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

27

i10 index

1290

Citations

RESEARCH PRODUCTION:

32

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 61
   Journals where Harald Hau has often published
   Relations with other researchers
   Recent citing documents: 204.    Total self citations: 22 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha313
   Updated: 2020-07-04    RAS profile: 2020-01-12    
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Relations with other researchers


Works with:

Efing, Matthias (11)

Kampkötter, Patrick (9)

Steinbrecher, Johannes (6)

Timmer, Yannick (4)

Dautovic, Ernest (4)

Langfield, Sam (4)

Hoffmann, Peter (3)

Rey, Helene (2)

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

Is cited by:

Portes, Richard (22)

Papaioannou, Elias (20)

Rey, Helene (20)

Coeurdacier, Nicolas (20)

Fratzscher, Marcel (19)

Rogoff, Kenneth (18)

Schmukler, Sergio (18)

Siourounis, Gregorios (17)

Lane, Philip (16)

Evans, Martin (16)

Warnock, Francis (15)

Cites to:

Rey, Helene (17)

Rogoff, Kenneth (16)

Obstfeld, Maurice (13)

Lyons, Richard (12)

Moore, Michael (11)

Froot, Kenneth (10)

Evans, Martin (9)

Pagano, Marco (9)

Portes, Richard (6)

Stulz, René (6)

Devereux, Michael (5)

Main data


Where Harald Hau has published?


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

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 Papers / HAL2
Working Paper Series / European Central Bank2

Recent works citing Harald Hau (2019 and 2018)


YearTitle of citing document
2019Who Pays for the Minimum Wage?. (2019). Lindner, Attila ; Harasztosi, Peter. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:8:p:2693-2727.

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2019Impact of Exchange rate volatility on Global Value Chains Participation Evidence from panel African countries. (2019). Mouanda-Mouanda, Gilhaime. In: International Journal of Science and Business. RePEc:aif:journl:v:3:y:2019:i:3:p:29-40.

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2019Capital Inflows, Equity Issuance Activity, and Corporate Investment. (2019). Schmukler, Sergio ; Calomiris, Charles ; Larrain, Mauricio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:156.

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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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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2018Fiscal Policy and Macroeconomic Fluctuations in a Fixed Exchange Rate Regime. (2018). Lai, Chung-Fu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1257-1273.

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2020The Dominant Currency Financing Channel of External Adjustment. (2020). Casas, Camila ; Timmer, Yannick ; Meleshchuk, Sergii. In: Borradores de Economia. RePEc:bdr:borrec:1111.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Popescu, Alexandra ; Levieuge, Gregory ; Colletaz, Gilbert. In: Working papers. RePEc:bfr:banfra:694.

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2019Investor Experiences and International Capital Flows. (2019). Malmendier, Ulrike ; Vanasco, Victoria ; Pouzo, Demien. In: Working Papers. RePEc:bge:wpaper:1163.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018The 2008 crisis: transpacific or transatlantic?. (2018). McCauley, Robert. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812f.

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2018Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Wroblewski, Caleb ; Tabova, Alexandra ; Ammer, John. In: BIS Working Papers. RePEc:bis:biswps:687.

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2018Currency depreciation and emerging market corporate distress. (2018). Shin, Hyun Song ; Bruno, Valentina. In: BIS Working Papers. RePEc:bis:biswps:753.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2019Domestic banks as lightning rods? Home bias and information during Eurozone crisis. (2019). Saka, Orkun. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_003.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Lee, Dongwon ; Kim, Kyungkeun. In: Working Papers. RePEc:bok:wpaper:1717.

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2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

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2019Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/19.

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2018Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7118.

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2019Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis. (2019). Saka, Orkun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7939.

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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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2018Market Structure and Transaction Costs of Index CDSs. (2018). Trolle, Anders B ; Junge, Benjamin ; Collin-Dufresne, Pierre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1840.

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2019International Business Cycles: Information Matters. (2019). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni. In: Working Papers. RePEc:cii:cepidt:2019-03.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018Reputations and credit ratings: evidence from commercial mortgage-backed securities. (2018). Becker, Bo ; Baghai, Ramin P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12648.

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2018Foreign Currency Bank Funding and Global Factors. (2018). Tille, Cédric ; Krogstrup, Signe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12933.

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2018Inventory Management, Dealers Connections, and Prices in OTC Markets. (2018). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13093.

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2018Currency depreciation and emerging market corporate distress. (2018). Bruno, Valentina G ; Shin, Hyun Song. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13298.

