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The exchange rate effect of multi-currency risk arbitrage
Hau, Harald - 2012
This paper (i) proposes a simple multi-currency model of speculative foreign exchange (FX) trading, (ii) uses a natural experiment to identify the implied components of the optimal trading strategy, and (iii) proposes a new spectral inference method to strengthen the statistical evidence on the...
Persistent link: https://www.econbiz.de/10009558406
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The exchange rate effect of multi-currency risk arbitrage
Hau, Harald - In: Journal of international money and finance 47 (2014), pp. 304-331
Persistent link: https://www.econbiz.de/10010464012
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Exchange rates, equity prices, and capital flows
Hau, Harald; Rey, Hélène - In: The review of financial studies 19 (2006) 1, pp. 273-317
Persistent link: https://www.econbiz.de/10003325182
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International order flows : explaining equity and exchange rate returns
Dunne, Peter G.; Hau, Harald; Moore, Michael J. - In: Journal of international money and finance 29 (2010) 2, pp. 358-386
Persistent link: https://www.econbiz.de/10003944976
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Do demand curves for currencies slope down? : evidence from the MSCI global index change
Hau, Harald; Massa, Massimo; Peress, Joël - In: The review of financial studies 23 (2010) 4, pp. 1681-1717
Persistent link: https://www.econbiz.de/10003959916
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Exchange rate, equity prices and capital flows
Hau, Harald; Rey, Hélène - 2002
Persistent link: https://www.econbiz.de/10001720824
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How has the euro changed the foreign exchange market?
Hau, Harald; Killeen, William; Moore, Michael - In: Economic policy : a European forum (2002), pp. 151-191
Persistent link: https://www.econbiz.de/10001661334
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How has the euro changed the foreign exchange market?
Hau, Harald; Killeen, William; Moore, Michael - 2002
Persistent link: https://www.econbiz.de/10001665431
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The Euro as an international currency : explaining puzzling first evidence from the foreign echange markets
Hau, Harald; Killeen, William; Moore, Michael - In: Journal of international money and finance 21 (2002) 3, pp. 351-383
Persistent link: https://www.econbiz.de/10001673272
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Global portfolio rebalancing and exchange rates
Costa Neto, Nelson Camanho da; Hau, Harald; Rey, Hélène - 2018
Persistent link: https://www.econbiz.de/10011812158