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Details about Harald Hau

Homepage:http://www.haraldhau.com
Postal address:GFRI, Geneva University Unipignon 40 bd du Pont d'Arve 1211 Geneva 4 Switzerland
Workplace:Swiss Finance Institute, (more information at EDIRC)
Geneva Finance Research Institute (GFRI), Université de Genève (University of Geneva), (more information at EDIRC)
Geneva School of Economics and Management, Université de Genève (University of Geneva), (more information at EDIRC)

Access statistics for papers by Harald Hau.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pha313


Jump to Journal Articles Chapters

Working Papers

2023

  1. Bank Bonus Pay as a Risk Sharing Contract
    Post-Print, HAL
    Also in HEC Research Papers Series, HEC Paris (2018) Downloads View citations (2)
    Working Papers, HAL (2018) View citations (2)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) Downloads View citations (2)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (3)

2022

  1. Can Time-Varying Currency Risk Hedging Explain Exchange Rates?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in CESifo Working Paper Series, CESifo (2022) Downloads
  2. Do Institutional Directors Matter?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2021

  1. Does Board Overlap Promote Coordination Between Firms?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
  2. FinTech Credit and Entrepreneurial Growth
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (10)
  3. The Effect of Board Overlap on Firm Behavior
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2020

  1. Global Portfolio Rebalancing and Exchange Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (17)

    See also Journal Article Global Portfolio Rebalancing and Exchange Rates, The Review of Financial Studies, Society for Financial Studies (2022) Downloads View citations (11) (2022)

2019

  1. Consumption response to minimum wages: evidence from Chinese households
    Working Paper Series, European Central Bank Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (1)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) Downloads View citations (1)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2017) Downloads View citations (1)
  2. Discriminatory Pricing of Over-the-Counter Derivatives
    IMF Working Papers, International Monetary Fund Downloads View citations (10)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (12)
    ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (12)

    See also Journal Article Discriminatory Pricing of Over-the-Counter Derivatives, Management Science, INFORMS (2021) Downloads View citations (8) (2021)
  3. Local Capital Scarcity and Small Firm Growth: Evidence from Real Estate Booms in China
    CESifo Working Paper Series, CESifo Downloads

2018

  1. Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)
  2. Asset Allocation and Monetary Policy: Evidence from the Eurozone
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (1)
    Working Papers, Hong Kong Institute for Monetary Research (2013) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (1)

    See also Journal Article Asset allocation and monetary policy: Evidence from the eurozone, Journal of Financial Economics, Elsevier (2016) Downloads View citations (39) (2016)
  3. Capital Scarcity and Industrial Decline: Evidence from 172 Real Estate Booms in China
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (6)
  4. Using Social Network Activity Data to Identify and Target Job Seekers
    Working Papers, HAL

2017

  1. Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy
    CESifo Working Paper Series, CESifo Downloads
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) Downloads View citations (9)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2016) Downloads View citations (21)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (3)

    See also Journal Article Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy, The Review of Economic Studies, Review of Economic Studies Ltd (2020) Downloads View citations (26) (2020)

2016

  1. Technological Progress and Ownership Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2015) Downloads View citations (1)

2014

  1. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (6)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (5)

    See also Journal Article Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks, Journal of International Economics, Elsevier (2015) Downloads View citations (21) (2015)
    Chapter Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks, NBER Chapters, National Bureau of Economic Research, Inc (2014) View citations (3) (2014)

2013

  1. Structured Debt Ratings: Evidence on Conflicts of Interest
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (3)

    See also Journal Article Structured debt ratings: Evidence on conflicts of interest, Journal of Financial Economics, Elsevier (2015) Downloads View citations (35) (2015)

2012

  1. Bank Ratings: What Determines Their Quality?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (23)
    Also in Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012) Downloads View citations (24)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (23)
    Working Paper Series, European Central Bank (2012) Downloads View citations (23)

    See also Journal Article Bank ratings: what determines their quality?, Economic Policy, CEPR, CESifo, Sciences Po (2013) Downloads View citations (25) (2013)
  2. Dealer Intermediation between Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)
    See also Journal Article DEALER INTERMEDIATION BETWEEN MARKETS, Journal of the European Economic Association, European Economic Association (2015) Downloads View citations (27) (2015)
  3. Real Effects of Stock Underpricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article Real effects of stock underpricing, Journal of Financial Economics, Elsevier (2013) Downloads View citations (35) (2013)
  4. The Exchange Rate Effect of Multi-Currency Risk Arbitrage
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (2)

    See also Journal Article The exchange rate effect of multi-currency risk arbitrage, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (6) (2014)
  5. The Role of Equity Funds in the Financial Crisis Propagation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) Downloads View citations (3)

    See also Journal Article The Role of Equity Funds in the Financial Crisis Propagation, Review of Finance, European Finance Association (2017) Downloads View citations (25) (2017)

