Details about Dennis Vink

Access statistics for papers by Dennis Vink.

Last updated 2018-09-18. Update your information in the RePEc Author Service.

Short-id: pvi127

Working Papers

2009

1. Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings
   Yale School of Management Working Papers, Yale School of Management View citations (1)

2008

2. ABS, MBS and CDO compared: an empirical analysis
   MPRA Paper, University Library of Munich, Germany View citations (8)
3. An Empirical Analysis of Asset-Backed Securitization
   MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2017

1. Exploring rating shopping for european triple a senior structured finance securities
   Finance Research Letters, 2017, 20, (C), 35-39 View citations (1)

2015

2. 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 (3)

2012

3. Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities
   European Financial Management, 2012, 18, (4), 515-542 View citations (8)