Leo de Haan

De Nederlandsche Bank

P.O. Box 98

1000 AB Amsterdam

Netherlands

SCHOLARLY PAPERS

25

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SSRN CITATIONS
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Top 10,007

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62

CROSSREF CITATIONS

62

Scholarly Papers (25)

1.

Ordering the Preference Hierarchy for Internal Finance, Bank Loans, Bond and Share Issues: Evidence from Dutch Firms

Tinbergen Institute Discussion Paper No. 02-072/2
Number of pages: 28 Posted: 10 Jul 2003
Leo de Haan and Jeroen Hinloopen
De Nederlandsche Bank and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 320 (139,022)
Citation 7

Abstract:

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Corporate finance, discrete choice models, ordered financing hierarchies

2.

A Probit Model for Insolvency Risk Among Insurance Companies

Frontiers in Finance and Economics, Vol. 9, No. 1, 33-50
Number of pages: 18 Posted: 29 Jun 2012
Leo de Haan and Jan Kakes
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 234 (190,588)

Abstract:

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Probit model, Insolvency risk, Insurance

3.

Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis

CESifo Working Paper Series No. 2342, UIC College of Business Administration Research Paper No. 08-10
Number of pages: 35 Posted: 08 Jul 2008 Last Revised: 17 Nov 2021
CESifo (Center for Economic Studies and Ifo Institute)University of Illinois at Chicago, Department of Finance, De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 230 (193,685)
Citation 2

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monetary policy, asset prices, structural VAR

4.

Bank Profitability During Recessions

De Nederlandsche Bank Working Paper No. 251
Number of pages: 42 Posted: 24 Oct 2011
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank, De Nederlandsche Bank - Research Department, VU University AmsterdamTinbergen Institute and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 160 (267,196)
Citation 12

Abstract:

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Bank profitability, Business cycle

5.

Bank Liquidity, the Maturity Ladder, and Regulation

De Nederlandsche Bank Working Paper No. 346
Number of pages: 57 Posted: 06 Aug 2012
Leo de Haan and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 154 (276,982)
Citation 11

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Banks, Liquidity, Regulation

6.

Momentum or Contrarian Investment Strategies: Evidence from Dutch Institutional Investors

De Nederlandsche Bank Working Paper No. 242
Number of pages: 23 Posted: 21 Oct 2011
Leo de Haan and Jan Kakes
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 138 (300,795)
Citation 2

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Asset allocation, Investment strategy, Insurance companies, Pension funds

How QE changes the nature of sovereign risk

De Nederlandsche Bank Working Paper No. 737
Number of pages: 51 Posted: 11 Feb 2022
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 90 (407,680)

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Quantitative Easing, Sovereign risk, Sovereign spreads, Contingent Claims Model

How QE Changes the Nature of Sovereign Risk

Number of pages: 63 Posted: 11 Jul 2022
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 28 (691,530)

Abstract:

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E52, E58, G12

8.

Banks’ Responses to Funding Liquidity Shocks: Lending Adjustment, Liquidity Hoarding and Fire Sales

De Nederlandsche Bank Working Paper No. 293
Number of pages: 30 Posted: 01 Nov 2011
Leo de Haan and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 117 (339,749)
Citation 6

Abstract:

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banks, funding, liquidity, banking crisis

9.

The Credit in the Netherlands: Evidence from Bank Balance Sheets

Number of pages: 44 Posted: 21 Dec 2002
Leo de Haan
De Nederlandsche Bank
Downloads 111 (352,464)

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Monetary policy transmission, bank lending

Lenders on the Storm of Wholesale Funding Shocks: Saved by the Central Bank?

ECB Working Paper No. 1884
Number of pages: 37 Posted: 24 Feb 2016
De Nederlandsche Bank, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 47 (572,728)

Abstract:

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banking/financial intermediation, financial crisis

Lenders on the Storm of Wholesale Funding Shocks: Saved by the Central Bank?

De Nederlandsche Bank Working Paper No. 456
Number of pages: 36 Posted: 21 Jan 2015
De Nederlandsche Bank, De Nederlandsche Bank and European Central Bank (ECB)
Downloads 43 (594,210)
Citation 6

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banking/financial intermediation, financial crisis

11.

Loan Loss Provisioning, Bank Credit and the Real Economy

De Nederlandsche Bank Working Paper No. 445
Number of pages: 34 Posted: 23 Oct 2014
De Nederlandsche Bank - Research Department, De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 65 (484,953)
Citation 3

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loan loss provisioning, bank lending, business cycle

12.

Financial Institutions' Business Models and the Global Transmission of Monetary Policy

Banco de Espana Working Paper No. 1815
Number of pages: 39 Posted: 07 Jun 2018
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements, University of Groningen - Faculty of Economics and BusinessDe Nederlandsche Bank, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 64 (488,878)
Citation 44

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monetary policy transmission, global financial institutions, bank lending channel, portfolio channel, business models.