2009

  1. Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany
    CESifo Working Paper Series, CESifo Downloads View citations (56)

2008

  1. A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
  2. Global Portfolio Rebalancing Under the Microscope
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (47)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (59)
  3. Home Bias at the Fund Level
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (63)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (63)

    See also Journal Article Home Bias at the Fund Level, American Economic Review, American Economic Association (2008) Downloads View citations (63) (2008)

2007

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

2005

  1. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change, The Review of Financial Studies, Society for Financial Studies (2010) Downloads View citations (50) (2010)

2004

  1. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (165)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (165)

    See also Journal Article Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?, American Economic Review, American Economic Association (2004) Downloads View citations (164) (2004)
  2. Exchange rates, equity returns and capital flows
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads
  3. Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)

2003

  1. Exchange Rates, Equity Prices and Capital Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (35)

    See also Journal Article Exchange Rates, Equity Prices, and Capital Flows, The Review of Financial Studies, Society for Financial Studies (2006) Downloads View citations (277) (2006)

2002

  1. The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse, Journal of the European Economic Association, MIT Press (2006) Downloads View citations (100) (2006)

2000

  1. Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    See also Journal Article Real Exchange Rate Volatility and Economic Openness: Theory and Evidence, Journal of Money, Credit and Banking, Blackwell Publishing (2002) View citations (143) (2002)
  2. The Euro as an International Currency: Explaining Puzzling First Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)

1999

  1. Information and Geography: Evidence from the German Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)

Journal Articles

2022

  1. Global Portfolio Rebalancing and Exchange Rates
    The Review of Financial Studies, 2022, 35, (11), 5228-5274 Downloads View citations (11)
    See also Working Paper Global Portfolio Rebalancing and Exchange Rates, CEPR Discussion Papers (2020) Downloads View citations (5) (2020)

2021

  1. Discriminatory Pricing of Over-the-Counter Derivatives
    Management Science, 2021, 67, (11), 6660-6677 Downloads View citations (8)
    See also Working Paper Discriminatory Pricing of Over-the-Counter Derivatives, IMF Working Papers (2019) Downloads View citations (10) (2019)

2020

  1. Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy
    The Review of Economic Studies, 2020, 87, (6), 2639-2671 Downloads View citations (26)
    See also Working Paper Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy, CESifo Working Paper Series (2017) Downloads (2017)

2019

  1. How FinTech Enters China's Credit Market
    AEA Papers and Proceedings, 2019, 109, 60-64 Downloads View citations (4)

2017

  1. Local Asset Price Dynamics and Monetary Policy in the Eurozone
    ifo DICE Report, 2017, 15, (01), 14-16 Downloads
  2. The Role of Equity Funds in the Financial Crisis Propagation
    Review of Finance, 2017, 21, (1), 77-108 Downloads View citations (25)
    See also Working Paper The Role of Equity Funds in the Financial Crisis Propagation, CEPR Discussion Papers (2012) Downloads View citations (15) (2012)

2016

  1. Asset allocation and monetary policy: Evidence from the eurozone
    Journal of Financial Economics, 2016, 120, (2), 309-329 Downloads View citations (39)
    See also Working Paper Asset Allocation and Monetary Policy: Evidence from the Eurozone, Swiss Finance Institute Research Paper Series (2018) Downloads (2018)

2015

  1. DEALER INTERMEDIATION BETWEEN MARKETS
    Journal of the European Economic Association, 2015, 13, (5), 770-804 Downloads View citations (27)
    See also Working Paper Dealer Intermediation between Markets, Swiss Finance Institute Research Paper Series (2012) Downloads View citations (4) (2012)
  2. Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks
    Journal of International Economics, 2015, 96, (S1), S123-S140 Downloads View citations (21)
    See also Chapter Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks, NBER Chapters, 2014, 123-140 (2014) View citations (3) (2014)
    Working Paper Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks, NBER Working Papers (2014) Downloads View citations (4) (2014)
  3. Structured debt ratings: Evidence on conflicts of interest
    Journal of Financial Economics, 2015, 116, (1), 46-60 Downloads View citations (35)
    See also Working Paper Structured Debt Ratings: Evidence on Conflicts of Interest, Swiss Finance Institute Research Paper Series (2013) Downloads View citations (3) (2013)
  4. The Dose Makes the Poison – an Analysis of the Influence of Bonus Payments on Profitability and Risk-Taking by Banks
    ifo Schnelldienst, 2015, 68, (03), 23-31 Downloads

2014

  1. The exchange rate effect of multi-currency risk arbitrage
    Journal of International Money and Finance, 2014, 47, (C), 304-331 Downloads View citations (6)
    See also Working Paper The Exchange Rate Effect of Multi-Currency Risk Arbitrage, Swiss Finance Institute Research Paper Series (2012) Downloads (2012)

