Leo de Haan
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author of:
- Timing of Banks’ Loan Loss Provisioning During the Crisis (RePEc:bca:bocawp:16-27)
by Leo de Haan & Maarten van Oordt - Financial institutions' business models and the global transmission of monetary policy (RePEc:bde:wpaper:1815)
by Isabel Argimón & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs - Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms? (RePEc:bla:irvfin:v:11:y:2011:i:2:p:227-243)
by W. Allard Bruinshoofd & Leo De Haan - What Do Current Account Reversals in OECD Countries Tell Us About the US Case? (RePEc:bla:worlde:v:31:y:2008:i:2:p:286-311)
by Leo De Haan & Hubert Schokker & Anastassia Tcherneva - Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis (RePEc:ces:ceswps:_2342)
by Robert S. Chirinko & Leo de Haan & Elmer Sterken - Pension fund finance and sponsoring companies (RePEc:cup:jpenef:v:11:y:2012:i:03:p:439-463_00)
by Davis, E. Philip & De Haan, Leo - Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts? (RePEc:cup:jpenef:v:17:y:2018:i:04:p:437-468_00)
by De Haan, Leo - Benchmark selection and performance (RePEc:cup:jpenef:v:19:y:2020:i:4:p:511-531_3)
by Broeders, Dirk & de Haan, Leo - Banks net interest margins and interest rate risk: communicating vessels? (RePEc:dnb:dnbwpp:675)
by Raymond Chaudron & Leo de Haan & Marco Hoeberichts - How QE changes the nature of sovereign risk (RePEc:dnb:dnbwpp:737)
by Dirk Broeders & Leo de Haan & Jan Willem van den End - The credit channel in the Netherlands: evidence from bank balance sheets (RePEc:ecb:ecbwps:200198)
by de Haan, Leo - Lenders on the storm of wholesale funding shocks: Saved by the central bank? (RePEc:ecb:ecbwps:20161884)
by de Haan, Leo & Vermeulen, Philip & van den End, Jan Willem - The impact of central bank liquidity support on banks’ balance sheets (RePEc:ecb:ecbwps:20192326)
by de Haan, Leo & Holton, Sarah & van den End, Jan Willem - The signalling content of asset prices for inflation: Implications for quantitative easing (RePEc:eee:ecosys:v:42:y:2018:i:1:p:45-63)
by de Haan, Leo & van den End, Jan Willem - Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms (RePEc:eee:empfin:v:10:y:2003:i:5:p:661-681)
by de Haan, Leo & Hinloopen, Jeroen - Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales (RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174)
by de Haan, Leo & van den End, Jan Willem - Are non-risk based capital requirements for insurance companies binding? (RePEc:eee:jbfina:v:34:y:2010:i:7:p:1618-1627)
by de Haan, Leo & Kakes, Jan - Momentum or contrarian investment strategies: Evidence from Dutch institutional investors (RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251)
by de Haan, Leo & Kakes, Jan - Bank profitability during recessions (RePEc:eee:jbfina:v:36:y:2012:i:9:p:2552-2564)
by Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R.C. & Swank, Job - Bank liquidity, the maturity ladder, and regulation (RePEc:eee:jbfina:v:37:y:2013:i:10:p:3930-3950)
by de Haan, Leo & van den End, Jan Willem - Timing of banks’ loan loss provisioning during the crisis (RePEc:eee:jbfina:v:87:y:2018:i:c:p:293-303)
by de Haan, Leo & van Oordt, Maarten R.C. - Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt (RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001248)
by de Haan, Leo & Vermeulen, Robert - How quantitative easing changes the nature of sovereign risk (RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000827)
by Broeders, Dirk & de Haan, Leo & Willem van den End, Jan - Are European sovereign bonds fairly priced? The role of modelling uncertainty (RePEc:eee:jimfin:v:47:y:2014:i:c:p:239-267)
by de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem - Financial institutions’ business models and the global transmission of monetary policy (RePEc:eee:jimfin:v:90:y:2019:i:c:p:99-117)
by Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors - Loan loss provisioning, bank credit and the real economy (RePEc:eee:jmacro:v:45:y:2015:i:c:p:124-136)
by Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M. - Financial Institutions’ Business Models and the Global Transmission of Monetary Policy (RePEc:fip:fedgif:1228)
by Isabel Argimon & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs - Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area (RePEc:gro:rugccs:200212)
by Haan, Leo de & Sterken, Elmer - Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis (RePEc:gro:rugccs:200411)
by Chirinko, Robert S. & Haan, Leo de & Sterken, Elmer - Market timing and corporate capital structure: a transatlantic comparison (RePEc:hal:journl:hal-00716627)
by Allard Bruinshoofd & Leo de Haan - Market Timing and Capital Structure: Evidence for Dutch Firms (RePEc:kap:decono:v:155:y:2007:i:2:p:183-206)
by Tijs Bie & Leo Haan - Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages (RePEc:kap:decono:v:168:y:2020:i:4:d:10.1007_s10645-020-09367-w)
by Leo Haan & Mauro Mastrogiacomo - Is fiscal policy in the euro area Ricardian? (RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09431-y)
by Nikki Panjer & Leo Haan & Jan P. A. M. Jacobs - Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market (RePEc:kap:jfsres:v:39:y:2011:i:3:p:145-159)
by Leo Haan & Elmer Sterken - Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels? (RePEc:kap:jfsres:v:63:y:2023:i:1:d:10.1007_s10693-021-00375-8)
by Raymond F. D. D. Chaudron & Leo Haan & Marco Hoeberichts - International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country (RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09531-z)
by Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan - MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia (RePEc:mae:wpaper:2001-01)
by Leo de Haan & Aneta Naumovska & Marga Peeters - European banks after the global financial crisis: peak accumulated losses, twin crises and business models (RePEc:pal:jbkreg:v:21:y:2020:i:3:d:10.1057_s41261-019-00107-y)
by Leo Haan & Jan Kakes - Investment and Debt Constraints: Evidence from Dutch Panel Data (RePEc:pal:palchp:978-1-349-26732-3_6)
by Hans Ees & Harry Garretsen & Leo Haan & Elmer Sterken - Investment strategies of institutional investors: evidence from Dutch flow-of-funds data (RePEc:taf:apeclt:v:19:y:2012:i:2:p:155-159)
by Leo de Haan & Jan Kakes - Market timing and corporate capital structure: a transatlantic comparison (RePEc:taf:applec:44:y:2012:i:28:p:3691-3703)
by W. Allard Bruinshoofd & Leo de Haan - Lenders on the storm of wholesale funding shocks: saved by the central bank? (RePEc:taf:applec:v:49:y:2017:i:46:p:4679-4703)
by Leo de Haan & Jan Willem van den End & Philip Vermeulen - The impact of central bank liquidity support on banks’ sovereign exposures (RePEc:taf:applec:v:53:y:2021:i:15:p:1788-1806)
by Leo de Haan & Sarah Holton & Jan Willem van den End - The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK (RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420)
by Leo De Haan & Elmer Sterken - Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues (RePEc:tin:wpaper:20020072)
by Leo de Haan & Jeroen Hinloopen