13.

Benchmark Selection and Performance

De Nederlandsche Bank Working Paper No. 603
Number of pages: 37 Posted: 14 Aug 2018
Dirk Broeders and Leo de Haan
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 61 (500,619)
Citation 1

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Pension funds, Asset allocation, Benchmark selection, Investment performance

14.

Timing of Banks' Loan Loss Provisioning During the Crisis

De Nederlandsche Bank Working Paper No. 513
Number of pages: 34 Posted: 07 Jun 2016
De Nederlandsche Bank and VU University AmsterdamTinbergen Institute
Downloads 56 (521,206)
Citation 1

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Loan loss provisioning, Impairments, Financial institutions, Supervision, Crisis

Recovery Measures of Underfunded Pension Funds: Higher Contributions, No Indexation, or Pension Cuts?

De Nederlandsche Bank Working Paper No. 485
Number of pages: 40 Posted: 02 Nov 2015
Leo de Haan
De Nederlandsche Bank
Downloads 36 (635,753)
Citation 1

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pension funds, funding ratio, regulation, recovery plans

Recovery Measures of Underfunded Pension Funds: Higher Contributions, No Indexation, or Pension Cuts?

Netspar Discussion Paper No. 10/2015-051
Number of pages: 37 Posted: 13 Jan 2016
Leo de Haan
De Nederlandsche Bank
Downloads 20 (759,062)

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Pension funds, funding ratio, regulation, recovery plans

16.

European Banks after the Global Financial Crisis: Peak Accumulated Losses, Twin Crises and Business Models

De Nederlandsche Bank Working Paper No. 600
Number of pages: 32 Posted: 30 Jul 2018
Jan Kakes and Leo de Haan
De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 52 (538,604)
Citation 3

Abstract:

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Bank profitability, Business model, Financial crisis

17.

MAKMODEL: A Macro-Econometric Model for the Republic of Macedonia

De Nederlandsche Bank WO&E Research Memorandum No. 665 , National Bank of the Republic of Macedonia Working Paper No 8
Number of pages: 42 Posted: 11 Jun 2011 Last Revised: 06 Oct 2011
Leo de Haan, Aneta Naumovska and Marga Peeters
De Nederlandsche Bank, affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 50 (547,791)

Abstract:

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macro-econometric modeling

18.

Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty

De Nederlandsche Bank Working Paper No. 399
Number of pages: 58 Posted: 07 Nov 2013
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 44 (576,953)
Citation 4

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Sovereign bond, Interest rate, Risk premium

19.

The Signalling Content of Asset Prices for Inflation: Implications for Quantitative Easing

De Nederlandsche Bank Working Paper No. 516
Number of pages: 36 Posted: 29 Jul 2016
Leo de Haan and Jan Willem van den End
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 39 (603,845)
Citation 3

Abstract:

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Quantitative Easing, Inflation, Financial markets

20.

Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence From Dutch Residential Mortgages

De Nederlandsche Bank Working Paper No. 655
Number of pages: 37 Posted: 12 Sep 2019
Leo de Haan and Mauro Mastrogiacomo
De Nederlandsche Bank and De Nederlansdche Bank (DNB)
Downloads 29 (665,507)

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Credit risk, Mortgage loans, Loan to Value, Loan guarantees

21.

The Impact of Sovereign Debt Ratings on Euro Area Cross-Border Holdings of Euro Area Sovereign Debt

De Nederlandsche Bank Working Paper No. 620
Number of pages: 36 Posted: 28 Dec 2018 Last Revised: 09 Jan 2019
Leo de Haan and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 19 (743,513)

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euro area, asset allocation, sovereign debt, sovereign debt rating

22.

Is Fiscal Policy in the Euro Area Ricardian?

De Nederlandsche Bank Working Paper No. 562
Number of pages: 37 Posted: 21 Jul 2017
University of Groningen, De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 18 (752,187)

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Fiscal Policy, Euro area, Ricardian regime

23.

What Do Current Account Reversals in OECD Countries Tell Us About the US Case?

World Economy, Vol. 31, Issue 2, pp. 286-311, February 2008
Number of pages: 26 Posted: 30 Jan 2008
De Nederlandsche Bank, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 8 (850,402)

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24.

The Impact of QE on Sovereign Spreads in the Emu

Number of pages: 11 Posted: 10 Nov 2022
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 4 (896,288)

Abstract:

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E52, E58, G12

25.

Is the Negative Relation between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms?

International Review of Finance, Vol. 11, Issue 2, pp. 227-243, 2011
Number of pages: 17 Posted: 12 Jun 2011
W. Allard Bruinshoofd and Leo de Haan
affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 4 (896,288)
Citation 1

Abstract:

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