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