2013

  1. Bank ratings: what determines their quality?
    (Bank risk during the financial crisis: do business models matter?)
    Economic Policy, 2013, 28, (74), 289-333 Downloads View citations (25)
    See also Working Paper Bank Ratings: What Determines Their Quality?, Swiss Finance Institute Research Paper Series (2012) Downloads View citations (23) (2012)
  2. Europas Bankenunion oder der Triumph der Hoffnung über die Erfahrung
    Perspektiven der Wirtschaftspolitik, 2013, 14, (3-4), 186-197 Downloads View citations (1)
    Also in Perspektiven der Wirtschaftspolitik, 2013, 14, (3-4), 186-197 (2013) Downloads View citations (1)
  3. Real effects of stock underpricing
    Journal of Financial Economics, 2013, 108, (2), 392-408 Downloads View citations (35)
    See also Working Paper Real Effects of Stock Underpricing, CEPR Discussion Papers (2012) Downloads View citations (1) (2012)

2011

  1. Banks under Pressure: Are there Ways Out of the New Banking Crisis?
    ifo Schnelldienst, 2011, 64, (22), 03-18 Downloads
  2. Global versus Local Asset Pricing: A New Test of Market Integration
    The Review of Financial Studies, 2011, 24, (12), 3891-3940 Downloads View citations (26)

2010

  1. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
    The Review of Financial Studies, 2010, 23, (4), 1681-1717 Downloads View citations (50)
    See also Working Paper Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change, CEPR Discussion Papers (2005) Downloads View citations (8) (2005)
  2. International order flows: Explaining equity and exchange rate returns
    Journal of International Money and Finance, 2010, 29, (2), 358-386 Downloads View citations (41)

2009

  1. Subprime crisis and board (in-) competence: private versus public banks in Germany
    (Corporate governance and board of directors: Performance effects of changes in board composition)
    Economic Policy, 2009, 24, (60), 701-752 Downloads View citations (59)

2008

  1. Home Bias at the Fund Level
    American Economic Review, 2008, 98, (2), 333-38 Downloads View citations (63)
    See also Working Paper Home Bias at the Fund Level, NBER Working Papers (2008) Downloads View citations (63) (2008)
  2. How (in-)competent are the supervisory boards of German banks?
    ifo Schnelldienst, 2008, 61, (19), 27-29 Downloads View citations (2)

2006

  1. Exchange Rates, Equity Prices, and Capital Flows
    The Review of Financial Studies, 2006, 19, (1), 273-317 Downloads View citations (277)
    See also Working Paper Exchange Rates, Equity Prices and Capital Flows, CEPR Discussion Papers (2003) Downloads View citations (30) (2003)
  2. The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
    Journal of the European Economic Association, 2006, 4, (4), 862-890 Downloads View citations (100)
    See also Working Paper The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse, CEPR Discussion Papers (2002) Downloads View citations (1) (2002)

2004

  1. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
    American Economic Review, 2004, 94, (2), 126-133 Downloads View citations (164)
    See also Working Paper Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?, CEPR Discussion Papers (2004) Downloads View citations (165) (2004)

2002

  1. How has the euro changed the foreign exchange market?
    (The distribution of realized exchange rate volatility)
    Economic Policy, 2002, 17, (34), 149-192 Downloads View citations (32)
  2. Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
    Journal of Money, Credit and Banking, 2002, 34, (3), 611-30 View citations (143)
    See also Working Paper Real Exchange Rate Volatility and Economic Openness: Theory and Evidence, CEPR Discussion Papers (2000) Downloads View citations (15) (2000)
  3. 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 Downloads View citations (19)

2001

  1. Geographic patterns of trading profitability in Xetra
    European Economic Review, 2001, 45, (4-6), 757-769 Downloads View citations (21)
  2. Location Matters: An Examination of Trading Profits
    Journal of Finance, 2001, 56, (5), 1959-1983 Downloads View citations (233)

2000

  1. Exchange rate determination: The role of factor price rigidities and nontradeables
    Journal of International Economics, 2000, 50, (2), 421-447 Downloads View citations (91)
  2. Lawyers, Legislation and Social Welfare
    European Journal of Law and Economics, 2000, 9, (3), 231-254 Downloads View citations (1)

1999

  1. Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’
    Review of Finance, 1999, 2, (2), 247-249 Downloads View citations (3)

1998

  1. Competitive Entry and Endogenous Risk in the Foreign Exchange Market
    The Review of Financial Studies, 1998, 11, (4), 757-87 View citations (52)
  2. Privatization under political interference: Evidence from Eastern Germany
    European Economic Review, 1998, 42, (7), 1177-1201 Downloads View citations (9)

Chapters

2014

  1. Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks
    A chapter in NBER International Seminar on Macroeconomics 2014, 2014, pp 123-140 View citations (3)
    See also Journal Article Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks, Elsevier (2015) Downloads View citations (21) (2015)
    Working Paper Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks, National Bureau of Economic Research, Inc (2014) Downloads View citations (4) (2014)
 
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