Lukas Menkhoff
Personal Details
First Name: Lukas
Middle Name:
Last Name: Menkhoff
Suffix:
RePEc Short-ID: pme67
Email:
Homepage:
http://www.wiwi.uni-hannover.de/gif/
Postal Address: Geld und Internationale Finanzwirtschaft Königsworther Platz 1 D-30167 Hannover GERMANY
Phone:
Affiliation
- Wirtschaftswissenschaftliche Fakultät
Leibniz Universität Hannover - Location: Hannover, Germany
Homepage: http://www.wiwi.uni-hannover.de/
Email:
Phone: (0511) 762-5350
Fax: (0511) 762-5665
Postal: Koenigsworther Platz 1, D-30167 Hannover
Handle: RePEc:edi:fwhande (more details at EDIRC)
Works
Working papers
- Gloede, Oliver & Menkhoff, Lukas & Waibel, Hermann, 2012. "Shocks, individual risk attitude, and vulnerability to poverty among rural households in Thailand and Vietnam," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-508, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Dick, Christian D. & Menkhoff, Lukas, 2012.
"Exchange rate expectations of chartists and fundamentalists,"
ZEW Discussion Papers
12-026, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Christian D. Dick & Lukas Menkhoff, 2013. "Exchange Rate Expectations of Chartists and Fundamentalists," CESifo Working Paper Series 4181, CESifo Group Munich.
- Menkhoff, Lukas, 2012. "Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-498, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Kislat, Carmen & Menkhoff, Lukas, 2012. "The Village Fund Loan: Who Gets It, Keeps It and Loses It?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-490, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2011.
"Carry Trades and Global Foreign Exchange Volatility,"
CEPR Discussion Papers
8291, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, 04.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011.
"Currency Momentum Strategies,"
BIS Working Papers
366, Bank for International Settlements.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper Series 09_12, The Rimini Centre for Economic Analysis.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Gloede, Oliver & Menkhoff, Lukas, 2011. "Financial professionals' overconfidence:Is it experience, function, or attitude?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-428, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Hardeweg, Bernd & Menkhoff, Lukas & Waibel, Hermann, 2011. "Experimentally-validated survey evidence on individual risk attitudes in rural Thailand," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-464, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Doris Neuberger & Ornsiri Rungruxsirivorn, 2011.
"Collateral and its Substitutes in Emerging Markets' Lending,"
CESifo Working Paper Series
3585, CESifo Group Munich.
- Menkhoff, Lukas & Neuberger, Doris & Rungruxsirivorn, Ornsiri, 2012. "Collateral and its substitutes in emerging markets’ lending," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 817-834.
- Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas, 2011. "Individual exchange rate forecasts and expected fundamentals," ZEW Discussion Papers 11-062, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Gloede, Oliver & Menkhoff, Lukas & Waibel, Hermann, 2011. "Risk attitude and risk behavior: Comparing Thailand and Vietnam," Proceedings of the German Development Economics Conference, Berlin 2011 33, Verein für Socialpolitik, Research Committee Development Economics.
- Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Overconfidence, Experience, and Professionalism: An Experimental Study," Kiel Working Papers 1612, Kiel Institute for the World Economy.
- Menkhoff, Lukas, 2010.
"The Use of Technical Analysis by Fund Managers: International Evidence,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-446, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas, 2010. "The use of technical analysis by fund managers: International evidence," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2573-2586, November.
- Hübler, Olaf & Menkhoff, Lukas, 2010.
"Do Women Manage Smaller Funds?,"
IZA Discussion Papers
4771, Institute for the Study of Labor (IZA).
- Olaf Hübler & Lukas Menkhoff, 2011. "Do Women Manage Smaller Funds?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 107-126, February.
- Lukas Menkhoff & Carol L. Osler & Maik Schmeling, 2010.
"Limit-Order Submission Strategies under Asymmetric Information,"
CESifo Working Paper Series
3054, CESifo Group Munich.
- Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik, 2010. "Limit-order submission strategies under asymmetric information," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2665-2677, November.
- Menkhoff, Lukas, 2010.
"Eine „dienende Rolle“ für den Finanzsektor? Nicht dienen, sondern funktionieren!
["Playing servant" by the financial sector? Not serving, butfunctioning!]," MPRA Paper 24026, University Library of Munich, Germany. - Fricke, Christoph & Menkhoff, Lukas, 2010.
"Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-449, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Fricke, Christoph & Menkhoff, Lukas, 2011. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1057-1072, May.
- Menkhoff, Lukas, 2010.
"Are Momentum Traders Different? Implications for the Momentum Puzzle,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-448, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff, 2011. "Are momentum traders different? Implications for the momentum puzzle," Applied Economics, Taylor and Francis Journals, vol. 43(29), pages 4415-4430.