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2019The International Monetary and Financial System. (2019). Sauzet, Maxime ; Rey, Helene ; Gourinchas, Pierre-Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13714.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14134.

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2019Sustainable Investing in Equilibrium. (2019). Taylor, Lucian ; Stambaugh, Robert F ; Pastor, Lubo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14171.

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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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2018Common Ownership and Market Entry: Evidence from the Pharmaceutical Industry. (2018). Seldeslachts, Jo ; Banal-Estanol, Albert ; Newham, M. In: Working Papers. RePEc:cty:dpaper:18/03.

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2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

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2018Counterparty credit risk and the effectiveness of banking regulation. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:599.

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2018The impact of bank rating changes on lending in major European banks. (2018). ben Hmiden, Oussama ; Meign, Tanguy. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00536.

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2018Board competence and bank performance in China. (2018). mamatzakis, emmanuel ; Jin, Chaojie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00168.

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2019Tariffs, the exchange rate, and location. (2019). Johdo, Wataru. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00253.

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2019Deregulation in non-tradable goods sector and relocation of firms in tradable goods sector.. (2019). Johdo, Wataru . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00835.

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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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2018Investment Opportunities, Uncertain Implicit Transaction Costs and Maximum Downside Risk in Dynamic Stochastic Financial Optimization. (2018). Mushori, Sabastine ; Chikobvu, Delson . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-32.

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2018Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?. (2018). Lin, Yih-Bey ; Lee, Nicholas ; Leung, Yu-Hin ; Chang, Fu-Min. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-17.

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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2019Chair-CEO generation gap and bank risk-taking. (2019). Molyneux, Philip ; Kara, Alper ; Zhou, Yifan. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:352-372.

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2019Variable pay: Is it for the worker or the firm?. (2019). Thompson, James ; Allen, Jason. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:551-566.

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2018Minimum Wage and Outward FDI from China. (2018). Lin, Faqin ; Tang, Lixin ; Fan, Haichao. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:1-19.

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2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

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2019Trade and growth in SACU countries: A panel data analysis. (2019). Kortt, Michael A ; Wijeweera, Albert ; Manwa, Farai . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:107-118.

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2018Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2019Financial flows and economic growth in developing countries. (2019). Plane, Patrick ; Ouedraogo, Rasmane ; Kinda, Tidiane ; Combes, Jean-Louis. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:195-209.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2019Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

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2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics. (2019). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Drakonaki, Emmanouela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304856.

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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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2018Current account and real exchange rate changes: The impact of trade openness. (2018). Terra, Cristina ; Romelli, Davide ; Vasconcelos, Enrico. In: European Economic Review. RePEc:eee:eecrev:v:105:y:2018:i:c:p:135-158.

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2018Bonus taxes and international competition for bank managers. (2018). Gietl, Daniel ; Haufler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:110:y:2018:i:c:p:41-60.

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2017The home bias of the poor: Foreign asset portfolios across the wealth distribution. (2017). Broer, Tobias. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:74-91.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2018S&P 500 inclusions and stock supply. (2018). Schnitzler, Jan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:341-356.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2019Using extracted forward rate term structure information to forecast foreign exchange rates. (2019). Murphy, Finbarr ; Cummins, Mark ; Kearney, Fearghal. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14.

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2019Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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2019Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Kumar, Satish ; Tiwari, Aviral Kumar ; Ji, Qiang ; Chauhan, Yogesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:273-284.

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2018A spatial-temporal analysis of financial literacy in United States of America. (2018). Peng, Geng ; Zhu, Lei ; Tang, Changan ; Liao, Kaicheng ; Lu, Wenyi ; Liu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:56-62.

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2019Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications. (2019). Ibañez, Francisco ; Pea-Cerezo, Miguel A ; Ibaez-Hernandez, Francisco J ; Araujo-De, Andres. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:271-275.

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2018Funding constraints and liquidity in two-tiered OTC markets. (2018). Benos, Evangelos ; Ike, Filip. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:24-43.

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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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2018Does higher openness cause more real exchange rate volatility?. (2018). Kubota, Megumi ; Calderon, Cesar. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:176-204.

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2018Risk versus ambiguity and international security design. (2018). Michalski, Tomasz ; Hill, Brian. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:74-105.

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2019Information frictions and real exchange rate dynamics. (2019). Candian, Giacomo . In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:189-205.

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

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2018Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets. (2018). Wing, Tom Pak ; Ho, Edmund ; Wan, Angela Kin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:231-247.

