervention and Currency Risk Premia

Number of pages: 61 Posted: 13 Feb 2018 Last Revised: 24 Mar 2019
Marcel Fratzscher, Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Tobias Stoehr
DIW Berlin, German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Kiel Institute for the World Economy
Downloads 193 (151,560)

Abstract:

Loading...

Foreign exchange intervention, Currency risk, Carry, Momentum, Value

15.

The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis

Downloads 186 (156,732)
Citation 19

The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis

CEPR Discussion Paper No. 3221
Number of pages: 42 Posted: 14 Mar 2002
Thomas Gehrig and Lukas Menkhoff
University of Vienna - Faculty of Business, Economics, and Statistics and German Institute for Economic Research (DIW Berlin)
Downloads 95 (267,108)
Citation 19
  • Add to Cart

Abstract:

Loading...

Foreign exchange markets, flow trading, market microstructure

The Use of Flow Analysis in Foreign Exchange: Exploratory Evidence

Number of pages: 40 Posted: 31 Mar 2011
Thomas Gehrig and Lukas Menkhoff
University of Vienna - Faculty of Business, Economics, and Statistics and German Institute for Economic Research (DIW Berlin)
Downloads 91 (274,712)
Citation 19

Abstract:

Loading...

16.

Does Financial Literacy Improve Financial Inclusion? Cross Country Evidence

DIW Berlin Discussion Paper No. 1682
Number of pages: 74 Posted: 11 Sep 2017
Antonia Grohmann, Theres Klühs and Lukas Menkhoff
German Institute for Economic Research (DIW Berlin), Leibniz Universität Hannover - Institute of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 153 (185,800)

Abstract:

Loading...

financial inclusion, financial literacy, financial institutions, financial development

17.

Trader See, Trader Do: How Do (Small) FX Traders React to Large Counterparties’ Trades?

Number of pages: 52 Posted: 30 Mar 2009 Last Revised: 25 Mar 2010
Lukas Menkhoff and Maik Schmeling
German Institute for Economic Research (DIW Berlin) and Goethe University Frankfurt - Department of Finance
Downloads 150 (188,913)
Citation 2

Abstract:

Loading...

Foreign exchange microstructure, order flow, informed traders, counterparty identity

18.

Do Women Manage Smaller Funds?

Downloads 146 (193,110)

Do Women Manage Smaller Funds?

IZA Discussion Paper No. 4771
Number of pages: 31 Posted: 22 Feb 2010
Olaf Hübler and Lukas Menkhoff
University of Hannover and German Institute for Economic Research (DIW Berlin)
Downloads 144 (195,797)

Abstract:

Loading...

asset managers, gender, qualification, segregation, attitudes

Do Women Manage Smaller Funds?

Scottish Journal of Political Economy, Vol. 58, Issue 1, pp. 107-126, 2010
Number of pages: 20 Posted: 19 Dec 2010
Olaf Hübler and Lukas Menkhoff
University of Hannover and German Institute for Economic Research (DIW Berlin)
Downloads 2 (642,292)
  • Add to Cart

Abstract:

Loading...

19.

Exchange Rate Forecasters' Performance: Evidence of Skill?

CESifo Working Paper Series No. 2615
Number of pages: 40 Posted: 20 Apr 2009
Ronald MacDonald, Lukas Menkhoff and Rafael R. Rebitzky
University of Strathclyde in Glasgow - Department of Economics, German Institute for Economic Research (DIW Berlin) and Leibniz University Hannover
Downloads 139 (200,935)

Abstract:

Loading...

foreign exchange market, individual exchange rate forecasts, interest rate forecasts, forecaster experience

20.

Individual Exchange Rate Forecasts and Expected Fundamentals

ZEW - Centre for European Economic Research Discussion Paper No. 11-062
Number of pages: 53 Posted: 09 Jan 2012
Christian David Dick, Ronald MacDonald and Lukas Menkhoff
ZEW – Leibniz Centre for European Economic Research, University of Strathclyde in Glasgow - Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 133 (208,141)
Citation 1

Abstract:

Loading...

exchange rate determination, individual expectations, macroeconomic fundamentals

21.

High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn?

Downloads 132 (209,413)
Citation 2

High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn?

CESifo Working Paper Series No. 2473
Number of pages: 36 Posted: 03 Dec 2008
Lukas Menkhoff
German Institute for Economic Research (DIW Berlin)
Downloads 131 (211,406)
Citation 2

Abstract:

Loading...

foreign exchange, central bank intervention, high-frequency data, transmission channel

High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn?

