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Details about Dennis Vink

E-mail:
Homepage:http://www.dennisvink.nl
Workplace:Center for Finance, Nyenrode Business Universiteit (Nyenrode Business University), (more information at EDIRC)

Access statistics for papers by Dennis Vink.

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

Short-id: pvi127


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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 Downloads View citations (1)

2008

  1. ABS, MBS and CDO compared: an empirical analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  2. An Empirical Analysis of Asset-Backed Securitization
    MPRA Paper, University Library of Munich, Germany Downloads 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 Downloads View citations (1)

2015

  1. 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 Downloads View citations (3)

2012

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