Access Statistics for Leo de Haan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis 0 0 1 144 2 3 5 441
Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis 0 0 1 4 0 0 4 36
Banks net interest margins and interest rate risk: communicating vessels? 0 0 1 25 1 3 6 93
Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area 0 0 0 10 0 0 1 47
Financial Institutions’ Business Models and the Global Transmission of Monetary Policy 0 0 2 55 0 2 4 131
Financial institutions' business models and the global transmission of monetary policy 0 0 1 60 0 1 2 142
How QE changes the nature of sovereign risk 0 0 0 14 0 0 1 20
Lenders on the storm of wholesale funding shocks: Saved by the central bank? 0 0 1 33 0 1 3 65
MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia 0 0 0 12 0 0 1 65
Market timing and corporate capital structure: a transatlantic comparison 0 0 0 1 0 0 2 55
Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues 0 0 0 256 0 0 0 1,101
The credit channel in the Netherlands: evidence from bank balance sheets 0 0 0 177 1 1 2 578
The impact of central bank liquidity support on banks’ balance sheets 0 0 0 60 0 2 4 147
Timing of Banks’ Loan Loss Provisioning During the Crisis 0 0 0 13 0 0 0 50
Total Working Papers 0 0 7 864 4 13 35 2,971


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are European sovereign bonds fairly priced? The role of modelling uncertainty 0 0 1 30 0 0 1 151
Are non-risk based capital requirements for insurance companies binding? 0 1 2 65 0 1 5 313
Bank liquidity, the maturity ladder, and regulation 0 1 1 79 2 4 12 270
Bank profitability during recessions 0 1 8 183 2 3 23 610
Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market 0 0 0 25 0 0 4 133
Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels? 0 0 6 9 2 2 19 39
Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales 1 2 5 80 1 2 10 256
Benchmark selection and performance 0 0 3 16 0 0 6 47
European banks after the global financial crisis: peak accumulated losses, twin crises and business models 0 0 6 17 1 7 19 62
Financial institutions’ business models and the global transmission of monetary policy 2 2 3 36 3 6 12 183
How quantitative easing changes the nature of sovereign risk 0 2 4 4 1 3 12 26
International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country 0 0 0 3 3 4 5 55
Investment strategies of institutional investors: evidence from Dutch flow-of-funds data 0 0 0 12 1 1 2 66
Is fiscal policy in the euro area Ricardian? 0 0 1 5 0 0 2 41
Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms? 0 0 0 9 0 1 1 47
Lenders on the storm of wholesale funding shocks: saved by the central bank? 0 0 2 12 0 1 7 129
Loan loss provisioning, bank credit and the real economy 0 2 2 40 0 2 6 197
Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages 0 0 1 9 9 22 30 56
Market Timing and Capital Structure: Evidence for Dutch Firms 0 0 0 149 0 1 3 441
Market timing and corporate capital structure: a transatlantic comparison 0 0 0 34 0 0 4 150
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors 0 1 3 33 0 2 12 162
Pension fund finance and sponsoring companies* 0 0 1 28 0 0 4 107
Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms 0 0 3 166 0 3 12 558
Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts? 0 0 0 7 0 0 1 41
Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt 0 0 1 4 0 0 5 31
The impact of central bank liquidity support on banks’ sovereign exposures 0 0 0 3 1 1 7 17
The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK 0 1 1 148 1 2 4 388
The signalling content of asset prices for inflation: Implications for quantitative easing 0 0 1 35 1 1 8 298
Timing of banks’ loan loss provisioning during the crisis 0 0 0 11 0 0 2 87
What Do Current Account Reversals in OECD Countries Tell Us About the US Case? 0 0 0 45 0 0 0 216
Total Journal Articles 3 13 55 1,297 28 69 238 5,177


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Investment and Debt Constraints: Evidence from Dutch Panel Data 0 0 0 0 0 0 0 1
Total Chapters 0 0 0 0 0 0 0 1


Statistics updated 2025-03-03