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2018Decomposition of the uncovered equity parity correlation. (2018). Kunkler, Michael ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:44-58.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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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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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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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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2018One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?. (2018). Deng, Yongheng ; Wei, Shang-Jin ; Liu, Xin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:663-692.

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2019Capital flows and sovereign debt markets: Evidence from index rebalancings. (2019). Williams, Tomas ; Pandolfi, Lorenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:384-403.

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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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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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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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2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?.(2004) In: CEPR Discussion Papers.
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2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?.(2004) In: NBER Working Papers.
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2008Home Bias at the Fund Level In: American Economic Review.
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2008Home Bias at the Fund Level.(2008) In: CEPR Discussion Papers.
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2008Home Bias at the Fund Level.(2008) In: NBER Working Papers.
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2019How FinTech Enters Chinas Credit Market In: AEA Papers and Proceedings.
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2002How has the euro changed the foreign exchange market? In: Economic Policy.
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2003How has the euro Changed the Foreign Exchange Market?.(2003) In: DNB Staff Reports (discontinued).
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2009Subprime crisis and board (in-) competence: private versus public banks in Germany In: Economic Policy.
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2013Bank ratings: what determines their quality? In: Economic Policy.
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2012Bank ratings-What determines their quality?.(2012) In: Working Papers.
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2012Bank Ratings: What Determines Their Quality?.(2012) In: Swiss Finance Institute Research Paper Series.
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2012Bank ratings: What determines their quality?.(2012) In: CEPR Discussion Papers.
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2012Bank ratings: what determines their quality?.(2012) In: Working Paper Series.
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2015DEALER INTERMEDIATION BETWEEN MARKETS In: Journal of the European Economic Association.
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2012Dealer Intermediation between Markets.(2012) In: Swiss Finance Institute Research Paper Series.
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2001Location Matters: An Examination of Trading Profits In: Journal of Finance.
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2013Europas Bankenunion oder der Triumph der Hoffnung über die Erfahrung In: Perspektiven der Wirtschaftspolitik.
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2009Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany In: CESifo Working Paper Series.
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paper23
2014Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks In: CESifo Working Paper Series.
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paper6
2014Asset Allocation and Monetary Policy: Evidence from the Eurozone In: CESifo Working Paper Series.
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2017Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy In: CESifo Working Paper Series.
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paper5
2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy.(2016) In: Swiss Finance Institute Research Paper Series.
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2016Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy.(2016) In: CEPR Discussion Papers.
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2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy.(2016) In: IHEID Working Papers.
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2019Bank Bonus Pay as a Risk Sharing Contract In: CESifo Working Paper Series.
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2018Bank Bonus Pay as a Risk Sharing Contract.(2018) In: Swiss Finance Institute Research Paper Series.
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2018Bank Bonus Pay as a Risk Sharing Contract.(2018) In: HEC Research Papers Series.
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2018Bank Bonus Pay as a Risk Sharing Contract.(2018) In: Working Papers.
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2019Local Capital Scarcity and Small Firm Growth: Evidence from Real Estate Booms in China In: CESifo Working Paper Series.
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2017Local Asset Price Dynamics and Monetary Policy in the Eurozone In: ifo DICE Report.
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2008Wie (in-)kompetent sind die Aufsichtsräte deutscher Banken? In: ifo Schnelldienst.
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2011Banken unter Druck: Gibt es Auswege aus der neuen Bankenkrise? In: ifo Schnelldienst.
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2015Die Dosis macht das Gift – eine Analyse zum Einfluss von Bonuszahlungen auf die Profitabilität und das Risiko von Banken In: ifo Schnelldienst.
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2011The Role of Equity Funds in the Financial Crisis Propagation In: Swiss Finance Institute Research Paper Series.
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paper12
2012The Role of Equity Funds in the Financial Crisis Propagation.(2012) In: CEPR Discussion Papers.
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2017The Role of Equity Funds in the Financial Crisis Propagation.(2017) In: Review of Finance.
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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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2014The exchange rate effect of multi-currency risk arbitrage.(2014) In: Journal of International Money and Finance.
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2013Structured Debt Ratings: Evidence on Conflicts of Interest In: Swiss Finance Institute Research Paper Series.
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paper23
2013Structured Debt Ratings: Evidence on Conflicts of Interest.(2013) In: CEPR Discussion Papers.
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paper
2015Structured debt ratings: Evidence on conflicts of interest.(2015) In: Journal of Financial Economics.
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article