Journal of Economic Surveys, Vol. 24, Issue 1, pp. 85-112, February 2010
Number of pages: 28 Posted: 06 Jan 2010
Lukas Menkhoff
German Institute for Economic Research (DIW Berlin)
Downloads 1 (655,673)
Citation 2
  • Add to Cart

Abstract:

Loading...

22.

The Rise of Fund Managers in Foreign Exchange

Downloads 111 (238,389)
Citation 8

The Rise of Fund Managers in Foreign Exchange

CEPR Discussion Paper No. 4752
Number of pages: 37 Posted: 26 Jan 2005
Thomas Gehrig and Lukas Menkhoff
University of Vienna - Faculty of Business, Economics, and Statistics and German Institute for Economic Research (DIW Berlin)
Downloads 85 (286,879)
Citation 7
  • Add to Cart

Abstract:

Loading...

Foreign exchange, market microstructure, fund management, fundamentals

The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?

The World Economy, Vol. 28, No. 4, pp. 519-540, April 2005
Number of pages: 22 Posted: 21 Apr 2005
Thomas Gehrig and Lukas Menkhoff
University of Vienna - Faculty of Business, Economics, and Statistics and German Institute for Economic Research (DIW Berlin)
Downloads 26 (485,013)
Citation 8
  • Add to Cart

Abstract:

Loading...

23.

Equity Premium Prediction: Are Economic and Technical Indicators Unstable?

DIW Berlin Discussion Paper No. 1552
Number of pages: 50 Posted: 24 Feb 2016
Fabian Baetje and Lukas Menkhoff
Leibniz Universität Hannover and German Institute for Economic Research (DIW Berlin)
Downloads 108 (243,096)

Abstract:

Loading...

equity premium predictability, economic indicators, technical indicators, break tests

24.

Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach

CESifo Working Paper Series No. 2502
Number of pages: 31 Posted: 18 Dec 2008
Lukas Menkhoff, Rafael R. Rebitzky and Michael Schröder
German Institute for Economic Research (DIW Berlin), Leibniz University Hannover and ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management
Downloads 105 (247,978)
Citation 5

Abstract:

Loading...

exchange rate, heterogeneity, dispersion, chartists, fundamentalists

25.

Collateral and its Substitutes in Emerging Markets' Lending

CESifo Working Paper Series No. 3585
Number of pages: 46 Posted: 28 Sep 2011
Lukas Menkhoff, Doris Neuberger and Ornsiri Rungruxsirivorn
German Institute for Economic Research (DIW Berlin), University of Rostock - Department of Economics and affiliation not provided to SSRN
Downloads 85 (284,383)

Abstract:

Loading...

lending, financial institutions, collateral, guarantees, relationship lending

26.

Childhood Roots of Financial Literacy

DIW Berlin Discussion Paper No. 1504
Number of pages: 44 Posted: 24 Sep 2015
Antonia Grohmann, Roy Kouwenberg and Lukas Menkhoff
German Institute for Economic Research (DIW Berlin), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and German Institute for Economic Research (DIW Berlin)
Downloads 71 (315,948)

Abstract:

Loading...

Financial literacy, financial behavior, family background, education, numeracy

27.

Determinants of Risk Aversion Over Time: Experimental Evidence from Rural Thailand

DIW Berlin Discussion Paper No. 1582
Number of pages: 58 Posted: 30 May 2016
Lukas Menkhoff and Sahra Sakha
German Institute for Economic Research (DIW Berlin) and Deutsche Bundesbank
Downloads 62 (339,404)

Abstract:

Loading...

risk aversion, lab-in-the-field experiment, shocks, socio-economic determinants

28.

Financial Literacy: Thai Middle Class Women Do Not Lag Behind

DIW Berlin Discussion Paper No. 1615
Number of pages: 53 Posted: 11 Nov 2016
Antonia Grohmann, Olaf Hübler, Roy Kouwenberg and Lukas Menkhoff
German Institute for Economic Research (DIW Berlin), University of Hannover, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and German Institute for Economic Research (DIW Berlin)
Downloads 57 (353,663)

Abstract:

Loading...

financial literacy, financial behavior, gender gap, individual characteristics, societal norms, Thailand

29.

Politicians' Promotion Incentives and Bank Risk Exposure in China

ZEW - Centre for European Economic Research Discussion Paper No. 15-026
Number of pages: 54 Posted: 20 Jun 2015
Wang Li, Lukas Menkhoff, Michael Schröder and Xian Xu
Fudan University, German Institute for Economic Research (DIW Berlin), ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Fudan University - School of Economics
Downloads 57 (353,663)

Abstract:

Loading...

