Leo de Haan

De Nederlandsche Bank

P.O. Box 98

1000 AB Amsterdam

Netherlands

SCHOLARLY PAPERS

23

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2,837

SSRN CITATIONS
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Top 10,227

in Total Papers Citations

98

CROSSREF CITATIONS

58

Scholarly Papers (23)

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 346 (159,949)
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 265 (211,415)

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 256 (218,778)
Citation 7

Abstract:

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monetary policy, asset prices, structural VAR

4.

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 196 (281,657)
Citation 11

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Banks, Liquidity, Regulation

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 137 (382,410)

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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 47 (739,987)

Abstract:

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E52, E58, G12

6.

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 Amsterdam and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 179 (305,568)
Citation 12

Abstract:

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Bank profitability, Business cycle

7.

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 156 (343,968)
Citation 5

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Asset allocation, Investment strategy, Insurance companies, Pension funds

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 140 (375,407)
Citation 6

Abstract:

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banks, funding, liquidity, banking 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 67 (621,649)
Citation 6

Abstract:

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banking/financial intermediation, financial crisis

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 65 (632,029)

Abstract:

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banking/financial intermediation, financial crisis

10.

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 127 (404,999)

Abstract:

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Monetary policy transmission, bank lending

11.

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 Business, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 103 (472,735)
Citation 48

Abstract:

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

12.

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 90 (516,346)
Citation 3

Abstract:

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loan loss provisioning, bank lending, business cycle

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 89 (519,956)
Citation 1

Abstract:

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Pension funds, Asset allocation, Benchmark selection, Investment performance

14.

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 84 (538,732)
Citation 4

Abstract:

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Bank profitability, Business model, Financial 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 53 (700,666)
Citation 1

Abstract:

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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 31 (864,640)

Abstract:

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Pension funds, funding ratio, regulation, recovery plans

16.

Timing of Banks' Loan Loss Provisioning During the Crisis

De Nederlandsche Bank Working Paper No. 513
Number of pages: 34 Posted: 07 Jun 2016
Leo de Haan and Maarten R.C. van Oordt
De Nederlandsche Bank and VU University Amsterdam
Downloads 72 (588,795)
Citation 1

Abstract:

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Loan loss provisioning, Impairments, Financial institutions, Supervision, 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 69 (602,653)

Abstract:

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macro-econometric modeling

18.

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 65 (621,690)

Abstract:

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

19.

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 59 (652,592)
Citation 5

Abstract:

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Sovereign bond, Interest rate, Risk premium

20.

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 50 (704,212)
Citation 3

Abstract:

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Quantitative Easing, Inflation, Financial markets

21.

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 33 (823,799)

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Fiscal Policy, Euro area, Ricardian regime

22.

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 30 (848,565)

Abstract:

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

23.

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 28 (865,412)

Abstract:

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E52, E58, G12