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Details about Leo de Haan

E-mail:
Homepage:http://www.dnb.nl/en/onderzoek-2/onderzoekers/overzicht-persoonlijke-paginas/dnb150121.jsp
Workplace:Centrale Bank van Aruba (Central Bank of Aruba), (more information at EDIRC)
de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)

Access statistics for papers by Leo de Haan.

Last updated 2019-09-21. Update your information in the RePEc Author Service.

Short-id: pha194


Jump to Journal Articles

Working Papers

2019

  1. Loan to value caps and government-backed mortgage insurance: Loan-level evidence from Dutch residential mortgages
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2018

  1. Benchmark selection and performance
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
  2. European banks after the global financial crisis: Peak accumulated losses, twin crises and business models
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  3. 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.) Downloads View citations (4)
    Also in Working Papers, Banco de España (2018) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2019)
  4. Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
    See also Journal Article in Open Economies Review (2019)
  5. The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  6. The natural rate of interest from a monetary and financial perspective
    DNB Occasional Studies, Netherlands Central Bank, Research Department Downloads View citations (1)

2017

  1. Is fiscal policy in the euro area Ricardian?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2016

  1. Lenders on the storm of wholesale funding shocks: Saved by the central bank?
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2015) Downloads View citations (2)

    See also Journal Article in Applied Economics (2017)
  2. The signalling content of asset prices for inflation: Implications for Quantitative Easing
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Economic Systems (2018)
  3. Timing of Banks’ Loan Loss Provisioning During the Crisis
    Staff Working Papers, Bank of Canada Downloads
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2016) Downloads

    See also Journal Article in Journal of Banking & Finance (2018)

2015

  1. Recovery measures of underfunded pension funds: higher contributions, no indexation, or pension cuts?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
    See also Journal Article in Journal of Pension Economics and Finance (2018)

2014

  1. Loan loss provisioning, bank credit and the real economy
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (8)
    See also Journal Article in Journal of Macroeconomics (2015)

2013

  1. Are European sovereign bonds fairly priced? The role of modeling uncertainty
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. Bank liquidity, the maturity ladder, and regulation
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2013)

2011

  1. Banks' responses to funding liquidity shocks: lending adjustment, liquidity hoarding and fire sales
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  2. Market timing and corporate capital structure: a transatlantic comparison
    Post-Print, HAL Downloads
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2007) Downloads View citations (3)

    See also Journal Article in Applied Economics (2012)

2010

  1. Bank Profitability during Recessions
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (9)
    See also Journal Article in Journal of Banking & Finance (2012)
  2. Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Journal of Banking & Finance (2011)

2008

  1. Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (17)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2004) Downloads View citations (9)
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2004) Downloads View citations (3)

2007

  1. Are non-risk based capital requirements for insurance companies binding?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2010)
  2. Pension fund finance and sponsoring companies: empirical evidence on theoretical hypotheses
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Journal of Pension Economics and Finance (2012)

2006

  1. Price Leadership in the Dutch Mortgage Market
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
  2. What do current account reversals in OECD countries tell us about the US case?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
    See also Journal Article in The World Economy (2008)

2005

  1. Asymmetric Price Adjustment in the Dutch Mortgage Market
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (8)
    See also Journal Article in Journal of Financial Services Research (2011)
  2. Financing the New Economy: Are ICT Firms Really That Different?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)

2004

  1. Does market timing drive capital structures? A panel data study for Dutch firms
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    See also Journal Article in De Economist (2007)

2002

  1. Corporate Governance, Relationship Lending and Monetary Policy: Firm-Level Evidence for the Euro Area
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department View citations (3)
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2000) Downloads View citations (5)
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2002) Downloads View citations (2)

    See also Journal Article in The European Journal of Finance (2006)
  2. Inflationary Risks for the Euro Area: Simulations with EUROMON
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads
  3. Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (1999) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2003)

