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 0 1 2 438
Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis 0 0 1 4 0 1 4 36
Banks net interest margins and interest rate risk: communicating vessels? 0 0 1 25 0 1 3 90
Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area 0 0 0 10 0 0 2 47
Financial Institutions’ Business Models and the Global Transmission of Monetary Policy 1 1 2 55 1 1 3 129
Financial institutions' business models and the global transmission of monetary policy 0 0 1 60 0 0 2 141
How QE changes the nature of sovereign risk 0 0 0 14 0 0 4 20
Lenders on the storm of wholesale funding shocks: Saved by the central bank? 0 0 1 33 0 0 2 64
MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia 0 0 0 12 0 1 1 65
Market timing and corporate capital structure: a transatlantic comparison 0 0 0 1 1 1 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 0 0 1 577
The impact of central bank liquidity support on banks’ balance sheets 0 0 1 60 0 0 4 145
Timing of Banks’ Loan Loss Provisioning During the Crisis 0 0 0 13 0 0 0 50
Total Working Papers 1 1 8 864 2 6 30 2,958


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 1 1 1 30 1 1 1 151
Are non-risk based capital requirements for insurance companies binding? 0 0 1 64 0 2 5 312
Bank liquidity, the maturity ladder, and regulation 0 0 0 78 0 2 11 266
Bank profitability during recessions 1 4 12 182 1 7 27 607
Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market 0 0 0 25 1 2 6 133
Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels? 0 1 6 9 1 3 22 37
Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales 0 0 3 78 1 3 8 254
Benchmark selection and performance 0 1 3 16 0 1 6 47
European banks after the global financial crisis: peak accumulated losses, twin crises and business models 1 1 6 17 2 3 13 55
Financial institutions’ business models and the global transmission of monetary policy 0 0 2 34 0 2 7 177
How quantitative easing changes the nature of sovereign risk 0 0 2 2 0 2 16 23
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 0 0 2 51
Investment strategies of institutional investors: evidence from Dutch flow-of-funds data 0 0 0 12 0 0 1 65
Is fiscal policy in the euro area Ricardian? 0 0 1 5 0 1 3 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 0 0 46
Lenders on the storm of wholesale funding shocks: saved by the central bank? 0 0 2 12 1 2 8 128
Loan loss provisioning, bank credit and the real economy 0 0 0 38 0 2 5 195
Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages 0 0 1 9 0 1 8 34
Market Timing and Capital Structure: Evidence for Dutch Firms 0 0 0 149 0 0 4 440
Market timing and corporate capital structure: a transatlantic comparison 0 0 0 34 0 1 4 150
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors 0 0 3 32 1 3 12 160
Pension fund finance and sponsoring companies* 0 0 1 28 1 2 4 107
Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms 0 1 4 166 0 3 11 555
Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts? 0 0 0 7 0 1 2 41
Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt 0 0 1 4 0 1 5 31
The impact of central bank liquidity support on banks’ sovereign exposures 0 0 0 3 0 2 7 16
The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK 0 0 0 147 0 1 3 386
The signalling content of asset prices for inflation: Implications for quantitative easing 1 1 1 35 1 3 7 297
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 4 10 50 1,284 11 51 210 5,108


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 2024-12-04