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Information about:
Harald Hau

Personal Details | Affiliation | Works
This is information that was supplied by Harald Hau in registering through RePEc. If you are Harald Hau , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Harald
Middle Name:
Last Name: Hau
Suffix:

RePEc Short-ID: pha313

Email:
Homepage: http://faculty.insead.fr/hau/
Postal Address: INSEAD Department of Finance Boulevard de Constance 77305 Fontainebleau France
Phone: ++33 1 6072 4484

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," NBER Working Papers 14172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Hau, Harald & Rey, Hélène, 2008. "Home Bias at the Fund Level," CEPR Discussion Papers 6721, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  3. Harald Hau & Helene Rey, 2008. "Global Portfolio Rebalancing Under the Microscope," NBER Working Papers 14165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Hau, Harald, 2007. "A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change," CEPR Discussion Papers 6094, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  5. Hau, Harald & Massa, Massimo & Peress, Joël, 2005. "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers 4862, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  6. Hau, Harald & Rey, Hélène, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?," CEPR Discussion Papers 4517, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  7. Helene Rey (Princeton) & Harald Hau (INSEAD), 2004. "Exchange rates, equity returns and capital flows," Econometric Society 2004 North American Winter Meetings 623, Econometric Society. [Downloadable!]

  8. Dunne, Peter & Hau, Harald & Moore, Michael, 2004. "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers 4806, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  9. Hau, Harald & Rey, Hélène, 2003. "Exchange Rates, Equity Prices and Capital Flows," CEPR Discussion Papers 3735, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  10. H.Hau & W.Killeen & M.Moore, 2003. "How has the euro Changed the Foreign Exchange Market?," DNB Staff Reports (discontinued) 79, Netherlands Central Bank. [Downloadable!]
    Published as:

  11. Hau, Harald, 2002. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers 3651, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  12. Hau, Harald & Killeen, William & Moore, Michael J, 2000. "The Euro as an International Currency: Explaining Puzzling First Evidence," CEPR Discussion Papers 2510, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  13. Hau, Harald, 2000. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers 2356, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  14. Hau, Harald, 1999. "Information and Geography: Evidence from the German Stock Market," CEPR Discussion Papers 2297, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

Articles

  1. Harald Hau & Hélène Rey, 2006. "Exchange Rates, Equity Prices, and Capital Flows," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(1), pages 273-317. [Downloadable!] (restricted)
    Other versions:

  2. Harald Hau, 2006. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," Journal of the European Economic Association, MIT Press, vol. 4(4), pages 862-890, 06. [Downloadable!] (restricted)
    Other versions:

  3. Harald Hau & Helene Rey, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," American Economic Review, American Economic Association, vol. 94(2), pages 126-133, May. [Downloadable!] (restricted)
    Other versions:

  4. Hau, Harald, 2002. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 611-30, August.
    Other versions:

  5. Harald Hau & William Killeen & Michael Moore, 2002. "How has the euro changed the foreign exchange market?," Economic Policy, CEPR, CES, MSH, vol. 17(34), pages 149-192, 04. [Downloadable!] (restricted)
    Other versions:

  6. Hau, Harald & Killeen, William & Moore, Michael, 2002. "The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 351-383, June. [Downloadable!] (restricted)

  7. Hau, Harald, 2001. "Geographic patterns of trading profitability in Xetra," European Economic Review, Elsevier, vol. 45(4-6), pages 757-769, May. [Downloadable!] (restricted)

  8. Harald Hau, 2001. "Location Matters: An Examination of Trading Profits," Journal of Finance, American Finance Association, vol. 56(5), pages 1959-1983, October. [Downloadable!] (restricted)

  9. Hau, Harald, 2000. "Exchange rate determination: The role of factor price rigidities and nontradeables," Journal of International Economics, Elsevier, vol. 50(2), pages 421-447, April. [Downloadable!] (restricted)

  10. Harald Hau & Marcel Thum, 2000. "Lawyers, Legislation and Social Welfare," European Journal of Law and Economics, Springer, vol. 9(3), pages 231-254, May. [Downloadable!] (restricted)

  11. Hau, Harald, 1998. "Competitive Entry and Endogenous Risk in the Foreign Exchange Market," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 11(4), pages 757-87.

  12. Hau, Harald, 1998. "Privatization under political interference: Evidence from Eastern Germany," European Economic Review, Elsevier, vol. 42(7), pages 1177-1201, July. [Downloadable!] (restricted)

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (4) 2003-03-14 2003-07-13 2007-02-24 2008-04-12 Author is listed
  2. NEP-EEC: European Economics (1) 2003-10-12
  3. NEP-FIN: Finance (5) 2003-07-13 2003-10-12 2004-06-07 2005-06-14 2005-06-14 Author is listed
  4. NEP-FMK: Financial Markets (5) 2003-10-12 2004-06-07 2005-02-13 2005-06-14 2005-06-14 Author is listed
  5. NEP-IFN: International Finance (6) 2003-03-14 2003-10-12 2004-06-07 2005-02-13 2005-06-14 2005-06-14 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2005-06-14
  7. NEP-MON: Monetary Economics (2) 2003-10-12 2005-06-14 Author is listed
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This page was last updated on 2008-7-18.

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