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Details about Harald Hau

E-mail:
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 2022-11-20. Update your information in the RePEc Author Service.

Short-id: pha313


Jump to Journal Articles Chapters

Working Papers

2022

  1. Can Time-Varying Currency Risk Hedging Explain Exchange Rates?
    CESifo Working Paper Series, CESifo Downloads
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (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
  2. FinTech Credit and Entrepreneurial Growth
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)
  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 (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (14)

2019

  1. Bank Bonus Pay as a Risk Sharing Contract
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Working Papers, HAL (2018) View citations (2)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018) Downloads View citations (2)
    HEC Research Papers Series, HEC Paris (2018) Downloads View citations (2)
  2. Consumption response to minimum wages: evidence from Chinese households
    Working Paper Series, European Central Bank Downloads
    Also in 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)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (1)
  3. Discriminatory Pricing of Over-the-Counter Derivatives
    IMF Working Papers, International Monetary Fund Downloads View citations (10)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (12)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) Downloads View citations (16)
  4. 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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (1)
    Working Papers, Hong Kong Institute for Monetary Research (2013) Downloads View citations (1)
    CESifo Working Paper Series, CESifo (2014) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (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 (3)
  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 IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2016) Downloads View citations (17)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (3)

    See also Journal Article in Review of Economic Studies (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
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (5)

    See also Journal Article in Journal of International Economics (2015)
    Chapter (2014)

2013

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

    See also Journal Article in Journal of Financial Economics (2015)

2012

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

    See also Journal Article in Economic Policy (2013)
  2. Dealer Intermediation between Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)
    See also Journal Article in Journal of the European Economic Association (2015)
  3. Real Effects of Stock Underpricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (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 in Journal of International Money and Finance (2014)
  5. The Role of Equity Funds in the Financial Crisis Propagation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) Downloads View citations (3)

    See also Journal Article in Review of Finance (2017)

2009

  1. Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany
    CESifo Working Paper Series, CESifo Downloads View citations (54)

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
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (45)
  3. Home Bias at the Fund Level
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (57)

    See also Journal Article in American Economic Review (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 in Review of Financial Studies (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 (154)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (145)

    See also Journal Article in American Economic Review (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 in Review of Financial Studies (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 in Journal of the European Economic Association (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 in Journal of Money, Credit and Banking (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

2020

  1. Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy
    Review of Economic Studies, 2020, 87, (6), 2639-2671 Downloads View citations (14)
    See also Working Paper (2017)

2019

  1. How FinTech Enters China's Credit Market
    AEA Papers and Proceedings, 2019, 109, 60-64 Downloads View citations (2)

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 (17)
    See also Working Paper (2012)

2016

  1. Asset allocation and monetary policy: Evidence from the eurozone
    Journal of Financial Economics, 2016, 120, (2), 309-329 Downloads View citations (33)
    See also Working Paper (2018)

2015

  1. DEALER INTERMEDIATION BETWEEN MARKETS
    Journal of the European Economic Association, 2015, 13, (5), 770-804 Downloads View citations (25)
    See also Working Paper (2012)
  2. Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken
    ifo Schnelldienst, 2015, 68, (03), 23-31 Downloads
  3. 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 (18)
    See also Chapter (2014)
    Working Paper (2014)
  4. Structured debt ratings: Evidence on conflicts of interest
    Journal of Financial Economics, 2015, 116, (1), 46-60 Downloads View citations (29)
    See also Working Paper (2013)

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 (5)
    See also Working Paper (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 (24)
    See also Working Paper (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 (34)
    See also Working Paper (2012)

2011

  1. Banken unter Druck: Gibt es Auswege aus der neuen Bankenkrise?
    ifo Schnelldienst, 2011, 64, (22), 03-18 Downloads
  2. Global versus Local Asset Pricing: A New Test of Market Integration
    Review of Financial Studies, 2011, 24, (12), 3891-3940 Downloads View citations (24)

2010

  1. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
    Review of Financial Studies, 2010, 23, (4), 1681-1717 Downloads View citations (46)
    See also Working Paper (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 (40)

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 (54)

2008

  1. Home Bias at the Fund Level
    American Economic Review, 2008, 98, (2), 333-38 Downloads View citations (57)
    See also Working Paper (2008)
  2. Wie (in-)kompetent sind die Aufsichtsräte deutscher Banken?
    ifo Schnelldienst, 2008, 61, (19), 27-29 Downloads View citations (2)

2006

  1. Exchange Rates, Equity Prices, and Capital Flows
    Review of Financial Studies, 2006, 19, (1), 273-317 Downloads View citations (261)
    See also Working Paper (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 (87)
    See also Working Paper (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 (153)
    See also Working Paper (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 (134)
    See also Working Paper (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 (18)

2001

  1. Geographic patterns of trading profitability in Xetra
    European Economic Review, 2001, 45, (4-6), 757-769 Downloads View citations (19)
  2. Location Matters: An Examination of Trading Profits
    Journal of Finance, 2001, 56, (5), 1959-1983 Downloads View citations (222)

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 (90)
  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
    Review of Financial Studies, 1998, 11, (4), 757-87 View citations (51)
  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 in Journal of International Economics (2015)
    Working Paper (2014)
 
Page updated 2023-02-04