- Menkhoff, Lukas & Meyer, Reeno, 2010. "The G20 Proposal on IMF Governance: Is there Progress?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-439, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gloede, Oliver & Menkhoff, Lukas, 2010.
"Die griechisch-europäische Krise: Ungleichgewichte, Finanzmärkte und die Stabilität des Euroraums
[The Greek-European Crisis: Imbalances, Financial Markets and the Stability of the Eurozone]," MPRA Paper 21566, University Library of Munich, Germany. - Menkhoff, Lukas & Rungruxsirivorn, Ornsiri, 2009. "Village Funds and Access to Finance in Rural Thailand," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-417, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009.
"Exchange rate forecasters’ performance: evidence of skill?,"
Working Papers
2009_13, Business School - Economics, University of Glasgow.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange Rate Forecasters' Performance: Evidence of Skill?," CESifo Working Paper Series 2615, CESifo Group Munich.
- MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009. "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers 2009-10, Scottish Institute for Research in Economics (SIRE).
- Menkhoff, Lukas, 2009.
"Internationale Währungsmarktstabilität durch eine Globalwährung?
[International Monetary Stability via a Global Currency?]," MPRA Paper 18386, University Library of Munich, Germany. - Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009.
"Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book,"
CESifo Working Paper Series
2656, CESifo Group Munich.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009. "Exchange rate management in emerging markets: Intervention via an electronic limit order book," Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009.
"What do we know about real exchange rate non-linearities?,"
CREATES Research Papers
2009-50, School of Economics and Management, University of Aarhus.
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012. "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
- R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen, 2010. "What do we know about real exchange rate nonlinearities?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/667, Ghent University, Faculty of Economics and Business Administration.
- Menkhoff, Lukas & Rungruxsirivorn, Ornsiri, 2009. "Village Funds in the Rural Credit Market of Thailand," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 45, Verein für Socialpolitik, Research Committee Development Economics.
- Menkhoff, Lukas & Schmeling, Maik, 2009.
"Trader see, trader do: How do (small) FX traders react to large counterparties' trades?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-415, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2010. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1283-1302, November.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany.
- Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008.
"Are all professional investors sophisticated?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-397, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, vol. 11, pages 418-440, November.
- Beckmann, Daniela & Menkhoff, Lukas, 2008.
"Will Women Be Women? Analyzing the Gender Difference among Financial Experts,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-391, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Daniela Beckmann & Lukas Menkhoff, 2008. "Will Women Be Women? Analyzing the Gender Difference among Financial Experts," Kyklos, Wiley Blackwell, vol. 61(3), pages 364-384, 08.
- Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas, 2008.
"Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-411, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Thomas P. Gehrig & Torben Lütje & Lukas Menkhoff, 2009. "Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence," CESifo Economic Studies, CESifo, vol. 55(3-4), pages 569-594.
- Gehrig, Thomas & Lütje, Torben & Menkhoff, Lukas, 2009. "Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence," CEPR Discussion Papers 7118, C.E.P.R. Discussion Papers.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2221, CESifo Group Munich.
- Menkhoff, Lukas & Nikiforow, Marina, 2008.
"Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-392, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Nikiforow, Marina, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 318-329, August.
- Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008.
"Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach,"
CESifo Working Paper Series
2502, CESifo Group Munich.
- Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009. "Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 241-252, May.
- Lukas Menkhoff, 2008.
"High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?,"
CESifo Working Paper Series
2473, CESifo Group Munich.
- Lukas Menkhoff, 2010. "High-Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 85-112, 02.
- Menkhoff, Lukas & Rebitzky, Rafael, 2007.
"Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-376, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Rebitzky, Rafael R., 2008. "Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 455-467, June.
- Menkhoff, Lukas & Schmeling, Maik, 2007.
"Whose trades convey information? Evidence from a cross-section of traders,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-357, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2010. "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
- Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007.
"Does Culture Influence Asset Managers? Views and Behavior?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-367, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008. "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 624-643, September.
- Menkhoff, Lukas & Suwanaporn, Chodechai, 2007.
"10 Years after the Crisis: Thailand's Financial System Reform,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-356, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Suwanaporn, Chodechai, 2007. "10 Years after the crisis: Thailand's financial system reform," Journal of Asian Economics, Elsevier, vol. 18(1), pages 4-20, February.
- M. Frömmel & A. Mende & L. Menkhoff, 2007.
"Order Flows, News, and Exchange Rate Volatility,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/474, Ghent University, Faculty of Economics and Business Administration.
- Frömmel, Michael & Mende, Alexander & Menkhoff, Lukas, 2008. "Order flows, news, and exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 994-1012, October.
