Details about Harald Hau

Access statistics for papers by Harald Hau.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pha313

Working Papers

2009

1. Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany
   CESifo Working Paper Series, CESifo Group Munich View citations
2. The Exchange Rate Effect of Multi-Currency Risk Arbitrage
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2008

3. A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
4. Global Portfolio Rebalancing Under the Microscope
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations
5. Home Bias at the Fund Level
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008)
   See also Journal Article in American Economic Review (2008)

2007

6. A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2005

7. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2004

8. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
   See also Journal Article in American Economic Review (2004)
9. Exchange rates, equity returns and capital flows
   Econometric Society 2004 North American Winter Meetings, Econometric Society
10. Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

2003

11. Exchange Rates, Equity Prices and Capital Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
    See also Journal Article in Review of Financial Studies (2006)
12. How has the euro Changed the Foreign Exchange Market?
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations
    See also Journal Article in Economic Policy (2002)

2002

13. The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of the European Economic Association (2006)

2000

14. Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Journal of Money, Credit and Banking (2002)
15. The Euro as an International Currency: Explaining Puzzling First Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1999

16. Information and Geography: Evidence from the German Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

Journal Articles

2009

1. Subprime crisis and board (in-) competence: private versus public banks in Germany
   Economic Policy, 2009, 24, 701-752

2008

2. Home Bias at the Fund Level
   American Economic Review, 2008, 98, (2), 333-38
   See also Working Paper (2008)
3. Wie (in-)kompetent sind die Aufsichtsräte deutscher Banken?
   Ifo Schnelldienst, 2008, 61, (19), 27-29

2006

4. Exchange Rates, Equity Prices, and Capital Flows
   Review of Financial Studies, 2006, 19, (1), 273-317 View citations
   See also Working Paper (2003)
5. The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
   Journal of the European Economic Association, 2006, 4, (4), 862-890 View citations
   See also Working Paper (2002)

2004

6. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
   American Economic Review, 2004, 94, (2), 126-133 View citations
   See also Working Paper (2004)

2002

7. How has the euro changed the foreign exchange market?
   Economic Policy, 2002, 17, (34), 149-192 View citations
   See also Working Paper (2003)
8. Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
   Journal of Money, Credit and Banking, 2002, 34, (3), 611-30 View citations
   See also Working Paper (2000)
9. The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets
   Journal of International Money and Finance, 2002, 21, (3), 351-383 View citations

2001

10. Geographic patterns of trading profitability in Xetra
    European Economic Review, 2001, 45, (4-6), 757-769 View citations
11. Location Matters: An Examination of Trading Profits
    Journal of Finance, 2001, 56, (5), 1959-1983 View citations

2000

12. Exchange rate determination: The role of factor price rigidities and nontradeables
    Journal of International Economics, 2000, 50, (2), 421-447 View citations
13. Lawyers, Legislation and Social Welfare
    European Journal of Law and Economics, 2000, 9, (3), 231-254

1998

14. Competitive Entry and Endogenous Risk in the Foreign Exchange Market
    Review of Financial Studies, 1998, 11, (4), 757-87 View citations
15. Privatization under political interference: Evidence from Eastern Germany
    European Economic Review, 1998, 42, (7), 1177-1201 View citations