Harald Hau : Citation Profile


Are you Harald Hau?

Swiss Finance Institute (49% share)
Université de Genève (27% share)
Université de Genève (24% share)

19

H index

28

i10 index

1401

Citations

RESEARCH PRODUCTION:

34

Articles

64

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 63
   Journals where Harald Hau has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 23 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha313
   Updated: 2021-10-09    RAS profile: 2021-04-24    
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Relations with other researchers


Works with:

Timmer, Yannick (4)

Efing, Matthias (4)

Dautovic, Ernest (4)

Langfield, Sam (4)

Hoffmann, Peter (4)

Rochet, Jean (4)

Rey, Helene (3)

Kampkötter, Patrick (3)

Camanho, Nelson (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Harald Hau.

Is cited by:

Rey, Helene (24)

Fratzscher, Marcel (20)

Coeurdacier, Nicolas (20)

Portes, Richard (19)

Rogoff, Kenneth (19)

Schmukler, Sergio (19)

Papaioannou, Elias (17)

Evans, Martin (16)

Thomas, Charles (15)

Raddatz, Claudio (15)

Warnock, Francis (15)

Cites to:

Rogoff, Kenneth (20)

Rey, Helene (16)

Obstfeld, Maurice (13)

Lyons, Richard (12)

Froot, Kenneth (10)

Evans, Martin (9)

Pagano, Marco (9)

Stulz, René (6)

Efing, Matthias (6)

Reinhart, Carmen (6)

Moore, Michael (6)

Main data


Where Harald Hau has published?


Journals with more than one article published# docs
Review of Financial Studies4
Economic Policy3
ifo Schnelldienst3
Journal of International Money and Finance3
Journal of Financial Economics3
American Economic Review2
Review of Finance2
Journal of International Economics2
European Economic Review2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute15
CESifo Working Paper Series / CESifo6
Working Paper Series / European Central Bank2
Working Papers / HAL2

Recent works citing Harald Hau (2021 and 2020)


YearTitle of citing document
2020Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2021Foreign exchange markets: price response and spread impact. (2021). Henao, Juan Camilo ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2104.09309.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

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2020Granular Instrumental Variables. (2020). Gabaix, Xavier. In: Working Papers. RePEc:bfi:wpaper:2020-177.

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2020An Econometric Analysis on the Relationship of Economic Liberalization with Real Exchange Rate. (2020). Aslan, Mehmet Baris. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:4:y:2020:i:2:p:271-290repec/bgo/.

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2020Cross-border commercial real estate investment in Asia-Pacific. (2020). SHIM, ILHYOCK ; Sushko, Vladyslav ; Liu, Amanda. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009b.

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2020FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2020Data vs collateral. (2020). Huang, Yiping ; Gambacorta, Leonardo ; Chen, Shu ; Qiu, Han ; Li, Zhenhua. In: BIS Working Papers. RePEc:bis:biswps:881.

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2020Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns. (2020). Park, Jung Chul ; Kim, Dong H ; Joo, Sunghoon. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:247-276.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553.

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2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2021Wages, Minimum Wages, and Price Pass-Through: The Case of McDonalds Restaurants. (2021). Jurajda, Stepan ; Ashenfelter, Orley ; Štěpán Jurajda, . In: CERGE-EI Working Papers. RePEc:cer:papers:wp684.

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2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

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2020The Big Sell: Privatizing East Germanys Economy. (2020). Mergele, Lukas ; Lubczyk, Moritz ; Hennicke, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8566.

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2020Migrants and Firms : Evidence from China. (2020). Imbert, Clément ; Zhang, Yifan ; Zylberberg, Yanos ; Seror, Marlon. In: CAGE Online Working Paper Series. RePEc:cge:wacage:460.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2020Economic Adjustment during the Great Recession: The Role of Managerial Quality. (2020). Cette, Gilbert ; Lopez, Jimmy ; Nicoletti, Giuseppe ; Mairesse, Jacques. In: Working Papers. RePEc:crs:wpaper:2020-26.