- Hübler, Olaf Hübler & Menkhoff, Lukas & Suwanaporn, Chodechai, 2007.
"Financial Liberalisation in Emerging Markets: How Does Bank Lending Change?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-364, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Olaf Hübler & Lukas Menkhoff & Chodechai Suwanaporn, 2008. "Financial Liberalisation in Emerging Markets: How Does Bank Lending Change?," The World Economy, Wiley Blackwell, vol. 31(3), pages 393-415, 03.
- Menkhoff, Lukas & Taylor, Mark P., 2006.
"The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis,"
The Warwick Economics Research Paper Series (TWERPS)
769, University of Warwick, Department of Economics.
- Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-352, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2006.
"Local Information in Foreign Exchange Markets,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-331, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2008. "Local information in foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1383-1406, December.
- Mende, Alexander & Menkhoff, Lukas, 2006.
"Profits and Speculation in Intra-Day Foreign Exchange Trading,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-339, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Mende, Alexander & Menkhoff, Lukas, 2006. "Profits and speculation in intra-day foreign exchange trading," Journal of Financial Markets, Elsevier, vol. 9(3), pages 223-245, August.
- Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006.
"Price Discovery in Currency Markets,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-351, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
- Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Businesss School.
- Menkhoff, Lukas & Schmeling, Maik, 2006.
"A Prospect-Theoretical Interpretation of Momentum Returns,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-335, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmeling, Maik, 2006. "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, vol. 93(3), pages 360-366, December.
- Menkhoff, Lukas & Schmidt, Ulrich, 2005.
"The Use of Trading Strategies by Fund Managers: Some First Survey Evidence,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-314, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Ulrich Schmidt, 2005. "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor and Francis Journals, vol. 37(15), pages 1719-1730.
- Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005.
"Do Dollar Forecasters Believe too Much in PPP?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008. "Do dollar forecasters believe too much in PPP?," Applied Economics, Taylor and Francis Journals, vol. 40(3), pages 261-270.
- Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005.
"Robust Lessons about Practical Early Warning Systems,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-322, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006. "Robust lessons about practical early warning systems," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 163-193, February.
- Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela, 2005. "Robust Lessons about Practical Early Warning Systems," Proceedings of the German Development Economics Conference, Kiel 2005 3, Verein für Socialpolitik, Research Committee Development Economics.
- Menkhoff, Lukas & Chodechai Suwanaporn, Chodechai, 2005.
"On the Rationale of Bank Lending in Pre-Crisis Thailand,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-326, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Chodechai Suwanaporn, 2007. "On the rationale of bank lending in pre-crisis Thailand," Applied Economics, Taylor and Francis Journals, vol. 39(9), pages 1077-1089.
- Lukas Menkhoff & Doris Neuberger & Chodechai Suwanaporn, 2005.
"Collateral-Based Lending in Emerging Markets: Evidence from Thailand,"
Finance
0501008, EconWPA.
- Menkhoff, Lukas & Neuberger, Doris & Suwanaporn, Chodechai, 2006. "Collateral-based lending in emerging markets: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 1-21, January.
- Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004.
"Markov Switching Regimes In A Monetary Exchange Rate Model,"
Royal Economic Society Annual Conference 2004
119, Royal Economic Society.
- Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005. "Markov switching regimes in a monetary exchange rate model," Economic Modelling, Elsevier, vol. 22(3), pages 485-502, May.
- Lütje, Torben & Menkhoff, Lukas, 2004.
"What Drives Home Bias? Evidence from Fund Managers Views,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-296, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Torben Lütje & Lukas Menkhoff, 2007. "What drives home bias? Evidence from fund managers' views," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 21-35.
- Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2004.
"The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-292, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006. "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, vol. 50(7), pages 1753-1766, October.
- Gehrig, Thomas & Menkhoff,Lukas, 2004.
"The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-308, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Thomas Gehrig & Lukas Menkhoff, 2005. "The Rise of Fund Managers in Foreign Exchange:Will Fundamentals Ultimately Dominate?," The World Economy, Wiley Blackwell, vol. 28(4), pages 519-540, 04.
- Lukas Menkhoff & Alexander Mende, 2004. "Different Counterparties In A Small Bank's FX Trading," Royal Economic Society Annual Conference 2004 117, Royal Economic Society.
- Gehrig, Thomas & Menkhoff, Lukas, 2004. "The Rise of Fund Managers in Foreign Exchange," CEPR Discussion Papers 4752, C.E.P.R. Discussion Papers.
- Stotz, Olaf & L\"utje, Torben & Menkhoff, Lukas & von Nitzsch, R\"udiger, 2004. "Do Fund Managers Expect Mean Averting Returns?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-309, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003.
"Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-289, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005. "Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach," Global Finance Journal, Elsevier, vol. 15(3), pages 321-335, February.
- Lütje, Torben & Menkhoff, Lukas, 2003. "Risk Management, Rational Herding and Institutional Investors: A Macro View," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-285, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Frenkel, Michael & Menkhoff, Lukas, 2003.
"Are Foreign Institutional Investors Good for Emerging Markets?,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-283, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Michael Frenkel & Lukas Menkhoff, 2004. "Are Foreign Institutional Investors Good for Emerging Markets?," The World Economy, Wiley Blackwell, vol. 27(8), pages 1275-1293, 08.
- Menkhoff, Lukas & Suwanaporn, Chodechai, 2003. "The Rationale Of Bank Lending In Pre-Crisis Thailand," Discussion Papers 18733, University of Bonn, Center for Development Research (ZEF).
- Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-290, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gehrig, Thomas & Menkhoff, Lukas, 2003. "Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-278, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gehrig, Thomas & Menkhoff, Lukas, 2003.
"The use of flow analysis in foreign exchange: exploratory evidence,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-276, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gehrig, Thomas & Menkhoff, Lukas, 2004. "The use of flow analysis in foreign exchange: exploratory evidence," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 573-594, June.
- Gehrig, Thomas & Menkhoff, Lukas, 2002. "The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis," CEPR Discussion Papers 3221, C.E.P.R. Discussion Papers.
Articles
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012.
"Currency momentum strategies,"
Journal of Financial Economics,
Elsevier, vol. 106(3), pages 660-684.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper Series 09_12, The Rimini Centre for Economic Analysis.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012.
"Carry Trades and Global Foreign Exchange Volatility,"
Journal of Finance,
American Finance Association, vol. 67(2), pages 681-718, 04.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2011. "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers 8291, C.E.P.R. Discussion Papers.
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012.
"What do we know about real exchange rate nonlinearities?,"
Empirical Economics,
Springer, vol. 43(2), pages 457-474, October.
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009. "What do we know about real exchange rate non-linearities?," CREATES Research Papers 2009-50, School of Economics and Management, University of Aarhus.
- R. Kruse & M. Frömmel & L. Menkhoff & P. Sibbertsen, 2010. "What do we know about real exchange rate nonlinearities?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/667, Ghent University, Faculty of Economics and Business Administration.
- Menkhoff, Lukas & Neuberger, Doris & Rungruxsirivorn, Ornsiri, 2012.
"Collateral and its substitutes in emerging markets’ lending,"
Journal of Banking & Finance,
Elsevier, vol. 36(3), pages 817-834.
- Lukas Menkhoff & Doris Neuberger & Ornsiri Rungruxsirivorn, 2011. "Collateral and its Substitutes in Emerging Markets' Lending," CESifo Working Paper Series 3585, CESifo Group Munich.
- Lukas Menkhoff, 2011.
"Are momentum traders different? Implications for the momentum puzzle,"
Applied Economics,
Taylor and Francis Journals, vol. 43(29), pages 4415-4430.
- Menkhoff, Lukas, 2010. "Are Momentum Traders Different? Implications for the Momentum Puzzle," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-448, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011.
"Price discovery in currency markets,"
Journal of International Money and Finance,
Elsevier, vol. 30(8), pages 1696-1718.
- Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Businesss School.
- Osler, Carol & Mende, Alexander & Menkhoff, Lukas, 2006. "Price Discovery in Currency Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-351, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff, 2011. "Zinsspreads im Euroland: Marktsignale an die Politik," Wirtschaftsdienst, Springer, vol. 91(11), pages 772-777, November.
- Menkhoff, Lukas & Rungruxsirivorn, Ornsiri, 2011. "Do Village Funds Improve Access to Finance? Evidence from Thailand," World Development, Elsevier, vol. 39(1), pages 110-122, January.
- Olaf Hübler & Lukas Menkhoff, 2011.
"Do Women Manage Smaller Funds?,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 58(1), pages 107-126, February.
- Hübler, Olaf & Menkhoff, Lukas, 2010. "Do Women Manage Smaller Funds?," IZA Discussion Papers 4771, Institute for the Study of Labor (IZA).
- Fricke, Christoph & Menkhoff, Lukas, 2011.
"Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares,"
Journal of Banking & Finance,
Elsevier, vol. 35(5), pages 1057-1072, May.
- Fricke, Christoph & Menkhoff, Lukas, 2010. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-449, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff, 2010.
"High-Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?,"
Journal of Economic Surveys,
Wiley Blackwell, vol. 24(1), pages 85-112, 02.
- Lukas Menkhoff, 2008. "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series 2473, CESifo Group Munich.
- Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik, 2010.
"Limit-order submission strategies under asymmetric information,"
Journal of Banking & Finance,
Elsevier, vol. 34(11), pages 2665-2677, November.
- Lukas Menkhoff & Carol L. Osler & Maik Schmeling, 2010. "Limit-Order Submission Strategies under Asymmetric Information," CESifo Working Paper Series 3054, CESifo Group Munich.
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Whose trades convey information? Evidence from a cross-section of traders,"
Journal of Financial Markets,
Elsevier, vol. 13(1), pages 101-128, February.
- Menkhoff, Lukas & Schmeling, Maik, 2007. "Whose trades convey information? Evidence from a cross-section of traders," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-357, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Reeno Meyer, 2010. "The G20 proposal on IMF governance: Has any progress been made?," Intereconomics: Review of European Economic Policy, Springer, vol. 45(3), pages 171-179, May.
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Trader see, trader do: How do (small) FX traders react to large counterparties' trades?,"
Journal of International Money and Finance,
Elsevier, vol. 29(7), pages 1283-1302, November.
- Menkhoff, Lukas & Schmeling, Maik, 2009. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-415, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010.
"Are All Professional Investors Sophisticated?,"
German Economic Review,
Verein für Socialpolitik, vol. 11, pages 418-440, November.
- Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-397, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Oliver Gloede & Lukas Menkhoff, 2010. "Griechenlands Krise: Das währungspolitische Trilemma im Euroraum," Wirtschaftsdienst, Springer, vol. 90(3), pages 172-177, March.
- Menkhoff, Lukas, 2010.
"The use of technical analysis by fund managers: International evidence,"
Journal of Banking & Finance,
Elsevier, vol. 34(11), pages 2573-2586, November.
- Menkhoff, Lukas, 2010. "The Use of Technical Analysis by Fund Managers: International Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-446, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009.
"Exchange rate management in emerging markets: Intervention via an electronic limit order book,"
Journal of International Economics,
Elsevier, vol. 79(1), pages 54-63, September.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2656, CESifo Group Munich.
- Thomas P. Gehrig & Torben Lütje & Lukas Menkhoff, 2009.
"Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence,"
CESifo Economic Studies,
CESifo, vol. 55(3-4), pages 569-594.
- Gehrig, Thomas & Lütje, Torben & Menkhoff, Lukas, 2009. "Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence," CEPR Discussion Papers 7118, C.E.P.R. Discussion Papers.
- Gehrig, Thomas P. & Lütje, Torben & Menkhoff, Lukas, 2008. "Bonus Payments and Fund Managers' Behavior: Trans-Atlantic Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-411, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Rebitzky, Rafael R. & Schröder, Michael, 2009.
"Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 70(1-2), pages 241-252, May.
- Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo Group Munich.
- Menkhoff, Lukas & Nikiforow, Marina, 2009.
"Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 71(2), pages 318-329, August.
- Menkhoff, Lukas & Nikiforow, Marina, 2008. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-392, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Stephan Schulmeister & Bernd Kempa & Norbert Walter, 2009. "Internationales Währungssystem: Ist der US-Dollar als Leitwährung überholt?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(16), pages 03-18, 08.
- Daniela Beckmann & Lukas Menkhoff, 2008.
"Will Women Be Women? Analyzing the Gender Difference among Financial Experts,"
Kyklos,
Wiley Blackwell, vol. 61(3), pages 364-384, 08.
- Beckmann, Daniela & Menkhoff, Lukas, 2008. "Will Women Be Women? Analyzing the Gender Difference among Financial Experts," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-391, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008.
"Does culture influence asset managers' views and behavior?,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 67(3-4), pages 624-643, September.
- Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007. "Does Culture Influence Asset Managers? Views and Behavior?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-367, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Frömmel, Michael & Mende, Alexander & Menkhoff, Lukas, 2008.
"Order flows, news, and exchange rate volatility,"
Journal of International Money and Finance,
Elsevier, vol. 27(6), pages 994-1012, October.
- M. Frömmel & A. Mende & L. Menkhoff, 2007. "Order Flows, News, and Exchange Rate Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/474, Ghent University, Faculty of Economics and Business Administration.
- Menkhoff, Lukas & Schmeling, Maik, 2008.
"Local information in foreign exchange markets,"
Journal of International Money and Finance,
Elsevier, vol. 27(8), pages 1383-1406, December.
- Menkhoff, Lukas & Schmeling, Maik, 2006. "Local Information in Foreign Exchange Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-331, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Rafael Rebitzky & Michael Schroder, 2008.
"Do dollar forecasters believe too much in PPP?,"
Applied Economics,
Taylor and Francis Journals, vol. 40(3), pages 261-270.