2018Asset Allocation and Monetary Policy: Evidence from the Eurozone In: Swiss Finance Institute Research Paper Series.
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paper22
2013Asset Allocation and Monetary Policy: Evidence from the Eurozone.(2013) In: CEPR Discussion Papers.
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paper
2016Asset allocation and monetary policy: Evidence from the eurozone.(2016) In: Journal of Financial Economics.
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article
2013Asset Allocation and Monetary Policy: Evidence from the Eurozone.(2013) In: Working Papers.
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paper
2014Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks In: Swiss Finance Institute Research Paper Series.
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paper19
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: 19
paper
2015Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks.(2015) In: Journal of International Economics.
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article
2014Incentive Pay and Bank Risk-taking: Evidence from Austrian, German, and Swiss Banks.(2014) In: NBER Chapters.
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chapter
2014Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks.(2014) In: NBER Working Papers.
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2015Technological Progress and Ownership Structure In: Swiss Finance Institute Research Paper Series.
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paper2
2016Technological Progress and Ownership Structure.(2016) In: CEPR Discussion Papers.
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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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2019Consumption response to minimum wages: evidence from Chinese households.(2019) In: Working Paper Series.
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2017The Consumption Response to Minimum Wages: Evidence from Chinese Households.(2017) In: IHEID Working Papers.
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paper
2017Discriminatory Pricing of Over-the-Counter Derivatives In: Swiss Finance Institute Research Paper Series.
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paper13
2017Discriminatory Pricing of Over-The-Counter Derivatives.(2017) In: CEPR Discussion Papers.
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2019Discriminatory Pricing of Over-the-Counter Derivatives.(2019) In: IMF Working Papers.
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2017Discriminatory pricing of over-the-counter derivatives.(2017) In: ESRB Working Paper Series.
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2018Global Portfolio Rebalancing and Exchange Rates In: Swiss Finance Institute Research Paper Series.
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paper3
2018Global Portfolio Rebalancing and Exchange Rates.(2018) In: NBER Working Papers.
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2018Capital Scarcity and Industrial Decline: Evidence from 172 Real Estate Booms in China In: Swiss Finance Institute Research Paper Series.
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paper0
2018Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks In: Swiss Finance Institute Research Paper Series.
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1999Information and Geography: Evidence from the German Stock Market In: CEPR Discussion Papers.
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2000Real Exchange Rate Volatility and Economic Openness: Theory and Evidence In: CEPR Discussion Papers.
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2002Real Exchange Rate Volatility and Economic Openness: Theory and Evidence..(2002) In: Journal of Money, Credit and Banking.
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2000The Euro as an International Currency: Explaining Puzzling First Evidence In: CEPR Discussion Papers.
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2002The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse In: CEPR Discussion Papers.
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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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2003Exchange Rates, Equity Prices and Capital Flows In: CEPR Discussion Papers.
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2002Exchange Rate, Equity Prices and Capital Flows.(2002) In: NBER Working Papers.
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2006Exchange Rates, Equity Prices, and Capital Flows.(2006) In: Review of Financial Studies.
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2004Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns In: CEPR Discussion Papers.
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2005Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change In: CEPR Discussion Papers.
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paper28
2010Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change.(2010) In: Review of Financial Studies.
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2007A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change In: CEPR Discussion Papers.
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2008Global Portfolio Rebalancing Under the Microscope In: CEPR Discussion Papers.
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2008Global Portfolio Rebalancing Under the Microscope.(2008) In: NBER Working Papers.
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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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paper17
2013Real effects of stock underpricing.(2013) In: Journal of Financial Economics.
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2004Exchange rates, equity returns and capital flows In: Econometric Society 2004 North American Winter Meetings.
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1998Privatization under political interference: Evidence from Eastern Germany In: European Economic Review.
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article4
2001Geographic patterns of trading profitability in Xetra In: European Economic Review.
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article16
2000Exchange rate determination: The role of factor price rigidities and nontradeables In: Journal of International Economics.
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article87
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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article15
2010International order flows: Explaining equity and exchange rate returns In: Journal of International Money and Finance.
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2018Using Social Network Activity Data to Identify and Target Job Seekers In: Working Papers.
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2000Lawyers, Legislation and Social Welfare In: European Journal of Law and Economics.
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1999Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’ In: Review of Finance.
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1998Competitive Entry and Endogenous Risk in the Foreign Exchange Market. In: Review of Financial Studies.
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2011Global versus Local Asset Pricing: A New Test of Market Integration In: Review of Financial Studies.
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