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2020The Big Sell: Privatizing East Germany’s Economy. (2020). Mergele, Lukas ; Lubczyk, Moritz ; Hennicke, Moritz. In: Working Papers ECARES. RePEc:eca:wpaper:2013/312650.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388.

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2020Financial intermediation and technology: What’s old, what’s new?. (2020). Laeven, Luc ; Ratnovski, Lev ; Hoffmann, Peter ; Boot, Arnoud. In: Working Paper Series. RePEc:ecb:ecbwps:20202438.

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2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489.

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2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2021Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia. (2021). Mo, Kuk ; Jung, Jiyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301512.

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2021Stock-market disruptions and corporate disclosure policies. (2021). Nanda, Vikram ; Jiang, Jinglin ; Xiao, Steven Chong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302066.

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2021Tax reform and public debt instability in developing countries: The trade openness and public revenue instability channels. (2021). Gnangnon, Sena Kimm. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:54-67.

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2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

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2021Stock market mispricing and firm innovation based on path analysis. (2021). Silverman, Henry ; Dou, Jiachun ; Tang, Wenjie ; Xiong, Hao ; Zheng, Shaofeng ; Shen, Huayu. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:330-343.

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2021Does decision fatigue affect institutional bidding behavior? Evidence from Chinese IPO market. (2021). He, Jingbin ; Ma, Xinru ; Liao, Jingchi. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:1-12.

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2020States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Improved inference for fund alphas using high-dimensional cross-sectional tests. (2021). Yan, Yayi ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:57-81.

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2020The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns. (2020). Kang, Kyungwon ; Lee, Junseok ; Kim, Wonse. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231830713x.

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2020The impact of US monetary policy on Chinese enterprises’ R&D investment. (2020). Guo, Yumei ; Zhang, Dongyang ; Chen, Yanbin ; Wang, Zhaorui. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307445.

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2021Common ownership and firm dividend policies. (2021). Sekerci, Naciye ; Karmaziene, Egle ; Di Giuli, Alberta . In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315932.

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2020Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd . In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795.

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2020Costly index investing in foreign markets. (2020). Pulga, Fredy ; Pedraza, Alvaro ; Vasquez, Jose. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119300485.

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2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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2021Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545.

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2020Common ownership, market power, and innovation. (2020). Vives, Xavier. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:70:y:2020:i:c:s0167718719300505.

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2020Investor experiences and international capital flows. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300210.

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2021Winners and losers from sovereign debt inflows. (2021). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000234.

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2020Better the devil you know: Home and sectoral biases in bank lending. (2020). Ureche-Rangau, L ; Burietz, A. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:69-85.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2020Know thy neighbor: Political uncertainty and the informational advantage of local institutional investors. (2020). Park, Jung Chul ; Pantzalis, Christos ; Lee, Suin ; Aabo, Tom. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300297.

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2020Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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2021Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance. (2021). Guo, Meixin ; Carpio, Ronaldo ; Pyun, Ju Hyun ; Liu, Yuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000583.

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2021The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, KE ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000820.

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2021A tale of two forms of proximity: Geography and market. (2021). Sul, Hong Kee ; Chung, Chune Young ; Wang, Kainan. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:14-23.

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2020Expectations of reciprocity when competitors share information: Experimental evidence. (2020). Ganglmair, Bernhard ; Myung, Noah ; Holcomb, Alex. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:244-267.

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2021How did rising labor costs erode China’s global advantage?. (2021). Wang, Gewei ; Sheng, Liugang ; Huang, YI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:632-653.

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2020Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230.

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2020The job rating game: Revolving doors and analyst incentives. (2020). Kempf, Elisabeth. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:41-67.

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2020Reputations and credit ratings: Evidence from commercial mortgage-backed securities. (2020). Baghai, Ramin P ; Becker, BO. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:425-444.

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2020Do fire sales create externalities?. (2020). Sunderam, Adi ; Chernenko, Sergey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:602-628.

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2020Cross-asset signals and time series momentum. (2020). Vaittinen, Lauri ; Suominen, Matti ; Pitkajarvi, Aleksi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:63-85.