- Menkhoff, Lukas & Rebitzky, Rafael & Schröder, Michael, 2005. "Do Dollar Forecasters Believe too Much in PPP?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-321, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Olaf Hübler & Lukas Menkhoff & Chodechai Suwanaporn, 2008.
"Financial Liberalisation in Emerging Markets: How Does Bank Lending Change?,"
The World Economy,
Wiley Blackwell, vol. 31(3), pages 393-415, 03.
- Hübler, Olaf Hübler & Menkhoff, Lukas & Suwanaporn, Chodechai, 2007. "Financial Liberalisation in Emerging Markets: How Does Bank Lending Change?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-364, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Rebitzky, Rafael R., 2008.
"Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP,"
Journal of Empirical Finance,
Elsevier, vol. 15(3), pages 455-467, June.
- Menkhoff, Lukas & Rebitzky, Rafael, 2007. "Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-376, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Chodechai Suwanaporn, 2007.
"On the rationale of bank lending in pre-crisis Thailand,"
Applied Economics,
Taylor and Francis Journals, vol. 39(9), pages 1077-1089.
- Menkhoff, Lukas & Chodechai Suwanaporn, Chodechai, 2005. "On the Rationale of Bank Lending in Pre-Crisis Thailand," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-326, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Mark P. Taylor, 2007.
"The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis,"
Journal of Economic Literature,
American Economic Association, vol. 45(4), pages 936-972, December.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-352, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics.
- Menkhoff, Lukas & Suwanaporn, Chodechai, 2007.
"10 Years after the crisis: Thailand's financial system reform,"
Journal of Asian Economics,
Elsevier, vol. 18(1), pages 4-20, February.
- Menkhoff, Lukas & Suwanaporn, Chodechai, 2007. "10 Years after the Crisis: Thailand's Financial System Reform," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-356, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Torben Lütje & Lukas Menkhoff, 2007.
"What drives home bias? Evidence from fund managers' views,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 12(1), pages 21-35.
- Lütje, Torben & Menkhoff, Lukas, 2004. "What Drives Home Bias? Evidence from Fund Managers Views," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-296, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Thomas Gehrig & Lukas Menkhoff, 2006. "Extended evidence on the use of technical analysis in foreign exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 327-338.
- Mende, Alexander & Menkhoff, Lukas, 2006.
"Profits and speculation in intra-day foreign exchange trading,"
Journal of Financial Markets,
Elsevier, vol. 9(3), pages 223-245, August.
- Mende, Alexander & Menkhoff, Lukas, 2006. "Profits and Speculation in Intra-Day Foreign Exchange Trading," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-339, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Neuberger, Doris & Suwanaporn, Chodechai, 2006.
"Collateral-based lending in emerging markets: Evidence from Thailand,"
Journal of Banking & Finance,
Elsevier, vol. 30(1), pages 1-21, January.
- Lukas Menkhoff & Doris Neuberger & Chodechai Suwanaporn, 2005. "Collateral-Based Lending in Emerging Markets: Evidence from Thailand," Finance 0501008, EconWPA.
- Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006.
"Robust lessons about practical early warning systems,"
Journal of Policy Modeling,
Elsevier, vol. 28(2), pages 163-193, February.
- Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005. "Robust Lessons about Practical Early Warning Systems," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-322, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela, 2005. "Robust Lessons about Practical Early Warning Systems," Proceedings of the German Development Economics Conference, Kiel 2005 3, Verein für Socialpolitik, Research Committee Development Economics.
- Menkhoff, Lukas & Schmeling, Maik, 2006.
"A prospect-theoretical interpretation of momentum returns,"
Economics Letters,
Elsevier, vol. 93(3), pages 360-366, December.
- Menkhoff, Lukas & Schmeling, Maik, 2006. "A Prospect-Theoretical Interpretation of Momentum Returns," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-335, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006.
"The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence,"
European Economic Review,
Elsevier, vol. 50(7), pages 1753-1766, October.
- Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2004. "The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-292, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lukas Menkhoff & Ulrich Schmidt, 2005.
"The use of trading strategies by fund managers: some first survey evidence,"
Applied Economics,
Taylor and Francis Journals, vol. 37(15), pages 1719-1730.
- Menkhoff, Lukas & Schmidt, Ulrich, 2005. "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-314, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005.
"Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach,"
Global Finance Journal,
Elsevier, vol. 15(3), pages 321-335, February.
- Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003. "Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-289, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Thomas Gehrig & Lukas Menkhoff, 2005.
"The Rise of Fund Managers in Foreign Exchange:Will Fundamentals Ultimately Dominate?,"
The World Economy,
Wiley Blackwell, vol. 28(4), pages 519-540, 04.