2001

  1. External Shocks and Macroeconomic Policy: Simulations with EUROMON
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads
  2. MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia
    Working Papers, National Bank of the Republic of North Macedonia Downloads
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2001) Downloads View citations (3)
  3. The Credit Channel in the Netherlands: Evidence from Bank Balance Sheets
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads View citations (16)
    Also in Working Paper Series, European Central Bank (2001) Downloads View citations (5)

1999

  1. The significance of the European capital market for the financing of the corporate sector
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department

1998

  1. Revision of the DNB-business cycle indicator
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department

Journal Articles

2019

  1. Financial institutions’ business models and the global transmission of monetary policy
    Journal of International Money and Finance, 2019, 90, (C), 99-117 Downloads View citations (2)
    See also Working Paper (2018)
  2. 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 Downloads
    See also Working Paper (2018)

2018

  1. Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts?
    Journal of Pension Economics and Finance, 2018, 17, (4), 437-468 Downloads View citations (1)
    See also Working Paper (2015)
  2. The signalling content of asset prices for inflation: Implications for quantitative easing
    Economic Systems, 2018, 42, (1), 45-63 Downloads View citations (1)
    See also Working Paper (2016)
  3. Timing of banks’ loan loss provisioning during the crisis
    Journal of Banking & Finance, 2018, 87, (C), 293-303 Downloads
    See also Working Paper (2016)

2017

  1. Lenders on the storm of wholesale funding shocks: saved by the central bank?
    Applied Economics, 2017, 49, (46), 4679-4703 Downloads View citations (5)
    See also Working Paper (2016)

2015

  1. Loan loss provisioning, bank credit and the real economy
    Journal of Macroeconomics, 2015, 45, (C), 124-136 Downloads View citations (20)
    See also Working Paper (2014)

2014

  1. Are European sovereign bonds fairly priced? The role of modelling uncertainty
    Journal of International Money and Finance, 2014, 47, (C), 239-267 Downloads View citations (19)
    See also Working Paper (2013)

2013

  1. Bank liquidity, the maturity ladder, and regulation
    Journal of Banking & Finance, 2013, 37, (10), 3930-3950 Downloads View citations (21)
    See also Working Paper (2012)
  2. 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 Downloads View citations (29)
    See also Working Paper (2011)

2012

  1. Bank profitability during recessions
    Journal of Banking & Finance, 2012, 36, (9), 2552-2564 Downloads View citations (46)
    See also Working Paper (2010)
  2. Investment strategies of institutional investors: evidence from Dutch flow-of-funds data
    Applied Economics Letters, 2012, 19, (2), 155-159 Downloads
  3. Market timing and corporate capital structure: a transatlantic comparison
    Applied Economics, 2012, 44, (28), 3691-3703 Downloads View citations (2)
    See also Working Paper (2011)
  4. Pension fund finance and sponsoring companies*
    Journal of Pension Economics and Finance, 2012, 11, (3), 439-463 Downloads View citations (2)
    See also Working Paper (2007)

2011

  1. Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market
    Journal of Financial Services Research, 2011, 39, (3), 145-159 Downloads View citations (9)
    See also Working Paper (2005)
  2. 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 Downloads View citations (2)
  3. Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
    Journal of Banking & Finance, 2011, 35, (9), 2245-2251 Downloads View citations (18)
    See also Working Paper (2010)

2010

  1. Are non-risk based capital requirements for insurance companies binding?
    Journal of Banking & Finance, 2010, 34, (7), 1618-1627 Downloads View citations (16)
    See also Working Paper (2007)

2008

  1. What Do Current Account Reversals in OECD Countries Tell Us About the US Case?
    The World Economy, 2008, 31, (2), 286-311 Downloads View citations (10)
    See also Working Paper (2006)

2007

  1. Market Timing and Capital Structure: Evidence for Dutch Firms
    De Economist, 2007, 155, (2), 183-206 Downloads View citations (7)
    See also Working Paper (2004)

2006

  1. 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 Downloads View citations (17)
    See also Working Paper (2002)

2003

  1. Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms
    Journal of Empirical Finance, 2003, 10, (5), 661-681 Downloads View citations (31)
    See also Working Paper (2002)
 
Page updated 2019-12-13