Details about Leo de Haan

Access statistics for papers by Leo de Haan.

Last updated 2025-01-20. Update your information in the RePEc Author Service.

Short-id: pha194

Working Papers

2022

1. How QE changes the nature of sovereign risk
   Working Papers, DNB View citations (2)
   See also Journal Article How quantitative easing changes the nature of sovereign risk, Journal of International Money and Finance, Elsevier (2023) View citations (4) (2023)

2020

2. Banks net interest margins and interest rate risk: communicating vessels?
   Working Papers, DNB View citations (2)
   See also Journal Article Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?, Journal of Financial Services Research, Springer (2023) (2023)

2019

3. The impact of central bank liquidity support on banks’ balance sheets
   Working Paper Series, European Central Bank View citations (3)
   See also Journal Article The impact of central bank liquidity support on banks’ sovereign exposures, Applied Economics, Taylor & Francis Journals (2021) View citations (2) (2021)

2018

4. Financial Institutions’ Business Models and the Global Transmission of Monetary Policy
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
   Also in Working Papers, Banco de España (2018) View citations (6)
   See also Journal Article Financial institutions’ business models and the global transmission of monetary policy, Journal of International Money and Finance, Elsevier (2019) View citations (14) (2019)

2016

5. Lenders on the storm of wholesale funding shocks: Saved by the central bank?
   Working Paper Series, European Central Bank View citations (4)
   See also Journal Article Lenders on the storm of wholesale funding shocks: saved by the central bank?, Applied Economics, Taylor & Francis Journals (2017) View citations (11) (2017)
6. Timing of Banks’ Loan Loss Provisioning During the Crisis
   Staff Working Papers, Bank of Canada
   See also Journal Article Timing of banks’ loan loss provisioning during the crisis, Journal of Banking & Finance, Elsevier (2018) View citations (3) (2018)

2011

7. Market timing and corporate capital structure: a transatlantic comparison
   Post-Print, HAL
   See also Journal Article Market timing and corporate capital structure: a transatlantic comparison, Applied Economics, Taylor & Francis Journals (2012) View citations (6) (2012)

2008

8. Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis
   CESifo Working Paper Series, CESifo View citations (17)
   Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2004) View citations (8)

2002

9. Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area
   CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (5)
   See also Journal Article The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK, The European Journal of Finance, Taylor & Francis Journals (2006) View citations (27) (2006)
10. Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
    See also Journal Article Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms, Journal of Empirical Finance, Elsevier (2003) View citations (36) (2003)

2001

11. MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia
    Working Papers, National Bank of the Republic of North Macedonia
12. The credit channel in the Netherlands: evidence from bank balance sheets
    Working Paper Series, European Central Bank View citations (15)

Journal Articles

2023

1. Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?
   Journal of Financial Services Research, 2023, 63, (1), 35-62
   See also Working Paper Banks net interest margins and interest rate risk: communicating vessels?, Working Papers (2020) View citations (2) (2020)
2. How quantitative easing changes the nature of sovereign risk
   Journal of International Money and Finance, 2023, 137, (C) View citations (4)
   See also Working Paper How QE changes the nature of sovereign risk, Working Papers (2022) View citations (2) (2022)

2021

3. Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt
   Journal of International Money and Finance, 2021, 119, (C) View citations (7)
4. The impact of central bank liquidity support on banks’ sovereign exposures
   Applied Economics, 2021, 53, (15), 1788-1806 View citations (2)
   See also Working Paper The impact of central bank liquidity support on banks’ balance sheets, Working Paper Series (2019) View citations (3) (2019)

2020

5. Benchmark selection and performance
   Journal of Pension Economics and Finance, 2020, 19, (4), 511-531 View citations (3)
6. European banks after the global financial crisis: peak accumulated losses, twin crises and business models
   Journal of Banking Regulation, 2020, 21, (3), 197-211 View citations (4)
7. Is fiscal policy in the euro area Ricardian?
   Empirica, 2020, 47, (2), 411-429 View citations (5)
8. Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages
   De Economist, 2020, 168, (4), 453-473 View citations (2)

