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 1 145 3 4 8 447
Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis 0 0 0 4 2 2 3 39
Banks net interest margins and interest rate risk: communicating vessels? 0 1 1 26 8 11 16 108
Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area 0 0 0 10 2 7 8 55
Financial Institutions’ Business Models and the Global Transmission of Monetary Policy 0 0 0 55 9 11 12 143
Financial institutions' business models and the global transmission of monetary policy 0 0 0 60 2 8 8 150
How QE changes the nature of sovereign risk 0 0 2 16 6 8 16 36
Lenders on the storm of wholesale funding shocks: Saved by the central bank? 0 0 0 33 2 4 4 69
MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia 0 0 0 12 4 5 6 71
Market timing and corporate capital structure: a transatlantic comparison 0 0 0 1 2 3 3 58
Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues 0 0 0 256 4 7 8 1,109
The credit channel in the Netherlands: evidence from bank balance sheets 0 0 0 177 3 5 8 585
The impact of central bank liquidity support on banks’ balance sheets 0 0 3 63 4 7 13 160
Timing of Banks’ Loan Loss Provisioning During the Crisis 0 0 0 13 1 5 8 58
Total Working Papers 0 1 7 871 52 87 121 3,088


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 31 3 4 7 158
Are non-risk based capital requirements for insurance companies binding? 0 0 3 68 1 3 9 322
Bank liquidity, the maturity ladder, and regulation 0 0 0 79 4 12 17 285
Bank profitability during recessions 0 1 7 190 7 14 29 637
Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market 0 0 0 25 5 9 9 142
Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels? 0 0 4 13 4 5 26 63
Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales 0 0 2 81 4 12 22 277
Benchmark selection and performance 0 2 2 18 0 4 9 56
European banks after the global financial crisis: peak accumulated losses, twin crises and business models 0 0 4 21 2 8 15 76
Financial institutions’ business models and the global transmission of monetary policy 0 1 3 37 2 8 15 195
How quantitative easing changes the nature of sovereign risk 1 1 1 5 8 10 16 41
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 2 4 10 62
Investment strategies of institutional investors: evidence from Dutch flow-of-funds data 0 0 0 12 2 5 6 71
Is fiscal policy in the euro area Ricardian? 0 0 1 6 2 4 5 46
Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms? 0 0 0 9 1 1 2 49
Lenders on the storm of wholesale funding shocks: saved by the central bank? 0 0 0 12 4 5 11 140
Loan loss provisioning, bank credit and the real economy 0 0 1 41 1 5 12 209
Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages 1 1 4 13 6 9 26 73
Market Timing and Capital Structure: Evidence for Dutch Firms 0 0 0 149 2 2 5 446
Market timing and corporate capital structure: a transatlantic comparison 0 0 0 34 8 8 10 160
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors 0 0 2 35 1 6 11 173
Pension fund finance and sponsoring companies* 0 0 0 28 1 4 7 114
Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms 0 0 2 168 5 8 13 571
Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts? 0 0 0 7 4 6 7 48
Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt 0 0 2 6 4 7 13 44
The impact of central bank liquidity support on banks’ sovereign exposures 0 1 1 4 2 3 6 22
The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK 0 0 0 148 2 2 6 393
The signalling content of asset prices for inflation: Implications for quantitative easing 0 0 2 37 5 5 10 307
Timing of banks’ loan loss provisioning during the crisis 1 2 2 13 4 7 13 100
What Do Current Account Reversals in OECD Countries Tell Us About the US Case? 0 0 0 45 3 4 4 220
Total Journal Articles 4 10 44 1,338 99 184 351 5,500


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 1 3 3 4
Total Chapters 0 0 0 0 1 3 3 4


Statistics updated 2026-02-12