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2020OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2020Whos paying attention? Measuring common ownership and its impact on managerial incentives. (2020). Gormley, Todd A ; Gilje, Erik P ; Levit, Doron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:152-178.

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2020Corporate bond mutual funds and asset fire sales. (2020). Choi, Jaewon ; Tehranian, Hassan ; Shin, Sean Seunghun ; Hoseinzade, Saeid. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:432-457.

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2021Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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2020Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099.

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2021Capital inflows, equity issuance activity, and corporate investment. (2021). Schmukler, Sergio ; Larrain, Mauricio ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957319300610.

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2020The risk-taking channel of international financial flows. (2020). Natoli, Filippo ; Cova, Pietro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305406.

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2020How post-crisis regulation has affected bank CEO compensation. (2020). Oliviero, Tommaso ; Gambacorta, Leonardo ; Deininger, Sebastian M ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560618304650.

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2020Disguised carry trade and the transmission of global liquidity shocks: Evidence from China’s goods trade data. (2020). Lin, Shu ; Ye, Haichun ; Xiao, Jinchuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560620301364.

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2021Assessing cross-border interconnectedness between shadow banking systems. (2021). Ho, Edmund ; Wan, Angela Kin ; Wing, Tom Pak. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302345.

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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097.

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2021Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

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2021The IRB model, bank regulatory arbitrage, and the Eurozone crisis. (2021). Liu, Cai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000620.

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2021Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Raheem, Ibrahim ; Hille, Erik ; Tiwari, Aviral Kumar ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000660.

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2020Local and foreign institutional investors, information asymmetries, and state ownership. (2020). Guedhami, Omrane ; Ding, Xiaoya ; Pittman, Jeffrey A ; Ni, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19307358.

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2021Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740.

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2021Labor costs and financialization of real sectors in emerging markets. (2021). Teng, Min ; Tang, Xiaofang ; Hou, Qingsong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000548.

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2021Does corporate social responsibility reduce share price premium? Evidence from Chinas A- and H-shares. (2021). Xu, Chen ; Sun, Jianfei ; Luo, Rui ; Liao, Mingqing ; Deng, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000767.

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2020Pricing and hedging foreign equity options under Hawkes jump–diffusion processes. (2020). Xu, Weidong ; Shrestha, Keshab ; Pan, Dongtao ; Ma, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315110.

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2021Risk transfer between stock and open-ended equity fund markets in China based on a multi-layer network model. (2021). Zhang, Chao ; Wu, Junfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308475.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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2021Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463.

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2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

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2020Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14.

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2020Information asymmetry and the effect of financial openness on firm growth and wage in emerging markets. (2020). Park, Yun W ; Lee, Po-Sang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:901-916.

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2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

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2021Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482.

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2021The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149.

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2020Are there asymmetric linkages between African stocks and exchange rates?. (2020). Owusu Junior, Peterson ; Tweneboah, George. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311559.

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2020The wage-productivity nexus in the world factory economy. (2020). Virgillito, Maria Enrica ; Yu, Xiaodan ; Dosi, Giovanni. In: World Development. RePEc:eee:wdevel:v:129:y:2020:i:c:s0305750x20300012.

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2020Euro-US Dollar Exchange Rate Dynamics at the Effective Lower Bound. (2020). McCoy, Eric. In: European Economy - Economic Briefs. RePEc:euf:ecobri:055.

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2020Incentives and Performance of Agents in a Microfinance Bank. (2020). Dalwai, Sumedh ; Chakravarty, Surajeet ; Kumar, Pradeep. In: Discussion Papers. RePEc:exe:wpaper:2002.

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2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

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2020The Evolution of Technological Substitution in Low-Wage Labor Markets. (2020). Aaronson, Daniel ; Phelan, Brian J. In: Working Paper Series. RePEc:fip:fedhwp:92699.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C. In: Staff Reports. RePEc:fip:fednsr:87539.

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2021Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries. (2021). Shevchuk, Victor ; Kopych, Roman . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:82-:d:547495.

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More than 100 citations found, this list is not complete...