2019

9. Financial institutions’ business models and the global transmission of monetary policy
   Journal of International Money and Finance, 2019, 90, (C), 99-117 View citations (14)
   See also Working Paper Financial Institutions’ Business Models and the Global Transmission of Monetary Policy, International Finance Discussion Papers (2018) View citations (6) (2018)
10. International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country
    Open Economies Review, 2019, 30, (3), 445-456 View citations (3)

2018

11. Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts?
    Journal of Pension Economics and Finance, 2018, 17, (4), 437-468 View citations (5)
12. The signalling content of asset prices for inflation: Implications for quantitative easing
    Economic Systems, 2018, 42, (1), 45-63 View citations (7)
13. Timing of banks’ loan loss provisioning during the crisis
    Journal of Banking & Finance, 2018, 87, (C), 293-303 View citations (3)
    See also Working Paper Timing of Banks’ Loan Loss Provisioning During the Crisis, Staff Working Papers (2016) (2016)

2017

14. Lenders on the storm of wholesale funding shocks: saved by the central bank?
    Applied Economics, 2017, 49, (46), 4679-4703 View citations (11)
    See also Working Paper Lenders on the storm of wholesale funding shocks: Saved by the central bank?, Working Paper Series (2016) View citations (4) (2016)

2015

15. Loan loss provisioning, bank credit and the real economy
    Journal of Macroeconomics, 2015, 45, (C), 124-136 View citations (34)

2014

16. Are European sovereign bonds fairly priced? The role of modelling uncertainty
    Journal of International Money and Finance, 2014, 47, (C), 239-267 View citations (29)

2013

17. Bank liquidity, the maturity ladder, and regulation
    Journal of Banking & Finance, 2013, 37, (10), 3930-3950 View citations (46)
18. Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 152-174 View citations (53)

2012

19. Bank profitability during recessions
    Journal of Banking & Finance, 2012, 36, (9), 2552-2564 View citations (90)
20. Investment strategies of institutional investors: evidence from Dutch flow-of-funds data
    Applied Economics Letters, 2012, 19, (2), 155-159
21. Market timing and corporate capital structure: a transatlantic comparison
    Applied Economics, 2012, 44, (28), 3691-3703 View citations (6)
    See also Working Paper Market timing and corporate capital structure: a transatlantic comparison, Post-Print (2011) (2011)
22. Pension fund finance and sponsoring companies*
    Journal of Pension Economics and Finance, 2012, 11, (3), 439-463 View citations (6)

2011

23. Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market
    Journal of Financial Services Research, 2011, 39, (3), 145-159 View citations (16)
24. Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms?
    International Review of Finance, 2011, 11, (2), 227-243 View citations (2)
25. Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
    Journal of Banking & Finance, 2011, 35, (9), 2245-2251 View citations (43)

2010

26. Are non-risk based capital requirements for insurance companies binding?
    Journal of Banking & Finance, 2010, 34, (7), 1618-1627 View citations (22)

2008

27. What Do Current Account Reversals in OECD Countries Tell Us About the US Case?
    The World Economy, 2008, 31, (2), 286-311 View citations (18)

2007

28. Market Timing and Capital Structure: Evidence for Dutch Firms
    De Economist, 2007, 155, (2), 183-206 View citations (15)

2006

29. The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK
    The European Journal of Finance, 2006, 12, (5), 401-420 View citations (27)
    See also Working Paper Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area, CCSO Working Papers (2002) View citations (5) (2002)

2003

30. Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms
    Journal of Empirical Finance, 2003, 10, (5), 661-681 View citations (36)
    See also Working Paper Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues, Tinbergen Institute Discussion Papers (2002) View citations (1) (2002)

Chapters

1998

1. Investment and Debt Constraints: Evidence from Dutch Panel Data
   Palgrave Macmillan View citations (10)