Bank Lending; Bank Risk Exposure; Local Politicians; Promotion Incentives

30.

Dirty Money Coming Home: Capital Flows into and Out of Tax Havens

DIW Berlin Discussion Paper No. 1711
Number of pages: 57 Posted: 12 Jan 2018
Lukas Menkhoff and Jakob Miethe
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 51 (372,263)

Abstract:

Loading...

Tax evasion, international capital flows, international information exchange treaties, bank deposits

31.

Active Learning Fosters Financial Behavior: Experimental Evidence

DIW Berlin Discussion Paper No. 1743
Number of pages: 70 Posted: 20 Jul 2018
Tim Kaiser and Lukas Menkhoff
University of Koblenz-Landau, Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 49 (378,735)

Abstract:

Loading...

Financial behavior, financial literacy, active learning, lecturing, training method, field experiment

32.

Estimating Risky Behavior with Multiple-Item Risk Measures

DIW Berlin Discussion Paper No. 1608
Number of pages: 66 Posted: 26 Sep 2016 Last Revised: 27 Feb 2017
Lukas Menkhoff and Sahra Sakha
German Institute for Economic Research (DIW Berlin) and Deutsche Bundesbank
Downloads 47 (385,453)

Abstract:

Loading...

risk, experiments, household survey, testing methods, contexts

33.

What Do We Know About Real Exchange Rate Non-Linearities?

CREATES Research Paper 2009-50
Number of pages: 27 Posted: 29 Oct 2009
Robinson Kruse, Michael Frömmel, Lukas Menkhoff and Philipp Sibbertsen
Aarhus University, Ghent University - Department of Financial Economics, German Institute for Economic Research (DIW Berlin) and University of Hannover
Downloads 33 (438,384)

Abstract:

Loading...

real exchange rates, unit root test, ESTAR, Markov Switching, PPP

34.

Financial Conditions, Macroeconomic Factors and (Un)Expected Bond Excess Returns

Bundesbank Discussion Paper No. 35/2014
Number of pages: 34 Posted: 21 Jun 2016
Christoph Fricke and Lukas Menkhoff
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads 30 (451,695)

Abstract:

Loading...

financial conditions, bond excess returns, term premia

35.

Bonus Payments and Fund Managers' Behaviour: Trans-Atlantic Evidence

Downloads 25 (476,667)

Bonus Payments and Fund Managers' Behaviour: Trans-Atlantic Evidence

CEPR Discussion Paper No. DP7118
Number of pages: 36 Posted: 18 Feb 2009
Thomas Gehrig, Torben Lütje and Lukas Menkhoff
University of Vienna - Faculty of Business, Economics, and Statistics, University of Hannover and German Institute for Economic Research (DIW Berlin)
Downloads 25 (490,928)
  • Add to Cart

Abstract:

Loading...

fund managers, fundamental information, incentives

Bonus Payments and Fund Managers’ Behavior: Transatlantic Evidence

CESifo Economic Studies, Vol. 55, Issue 3-4, pp. 569-594, 2009
Posted: 08 Dec 2009
Thomas Gehrig, Torben Lütje and Lukas Menkhoff
University of Vienna - Faculty of Business, Economics, and Statistics, University of Hannover and German Institute for Economic Research (DIW Berlin)

Abstract:

Loading...

Fund managers, incentives, fundamental information

36.

Order Flows, News, and Exchange Rate Volatility

Leobniz Universitaet Hannover Working Paper
Number of pages: 24 Posted: 01 Mar 2007
Michael Frömmel, Alexander Mende and Lukas Menkhoff
University of Hannover, RPM Risk & Portfolio Management AB and German Institute for Economic Research (DIW Berlin)
Downloads 25 (476,667)
Citation 3

Abstract:

Loading...

exchange rate, market microstructure, order flow, financial customer orders, volatility patterns

37.

Allais for the Poor: Relations to Ability, Information Processing and Risk Attitudes

DIW Berlin Discussion Paper No. 1645
Number of pages: 36 Posted: 10 Mar 2017
Tabea Herrmann, Olaf Hübler, Lukas Menkhoff and Ulrich Schmidt
Leibniz Universität Hannover, University of Hannover, German Institute for Economic Research (DIW Berlin) and University of Kiel - Institute of Economics
Downloads 23 (487,435)

Abstract:

Loading...

