Details about Dennis Vink

Access statistics for papers by Dennis Vink.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: pvi127

Working Papers

2023

1. Risk retention in the European securitization market: skimmed by the skin-in-the-game methods?
   Working Paper Series, European Central Bank

2022

2. Intensified competition and the impact on credit ratings in the RMBS market
   Working Paper Series, European Central Bank
   See also Journal Article Intensified Competition and The Impact on Credit Ratings in the RMBS market, Financial Markets, Institutions & Instruments, John Wiley & Sons (2023) (2023)

2009

3. Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings
   Yale School of Management Working Papers, Yale School of Management

2008

4. ABS, MBS and CDO compared: an empirical analysis
   MPRA Paper, University Library of Munich, Germany View citations (9)
5. An Empirical Analysis of Asset-Backed Securitization
   MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2024

1. Creditor protection and credit ratings in the US RMBS market
   Financial Markets, Institutions & Instruments, 2024, 33, (3), 267-292

2023

2. How much do Investors Rely on Credit Ratings: Empirical evidence from the U.S. and E.U. CLO primary market
   Journal of Financial Services Research, 2023, 63, (2), 221-247
3. Intensified Competition and The Impact on Credit Ratings in the RMBS market
   Financial Markets, Institutions & Instruments, 2023, 32, (2), 51-86
   See also Working Paper Intensified competition and the impact on credit ratings in the RMBS market, Working Paper Series (2022) (2022)

2021

4. Security design and credit rating risk in the CLO market
   Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (3)

2017

5. Exploring rating shopping for european triple a senior structured finance securities
   Finance Research Letters, 2017, 20, (C), 35-39 View citations (4)

2015

6. The information content of three credit ratings: the case of European residential mortgage-backed securities
   The European Journal of Finance, 2015, 21, (3), 172-194 View citations (10)

2012

7. Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities
   European Financial Management, 2012, 18, (4), 515-542 View citations (16)