Works by Harald Hau:


YearTitleTypeCited
2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates? In: American Economic Review.
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article113
2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?.(2004) In: CEPR Discussion Papers.
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paper
2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 113
paper
2008Home Bias at the Fund Level In: American Economic Review.
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article43
2008Home Bias at the Fund Level.(2008) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 43
paper
2008Home Bias at the Fund Level.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 43
paper
2019How FinTech Enters Chinas Credit Market In: AEA Papers and Proceedings.
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article1
In: .
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article1
2015DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association.
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article19
2012Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 19
paper
2001Location Matters: An Examination of Trading Profits In: Journal of Finance.
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article185
2013Europas Bankenunion oder der Triumph der Hoffnung über die Erfahrung In: Perspektiven der Wirtschaftspolitik.
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article1
2012Bank ratings-What determines their quality? In: Working Papers.
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paper15
2012Bank Ratings: What Determines Their Quality?.(2012) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 15
paper
2012Bank ratings: What determines their quality?.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2012Bank ratings: what determines their quality?.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2013Bank ratings: what determines their quality?.(2013) In: Economic Policy.
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This paper has another version. Agregated cites: 15
article
2009Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany In: CESifo Working Paper Series.
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paper25
2014Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks In: CESifo Working Paper Series.
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paper22
2014Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks.(2014) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 22
paper
2015Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks.(2015) In: Journal of International Economics.
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This paper has another version. Agregated cites: 22
article
2014Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks.(2014) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 22
chapter
2014Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
2014Asset Allocation and Monetary Policy: Evidence from the Eurozone In: CESifo Working Paper Series.
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paper26
2018Asset Allocation and Monetary Policy: Evidence from the Eurozone.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 26
paper
2013Asset Allocation and Monetary Policy: Evidence from the Eurozone.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 26
paper
2016Asset allocation and monetary policy: Evidence from the eurozone.(2016) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 26
article
2013Asset Allocation and Monetary Policy: Evidence from the Eurozone.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 26
paper
2017Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy In: CESifo Working Paper Series.
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paper19
2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy.(2016) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 19
paper
2016Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy.(2016) In: IHEID Working Papers.
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This paper has another version. Agregated cites: 19
paper
2020Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy.(2020) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 19
article
2019Bank Bonus Pay as a Risk Sharing Contract In: CESifo Working Paper Series.
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paper1
2018Bank Bonus Pay as a Risk Sharing Contract.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 1
paper
2018Bank Bonus Pay as a Risk Sharing Contract.(2018) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 1
paper
2018Bank Bonus Pay as a Risk Sharing Contract.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Local Capital Scarcity and Small Firm Growth: Evidence from Real Estate Booms in China In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2017Local Asset Price Dynamics and Monetary Policy in the Eurozone In: ifo DICE Report.
[Full Text][Citation analysis]
article0
2008Wie (in-)kompetent sind die Aufsichtsräte deutscher Banken? In: ifo Schnelldienst.
[Full Text][Citation analysis]
article2
2011Banken unter Druck: Gibt es Auswege aus der neuen Bankenkrise? In: ifo Schnelldienst.
[Full Text][Citation analysis]
article0
2015Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken In: ifo Schnelldienst.
[Full Text][Citation analysis]
article0
2011The Role of Equity Funds in the Financial Crisis Propagation In: Swiss Finance Institute Research Paper Series.
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paper19
2012The Role of Equity Funds in the Financial Crisis Propagation.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2017The Role of Equity Funds in the Financial Crisis Propagation.(2017) In: Review of Finance.
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This paper has another version. Agregated cites: 19
article
2012The Exchange Rate Effect of Multi-Currency Risk Arbitrage In: Swiss Finance Institute Research Paper Series.
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paper6
2009The Exchange Rate Effect of Multi-Currency Risk Arbitrage.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2014The exchange rate effect of multi-currency risk arbitrage.(2014) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 6
article
2013Structured Debt Ratings: Evidence on Conflicts of Interest In: Swiss Finance Institute Research Paper Series.
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paper27
2013Structured Debt Ratings: Evidence on Conflicts of Interest.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 27
paper
2015Structured debt ratings: Evidence on conflicts of interest.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 27
article
2015Technological Progress and Ownership Structure In: Swiss Finance Institute Research Paper Series.
