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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

45

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13,486

CITATIONS
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151

Scholarly Papers (45)

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1.

Currency Momentum Strategies

Downloads 4,013 ( 1,896)
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 3,512 (2,375)
Citation 13

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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 491 (50,588)
Citation 13

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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 (556,987)
Citation 13
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Carry Trades, Idiosyncratic Volatility, Limits to Arbitrage, Momentum Returns

2.

Carry Trades and Global Foreign Exchange Volatility

Downloads 2,805 ( 3,572)
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 2,788 (3,541)
Citation 35

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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 (514,666)
Citation 35
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carry trade, forward premium puzzle, liquidity, volatility

3.

Currency Value

Downloads 1,667 ( 8,663)

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 901 (22,167)

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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 766 (28,008)

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Currency value, macro fundamentals, real exchange rate, predictability

4.

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

Downloads 598 ( 39,761)

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 531 (45,744)

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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 67 (312,963)

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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 433 (57,983)
Citation 1

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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 342 (72,560)
Citation 16

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

7.

Exchange Rate Expectations of Chartists and Fundamentalists

Downloads 274 (101,094)

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
Centre for European Economic Research (ZEW) and German Institute for Economic Research (DIW Berlin)
Downloads 146 (183,020)

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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
Centre for European Economic Research (ZEW) and German Institute for Economic Research (DIW Berlin)
Downloads 128 (203,691)

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

8.

When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

Downloads 262 (106,342)

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 145 (185,145)

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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 117 (218,299)

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

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 247 (109,449)
Citation 13

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

10.

Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades

Downloads 234 (118,916)
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 190 (145,055)
Citation 2

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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 44 (382,846)
Citation 2

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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 217 (128,162)
Citation 5

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Market microstructure, informed trading, trade size, foreign exchange

12.

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

Downloads 199 (138,994)
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 107 (232,969)
Citation 1

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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 92 (258,567)
Citation 3

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exchange rates, intervention, microstructure

13.

The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis

Downloads 184 (149,473)
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 (253,221)
Citation 19
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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 89 (264,115)
Citation 19

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14.

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 167 (137,090)
Citation 7

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

15.

Do Women Manage Smaller Funds?

Downloads 145 (183,610)

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 143 (186,247)

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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 (607,747)
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16.

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 132 (192,251)

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

17.

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

Downloads 131 (199,296)
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 130 (201,174)
Citation 2

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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 (619,814)
Citation 2
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18.

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 125 (186,814)
Citation 2

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

19.

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
Centre for European Economic Research (ZEW), University of Strathclyde in Glasgow - Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 119 (201,721)
Citation 1

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exchange rate determination, individual expectations, macroeconomic fundamentals

20.

The Rise of Fund Managers in Foreign Exchange

Downloads 111 (225,783)
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 (271,962)
Citation 7
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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 (461,324)
Citation 8
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21.

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 Centre for European Economic Research (ZEW) - International Finance and Financial Management
Downloads 96 (237,968)
Citation 5

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exchange rate, heterogeneity, dispersion, chartists, fundamentalists

22.

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 54 (275,583)

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lending, financial institutions, collateral, guarantees, relationship lending

23.

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
University of Aarhus, Ghent University - Department of Financial Economics, German Institute for Economic Research (DIW Berlin) and University of Hannover
Downloads 29 (421,053)

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

24.

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

Downloads 25 (453,601)

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 (467,010)
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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)

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Fund managers, incentives, fundamental information

25.

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 (469,386)
Citation 4
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26.

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), Centre for European Economic Research (ZEW) - International Finance and Financial Management and Fudan University - School of Economics
Downloads 17 (356,520)

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

27.

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 (512,612)
Citation 1
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28.

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 8 (474,826)
Citation 3

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

29.

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 4 (316,755)

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

30.

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 (579,368)
Citation 11
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31.

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 0 (550,043)

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Cheating, individual characteristics, risk attitude

32.

Systematic Intervention and Currency Risk Premia

Number of pages: 58 Posted: 13 Feb 2018 Last Revised: 04 May 2018
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 0 (198,060)

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

33.

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 0 (443,507)

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

34.

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 (604,890)
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35.

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 0 (247,968)

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financial inclusion, financial literacy, financial institutions, financial development

36.

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 0 (464,064)

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

37.

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 0 (379,277)

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

38.

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 0 (379,277)

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risk, experiments, household survey, testing methods, contexts

39.

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 0 (453,601)

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financial conditions, bond excess returns, term premia

40.

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 0 (579,368)
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Currency value, macro fundamentals, predictability, real exchange rate

41.

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 0 (366,021)

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

42.

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 0 (237,968)

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

43.

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 (604,890)
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better‐than‐average, self‐rating, forecasting, foreign exchange, performance

44.

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)
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45.

Active Learning Fosters Financial Behavior: Experimental Evidence

DIW Berlin Discussion Paper No. 1743
Number of pages: 70
Tim Kaiser and Lukas Menkhoff
University of Koblenz-Landau, Department of Economics and German Institute for Economic Research (DIW Berlin)
Downloads 0

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