Field experiments, Allais paradox, socio-demographic characteristics, prospective reference theory, first order stochastic dominance, risk attitude, optimism

38.

Are Foreign Institutional Investors Good for Emerging Markets?

The World Economy, Vol. 27, No. 8, pp. 1275-1293, August 2004
Number of pages: 19 Posted: 07 Oct 2004
Michael Frenkel and Lukas Menkhoff
WHU Otto Beisheim Graduate School of Management and German Institute for Economic Research (DIW Berlin)
Downloads 22 (493,059)
Citation 4
  • Add to Cart

Abstract:

Loading...

39.

Who is Cheating? The Role of Attendants, Risk Aversion, and Affluence

DIW Berlin Discussion Paper No. 1736
Number of pages: 40 Posted: 25 May 2018
Olaf Hübler, Lukas Menkhoff and Ulrich Schmidt
University of Hannover, German Institute for Economic Research (DIW Berlin) and University of Kiel - Institute of Economics
Downloads 19 (509,790)

Abstract:

Loading...

Cheating, individual characteristics, risk attitude

40.

Financial Liberalization in Emerging Markets: How Does Bank Lending Change?

World Economy, Vol. 31, Issue 3, pp. 393-415, March 2008
Number of pages: 23 Posted: 26 Feb 2008
Olaf Hübler, Lukas Menkhoff and Chodechai Suwanaporn
University of Hannover, German Institute for Economic Research (DIW Berlin) and Chulalongkorn University
Downloads 14 (537,951)
Citation 1
  • Add to Cart

Abstract:

Loading...

41.

Politicians' Promotion Incentives and Bank Risk Exposure in China

DIW Berlin Discussion Paper No. 1771
Number of pages: 82 Posted: 11 Dec 2018
Li Wang, Lukas Menkhoff, Michael Schröder and Xian Xu
Independent, German Institute for Economic Research (DIW Berlin), ZEW – Leibniz Centre for European Economic Research - International Finance and Financial Management and Fudan University - School of Economics
Downloads 8 (572,539)

Abstract:

Loading...

Bank lending, bank risk exposure, local politicians, promotion pressure

42.

Financial Education in Schools: A Meta-Analysis of Experimental Studies

CESifo Working Paper No. 7395
Number of pages: 38 Posted: 21 Feb 2019
Tim Kaiser and Lukas Menkhoff
University of Koblenz-Landau, Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 7 (578,227)

Abstract:

Loading...

financial education, financial literacy, financial behavior, meta-analysis

43.

Currency Value

CEPR Discussion Paper No. DP11324
Number of pages: 56 Posted: 13 Jun 2016
Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2 (612,659)
  • Add to Cart

Abstract:

Loading...

Currency value, macro fundamentals, predictability, real exchange rate

44.

Will Women be Women? Analyzing the Gender Difference Among Financial Experts

Kyklos, Vol. 61, No. 3, pp. 364-384, August 2008
Number of pages: 21 Posted: 18 Jul 2008
Daniela Beckmann and Lukas Menkhoff
affiliation not provided to SSRN and German Institute for Economic Research (DIW Berlin)
Downloads 2 (612,659)
Citation 11
  • Add to Cart

Abstract:

Loading...

45.

Credit Market Structure and Collateral in Rural Thailand

Economic Notes, Vol. 46, Issue 3, pp. 587-632, 2017
Number of pages: 46 Posted: 05 Oct 2017
Carmen Kislat, Lukas Menkhoff and Doris Neuberger
Leibniz Universität Hannover - Faculty of Economics and Management, German Institute for Economic Research (DIW Berlin) and University of Rostock - Department of Economics
Downloads 0 (641,055)
  • Add to Cart

Abstract:

Loading...

46.

Financial Professionals' Overconfidence: Is it Experience, Function, or Attitude?

European Financial Management, Vol. 20, Issue 2, pp. 236-269, 2014
Number of pages: 34 Posted: 15 Mar 2014
Oliver Gloede and Lukas Menkhoff
Swiss National Bank and German Institute for Economic Research (DIW Berlin)
Downloads 0 (641,055)
  • Add to Cart

Abstract:

Loading...

better‐than‐average, self‐rating, forecasting, foreign exchange, performance

47.

Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies

The World Economy, Vol. 36, Issue 9, pp. 1187-1208, 2013
Number of pages: 22 Posted: 07 Sep 2013
Lukas Menkhoff
German Institute for Economic Research (DIW Berlin)
Downloads 0 (641,055)
  • Add to Cart

Abstract:

Loading...