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paper4
2016Technological Progress and Ownership Structure.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2017The Consumption Response to Minimum Wages: Evidence from Chinese Households In: Swiss Finance Institute Research Paper Series.
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paper1
2017The Consumption Response to Minimum Wages: Evidence from Chinese Households.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2019Consumption response to minimum wages: evidence from Chinese households.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2017The Consumption Response to Minimum Wages: Evidence from Chinese Households.(2017) In: IHEID Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Discriminatory Pricing of Over-the-Counter Derivatives In: Swiss Finance Institute Research Paper Series.
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paper17
2017Discriminatory Pricing of Over-The-Counter Derivatives.(2017) In: CEPR Discussion Papers.
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paper
2019Discriminatory Pricing of Over-the-Counter Derivatives.(2019) In: IMF Working Papers.
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paper
2017Discriminatory pricing of over-the-counter derivatives.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 17
paper
2018Global Portfolio Rebalancing and Exchange Rates In: Swiss Finance Institute Research Paper Series.
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paper12
2020Global Portfolio Rebalancing and Exchange Rates.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 12
paper
2018Global Portfolio Rebalancing and Exchange Rates.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12
paper
2018Capital Scarcity and Industrial Decline: Evidence from 172 Real Estate Booms in China In: Swiss Finance Institute Research Paper Series.
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paper1
2018Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
1999Information and Geography: Evidence from the German Stock Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2000Real Exchange Rate Volatility and Economic Openness: Theory and Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper133
2002Real Exchange Rate Volatility and Economic Openness: Theory and Evidence..(2002) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 133
article
2000The Euro as an International Currency: Explaining Puzzling First Evidence In: CEPR Discussion Papers.
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paper10
2002The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse In: CEPR Discussion Papers.
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paper82
2006The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse.(2006) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 82
article
2003Exchange Rates, Equity Prices and Capital Flows In: CEPR Discussion Papers.
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paper243
2002Exchange Rate, Equity Prices and Capital Flows.(2002) In: NBER Working Papers.
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paper
2006Exchange Rates, Equity Prices, and Capital Flows.(2006) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 243
article
2004Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers.
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paper7
2005Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change In: CEPR Discussion Papers.
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paper33
2010Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change.(2010) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 33
article
2007A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change In: CEPR Discussion Papers.
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paper0
2008Global Portfolio Rebalancing Under the Microscope In: CEPR Discussion Papers.
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paper40
2008Global Portfolio Rebalancing Under the Microscope.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
2008A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market In: CEPR Discussion Papers.
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paper19
2012Real Effects of Stock Underpricing In: CEPR Discussion Papers.
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paper27
2013Real effects of stock underpricing.(2013) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 27
article
2003How has the euro Changed the Foreign Exchange Market? In: DNB Staff Reports (discontinued).
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paper15
2002How has the euro changed the foreign exchange market?.(2002) In: Economic Policy.
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This paper has another version. Agregated cites: 15
article
2004Exchange rates, equity returns and capital flows In: Econometric Society 2004 North American Winter Meetings.
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paper0
1998Privatization under political interference: Evidence from Eastern Germany In: European Economic Review.
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article9
2001Geographic patterns of trading profitability in Xetra In: European Economic Review.
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article19
2000Exchange rate determination: The role of factor price rigidities and nontradeables In: Journal of International Economics.
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article88
2002The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets In: Journal of International Money and Finance.
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article16
2010International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance.
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article37
2018Using Social Network Activity Data to Identify and Target Job Seekers In: Working Papers.
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paper0
2000Lawyers, Legislation and Social Welfare In: European Journal of Law and Economics.
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article1
2009Subprime crisis and board (in-) competence: private versus public banks in Germany In: Economic Policy.
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article1
1999Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’ In: Review of Finance.
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article1
1998Competitive Entry and Endogenous Risk in the Foreign Exchange Market. In: Review of Financial Studies.
[Citation analysis]
article45
2011Global versus Local Asset Pricing: A New Test of Market Integration In: Review of Financial Studies.
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