- Gehrig, Thomas & Menkhoff,Lukas, 2004. "The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-308, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005.
"Markov switching regimes in a monetary exchange rate model,"
Economic Modelling,
Elsevier, vol. 22(3), pages 485-502, May.
- Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004. "Markov Switching Regimes In A Monetary Exchange Rate Model," Royal Economic Society Annual Conference 2004 119, Royal Economic Society.
- Lukas Menkhoff, 2005.
"Book Review,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 141(1), pages 183-185, April.
- Rainer Schweickert & Choorikkad Veeramani & Frank Oskamp & Lukas Menkhoff, 2003. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(3), pages 570-581, September.
- Michael Frenkel & Lukas Menkhoff, 2004.
"Are Foreign Institutional Investors Good for Emerging Markets?,"
The World Economy,
Wiley Blackwell, vol. 27(8), pages 1275-1293, 08.
- Frenkel, Michael & Menkhoff, Lukas, 2003. "Are Foreign Institutional Investors Good for Emerging Markets?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-283, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gehrig, Thomas & Menkhoff, Lukas, 2004.
"The use of flow analysis in foreign exchange: exploratory evidence,"
Journal of International Money and Finance,
Elsevier, vol. 23(4), pages 573-594, June.
- Gehrig, Thomas & Menkhoff, Lukas, 2003. "The use of flow analysis in foreign exchange: exploratory evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-276, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Michael Frommel & Lukas Menkhoff, 2003. "Increasing exchange rate volatility during the recent float," Applied Financial Economics, Taylor and Francis Journals, vol. 13(12), pages 877-883.
- Mende, Alexander & Menkhoff, Lukas, 2003. "Tobin Tax Effects Seen from the Foreign Exchange Market's Microstructure," International Finance, Wiley Blackwell, vol. 6(2), pages 227-47, Summer.
- Michael Frömmel & Lukas Menkhoff, 2001. "Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties," Journal of Common Market Studies, Wiley Blackwell, vol. 39(2), pages 285-306, 06.
- Menkhoff, Lukas, 2001. "Short-Term Horizons in Foreign Exchange? Survey Evidence from Dealers and Fund Managers," Kyklos, Wiley Blackwell, vol. 54(1), pages 27-47.
- Michael Frenkel & Lukas Menkhoff, 2000. "Neue internationale Finanzarchitektur: Defizite und Handlungsoptionen," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 1(3), pages 259-279, 08.
- Frenkel, Michael & Menkhoff, Lukas, 2000. "Welchem Rezept folgt Meltzers IWF-Diät?," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1998 - 2007), ZBW – German National Library of Economics / Leibniz Information Centre for Economics, vol. 80(4), pages 218-224.
- Michael Frenkel & Lukas Menkhoff, 2000. "An analysis of competing IMF reform proposals," Intereconomics: Review of European Economic Policy, Springer, vol. 35(3), pages 107-113, May.
- Guido Lüchters & Lukas Menkhoff, 2000. "The implicit equidistributional bias of human development," Journal of International Development, John Wiley & Sons, Ltd., vol. 12(5), pages 613-623.
- Guido Luchters & Lukas Menkhoff, 2000. "Chaotic signals from HDI measurement," Applied Economics Letters, Taylor and Francis Journals, vol. 7(4), pages 267-270.
- Lukas Menkhoff, 2000. "Bad banking in Thailand? An empirical analysis of macro indicators," The Journal of Development Studies, Taylor and Francis Journals, vol. 36(5), pages 135-168.
- Menkhoff, L., 1998. "The noise trading approach -- questionnaire evidence from foreign exchange," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 547-564, June.
- Ivar Bredesen & Lukas Menkhoff & Daniel Piazolo & Roger Svensson & Axel Schimmelpfennig & Karsten Junius, 1997. "Rezensionen," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(4), pages 754-768, December.
- Menkhoff, Lukas, 1997. "Examining the Use of Technical Currency Analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(4), pages 307-18, October.
- Luchters, Guido & Menkhoff, Lukas, 1996. "Human development as statistical artifact," World Development, Elsevier, vol. 24(8), pages 1385-1392, August.
- Guido Lüchters & Lukas Menkhoff, 1995. "The fourth première of the Human Development Index," Intereconomics: Review of European Economic Policy, Springer, vol. 30(1), pages 9-15, January.
- Menkhoff, Lukas, 1991. "Explaining the Rise and Decline of the Dollar: A Note," Kyklos, Wiley Blackwell, vol. 44(3), pages 445-50.
- Lukas Menkhoff & Friedrich Sell, 1991. "The advantages of a small European Monetary Union," Intereconomics: Review of European Economic Policy, Springer, vol. 26(2), pages 64-67, March.
