Leo de Haan

Names

Contact

Affiliations

• de Nederlandsche Bank
  • website
  • location: Amsterdam, Netherlands

Research profile

author of:

• Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms
  by de Haan, Leo & Hinloopen, Jeroen
• The Credit Channel in the Netherlands: Evidence from Bank Balance Sheets
  by L. de Haan
• MAKMODEL: a macroeconometric model for the Republic of Macedonia
  by L. de Haan & A. Naumovska & H. M. M. Peeters
• Inflationary Risks for the Euro Area: Simulations with EUROMON
  by M. Demertzis & L. de Haan
• The significance of the European capital market for the financing of the corporate sector
  by L. de Haan & H. M. Prast
• Debt or equity? An empirical study of security issues by Dutch companies
  by L. de Haan & J. Hinloopen
• Capital Structure, Corporate Goverance, and Monetary Policy: Firm-Level Evidence for the Euro Area
  by L. de Haan & E. Sterken
• Revision of the DNB-business cycle indicator.
  by L. de Haan & F. W. Vijselaar
• External Shocks and Macroeconomic Policy: Simulations with EUROMON
  by M. Demertzis & L. de Haan
• Corporate Governance, Relationship Lending and Monetary Policy: Firm-Level Evidence for the Euro Area
  by L. de Haan & E. Sterken
• Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis
  by Robert S. Chirinko & Leo de Haan & Elmer Sterken
• Does market timing drive capital structures? A panel data study for Dutch firms
  by Tijs de Bie & Leo de Haan
• Asymmetric Price Adjustment in the Dutch Mortgage Market
  by Leo de Haan & Elmer Sterken
• Financing the New Economy: Are ICT Firms Really That Different?
  by Allard Bruinshoofd & Leo de Haan
• Price Leadership in the Dutch Mortgage Market
  by Leo de Haan & Elmer Sterken
• The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK
  by Leo De Haan & Elmer Sterken
• What do current account reversals in OECD countries tell us about the US case?
  by Leo de Haan & Hubert Schokker & Anastassia Tcherneva
• Market Timing and Capital Structure: Evidence for Dutch Firms
  by Tijs Bie & Leo Haan
• Are non-risk based capital requirements for insurance companies binding?
  by Leo de Haan & Jan Kakes
• Market timing and corporate capital structure - A transatlantic comparison
  by Allard Bruinshoofd & Leo de Haan
• Pension fund finance and sponsoring companies: empirical evidence on theoretical hypotheses
  by E. Philip Davis & Sybille Grob & Leo de Haan
• What Do Current Account Reversals in OECD Countries Tell Us About the US Case?
  by Leo De Haan & Hubert Schokker & Anastassia Tcherneva
• Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis
  by Robert S. Chirinko & Leo de Haan & Elmer Sterken
• Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors
  by Leo de Haan & Jan Kakes
• Bank Profitability during Recessions
  by Wilko Bolt & Leo de Haan & Marco Hoeberichts & Maarten van Oordt & Job Swank
• Are non-risk based capital requirements for insurance companies binding?
  by de Haan, Leo & Kakes, Jan
• Banks' responses to funding liquidity shocks: lending adjustment, liquidity hoarding and fire sales
  by Leo de Haan & Jan Willem van den End
• Momentum or contrarian investment strategies: Evidence from Dutch institutional investors
  by de Haan, Leo & Kakes, Jan
• Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms?
  by W. ALLARD BRUINSHOOFD & LEO DE HAAN
• Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market
  by Leo Haan & Elmer Sterken
• Market timing and corporate capital structure: a transatlantic comparison
  by W. Allard Bruinshoofd & Leo de Haan
• Investment strategies of institutional investors: evidence from Dutch flow-of-funds data
  by Leo de Haan & Jan Kakes
• Bank liquidity, the maturity ladder, and regulation
  by Leo de Haan & Jan Willem van den End
• Pension fund finance and sponsoring companies*
  by DAVIS, E. PHILIP & DE HAAN, LEO
• Bank profitability during recessions
  by Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R. C. & Swank, Job
• Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales
  by de Haan, Leo & van den End, Jan Willem
• Are European sovereign bonds fairly priced? The role of modeling uncertainty
  by Leo de Haan & Jeroen Hessel & Jan Willem van den End
• Bank liquidity, the maturity ladder, and regulation
  by de Haan, Leo & van den End, Jan Willem
• MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia
  by Leo de Haan & Aneta Naumovska & Marga Peeters
• Are European sovereign bonds fairly priced? The role of modelling uncertainty
  by de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem
• Loan loss provisioning, bank credit and the real economy
  by Sebastiaan Pool & Leo de Haan & Jan Jacobs
• Lenders on the storm of wholesale funding shocks: Saved by the central bank?
  by Leo de Haan & Jan Willem van den End & Philip Vermeulen
• Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area
  by Haan, Leo de & Sterken, Elmer
• Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis
  by Chirinko, Robert S. & Haan, Leo de & Sterken, Elmer
• Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues
  by Leo de Haan & Jeroen Hinloopen
• Market timing and corporate capital structure: a transatlantic comparison
  by Allard Bruinshoofd & Leo de Haan
• Loan loss provisioning, bank credit and the real economy
  by Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P. A. M.
• Recovery measures of underfunded pension funds: higher contributions, no indexation, or pension cuts?
  by Leo de Haan
• Lenders on the storm of wholesale funding shocks: Saved by the central bank?
  by de Haan, Leo & Vermeulen, Philip & van den End, Jan Willem
• Timing of banks' loan loss provisioning during the crisis
  by Leo de Haan & Maarten van Oordt
• Timing of Banks’ Loan Loss Provisioning During the Crisis
  by Leo de Haan & Maarten van Oordt
• The signalling content of asset prices for inflation: Implications for Quantitative Easing
  by Leo de Haan & Jan Willem van den End
• Is fiscal policy in the euro area Ricardian?
  by Nikki Panjer & Leo de Haan & Jan Jacobs
• Lenders on the storm of wholesale funding shocks: saved by the central bank?
  by Leo de Haan & Jan Willem van den End & Philip Vermeulen
• Timing of banks’ loan loss provisioning during the crisis
  by de Haan, Leo & van Oordt, Maarten R. C.
• The signalling content of asset prices for inflation: Implications for quantitative easing
  by de Haan, Leo & van den End, Jan Willem
• Financial Institutions’ Business Models and the Global Transmission of Monetary Policy
  by Isabel Argimon & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs
• Financial institutions' business models and the global transmission of monetary policy
  by Isabel Argimón & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs
• European banks after the global financial crisis: Peak accumulated losses, twin crises and business models
  by Leo de Haan & Jan Kakes
• Benchmark selection and performance
  by Dirk Broeders & Leo de Haan
• Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts?
  by DE HAAN, LEO
• Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds
  by Jon Frost & Patty Duijm & Clemens Bonner & Leo de Haan & Jakob de Haan
• The natural rate of interest from a monetary and financial perspective
  by Dennis Bonam & Peter van Els & Jan Willem van den End & Leo de Haan & Irma Hindrayanto
• Financial institutions’ business models and the global transmission of monetary policy
  by Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors
• The credit channel in the Netherlands: evidence from bank balance sheets
  by de Haan, Leo
• The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt
  by Leo de Haan & Robert Vermeulen
• International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country
  by Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan
• Loan to value caps and government-backed mortgage insurance: Loan-level evidence from Dutch residential mortgages
  by Leo de Haan & Mauro Mastrogiacomo
• The impact of central bank liquidity support on banks’ balance sheets
  by de Haan, Leo & Holton, Sarah & van den End, Jan Willem
• Banks' net interest margins and interest rate risk: communicating vessels?
  by Raymond Chaudron & Leo de Haan & Marco Hoeberichts
• Is fiscal policy in the euro area Ricardian?
  by Nikki Panjer & Leo Haan & Jan P. A. M. Jacobs
• European banks after the global financial crisis: peak accumulated losses, twin crises and business models
  by Leo Haan & Jan Kakes
• Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages
  by Leo Haan & Mauro Mastrogiacomo
• Benchmark selection and performance
  by Broeders, Dirk & de Haan, Leo