NEP Fields
62 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-ACC: Accounting & Auditing (1) 2005-01-05
- NEP-AGR: Agricultural Economics (2) 2011-02-12 2012-11-11
- NEP-BAN: Banking (2) 2007-02-10 2007-05-12
- NEP-CBA: Central Banking (11) 2006-11-04 2006-11-25 2007-09-09 2007-09-24 2009-03-22 2009-11-07 2010-03-20 2010-04-04 2010-10-23 2011-11-28 2012-04-23. Author is listed
- NEP-CBE: Cognitive & Behavioural Economics (5) 2004-01-25 2004-05-09 2008-03-25 2010-04-17 2011-07-27. Author is listed
- NEP-CDM: Collective Decision-Making (1) 2010-03-20
- NEP-CFN: Corporate Finance (8) 2003-12-14 2004-01-25 2004-11-07 2005-01-23 2005-02-13 2006-11-04 2009-09-11 2010-05-02. Author is listed
- NEP-CTA: Contract Theory & Applications (2) 2009-04-05 2010-06-18
- NEP-DEV: Development (4) 2009-05-30 2011-02-12 2011-07-27 2012-02-01
- NEP-ECM: Econometrics (2) 2009-11-07 2010-10-23
- NEP-EEC: European Economics (2) 2003-12-14 2010-06-18
- NEP-ETS: Econometric Time Series (1) 2009-11-07
- NEP-EVO: Evolutionary Economics (1) 2008-03-25
- NEP-EXP: Experimental Economics (3) 2010-04-17 2011-02-12 2011-07-27
- NEP-FIN: Finance (14) 2003-04-09 2003-10-05 2003-12-14 2003-12-14 2004-09-30 2004-12-12 2004-12-15 2005-01-23 2005-02-13 2005-04-24 2005-10-04 2005-11-12 2006-05-20 2006-06-03. Author is listed
- NEP-FMK: Financial Markets (12) 2003-04-02 2003-04-09 2003-10-05 2003-12-14 2003-12-14 2005-10-04 2005-10-29 2005-11-12 2006-04-29 2006-05-20 2006-06-03 2006-09-16. Author is listed
- NEP-FOR: Forecasting (7) 2005-10-04 2005-10-29 2006-09-16 2009-03-22 2009-09-11 2011-11-28 2012-04-23. Author is listed
- NEP-GER: German Papers (1) 2010-04-04
- NEP-HIS: Business, Economic & Financial History (1) 2007-02-10
- NEP-HME: Heterodox Microeconomics (1) 2012-02-01
- NEP-IFN: International Finance (24) 2003-03-14 2003-04-02 2003-04-09 2003-09-08 2003-12-14 2004-09-30 2004-09-30 2004-11-07 2005-02-13 2005-10-04 2005-10-29 2006-06-03 2006-09-16 2006-11-04 2006-11-04 2006-11-25 2007-09-09 2007-09-24 2009-03-22 2009-09-11 2009-11-07 2011-02-05 2011-03-19 2012-04-23. Author is listed
- NEP-MAC: Macroeconomics (2) 2004-09-30 2009-11-14
- NEP-MFD: Microfinance (3) 2003-09-08 2009-05-30 2012-02-01
- NEP-MON: Monetary Economics (7) 2006-06-03 2006-11-04 2006-11-25 2007-09-24 2011-11-28 2012-04-17 2012-04-23. Author is listed
- NEP-MST: Market Microstructure (9) 2006-11-04 2006-11-04 2006-11-25 2007-02-10 2007-09-09 2009-04-05 2010-06-18 2011-02-05 2011-03-19. Author is listed
- NEP-OPM: Open Economy Macroeconomic (3) 2009-11-07 2010-10-23 2011-03-19
- NEP-PKE: Post Keynesian Economics (1) 2003-09-08
- NEP-RMG: Risk Management (5) 2003-03-14 2003-10-05 2003-12-14 2004-01-25 2006-05-20. Author is listed
- NEP-SEA: South East Asia (12) 2005-01-23 2005-11-12 2007-02-10 2007-05-12 2007-06-23 2008-03-01 2009-05-30 2010-03-20 2011-02-12 2011-07-27 2012-02-01 2012-11-11. Author is listed
- NEP-SOC: Social Norms & Social Capital (2) 2007-06-23 2009-05-30
- NEP-UPT: Utility Models & Prospect Theory (2) 2010-06-04 2011-07-27
Statistics
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
Most cited item
- Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics.
Most downloaded item (past 12 months)
- Menkhoff, Lukas, 2010. "The Use of Technical Analysis by Fund Managers: International Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-446, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, Lukas Menkhoff should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

