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Dennis Vink

Personal Details

First Name:Dennis
Middle Name:
Last Name:Vink
Suffix:
RePEc Short-ID:pvi127
[This author has chosen not to make the email address public]
http://www.dennisvink.nl

Affiliation

Center for Finance
Nyenrode Business Universiteit

Breukelen, Netherlands
http://www.nyenrode.nl/FacultyResearch/CF/
RePEc:edi:cfnyenl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. van Breemen, Vivian M. & Schwarz, Claudia & Vink, Dennis, 2023. "Risk retention in the European securitization market: skimmed by the skin-in-the-game methods?," Working Paper Series 2837, European Central Bank.
  2. van Breemen, Vivian M. & Fabozzi, Frank J. & Vink, Dennis, 2022. "Intensified competition and the impact on credit ratings in the RMBS market," Working Paper Series 2691, European Central Bank.
  3. Dennis Vink & Frank Fabozzi, 2009. "Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings," Yale School of Management Working Papers amz2493, Yale School of Management.
  4. Vink, Dennis, 2007. "ABS, MBS and CDO compared: an empirical analysis," MPRA Paper 10381, University Library of Munich, Germany, revised 09 Sep 2008.
  5. Vink, Dennis, 2007. "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper 10382, University Library of Munich, Germany, revised 25 Aug 2008.

Articles

  1. Frank Fabozzi & Vivian M. Breemen & Dennis Vink & Mike Nawas & Austin Gengos, 2023. "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, Springer;Western Finance Association, vol. 63(2), pages 221-247, April.
  2. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  3. Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis, 2017. "Exploring rating shopping for european triple a senior structured finance securities," Finance Research Letters, Elsevier, vol. 20(C), pages 35-39.
  4. Frank J. Fabozzi & Dennis Vink, 2015. "The information content of three credit ratings: the case of European residential mortgage-backed securities," The European Journal of Finance, Taylor & Francis Journals, vol. 21(3), pages 172-194, February.
  5. Frank J. Fabozzi & Dennis Vink, 2012. "Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities," European Financial Management, European Financial Management Association, vol. 18(4), pages 515-542, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Vink, Dennis, 2007. "ABS, MBS and CDO compared: an empirical analysis," MPRA Paper 10381, University Library of Munich, Germany, revised 09 Sep 2008.

    Cited by:

    1. Eduardo Fernandes Cazassa & Richard Saito, 2016. "Rating para CRIs: vale a pena?," LARES lares-16-cazassa_ratings_, Latin American Real Estate Society (LARES).
    2. Peña Cerezo, Miguel Ángel & Rodríguez Castellanos, Arturo & Ibáñez Hernández, Francisco Jaime, 2015. "Does rating shopping exist in spanish securitization issues?," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
    3. Valerio Buscaino & Stefano Caselli & Francesco Corielli & Stefano Gatti, 2012. "Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants," European Financial Management, European Financial Management Association, vol. 18(5), pages 950-969, November.
    4. Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Treepongkaruna, Sirimon, 2015. "Do asset backed securities ratings matter on average?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 32-43.
    5. João M. Pinto & Mafalda C. Correia, 2017. "Are Covered Bonds Different from Asset Securitization Bonds?," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    6. Sojung Carol Park & Jean Lemaire & Xiaoying Xie, 2016. "The Opaqueness of Structured Bonds: Evidence from the U.S. Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 650-676, October.
    7. Miguel Á. Peña-Cerezo & Arturo Rodríguez-Castellanos & Francisco J. Ibáñez-Hernández, 2019. "Multi-tranche securitisation structures: more than just a zero-sum game?," The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 167-189, January.
    8. Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter & Hassan, M. Kabir, 2020. "Asymmetric information and securitization design in Islamic capital markets," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    9. Iancu, Aurel, 2013. "Financialisation: Structure, Extent, Consequences," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 172-192, June.

  2. Vink, Dennis, 2007. "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper 10382, University Library of Munich, Germany, revised 25 Aug 2008.

    Cited by:

    1. IANCU, Aurel, 2013. "Extending Financialisation and Increasing Fragility of the Financial System," Working Papers of National Institute for Economic Research 130307, Institutul National de Cercetari Economice (INCE).
    2. Peña Cerezo, Miguel Ángel & Rodríguez Castellanos, Arturo & Ibáñez Hernández, Francisco Jaime, 2015. "Does rating shopping exist in spanish securitization issues?," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
    3. Miguel Á. Peña-Cerezo & Arturo Rodríguez-Castellanos & Francisco J. Ibáñez-Hernández, 2019. "Multi-tranche securitisation structures: more than just a zero-sum game?," The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 167-189, January.

Articles

  1. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).

    Cited by:

    1. Frank Fabozzi & Vivian M. Breemen & Dennis Vink & Mike Nawas & Austin Gengos, 2023. "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, Springer;Western Finance Association, vol. 63(2), pages 221-247, April.

  2. Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis, 2017. "Exploring rating shopping for european triple a senior structured finance securities," Finance Research Letters, Elsevier, vol. 20(C), pages 35-39.

    Cited by:

    1. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021. "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    2. Karimov, Nodirbek & Kara, Alper & Downing, Gareth & Marqués-Ibáñez, David, 2024. "The impact of regulatory changes on rating behaviour," Working Paper Series 2920, European Central Bank.

  3. Frank J. Fabozzi & Dennis Vink, 2015. "The information content of three credit ratings: the case of European residential mortgage-backed securities," The European Journal of Finance, Taylor & Francis Journals, vol. 21(3), pages 172-194, February.

    Cited by:

    1. Solomon Y. Deku & Alper Kara & Nodirbek Karimov, 2021. "Do investors value frequent issuers in securitization?," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1247-1282, November.
    2. Cuadros-Solas, Pedro J. & Salvador, Carlos & Suárez, Nuria, 2021. "Am I riskier if I rescue my banks? Beyond the effects of bailouts," Journal of Financial Stability, Elsevier, vol. 56(C).
    3. Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
    4. Cuadros-Solas, Pedro Jesús & Salvador Muñoz, Carlos, 2022. "Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC," Research in International Business and Finance, Elsevier, vol. 59(C).
    5. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
    6. Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis, 2017. "Exploring rating shopping for european triple a senior structured finance securities," Finance Research Letters, Elsevier, vol. 20(C), pages 35-39.
    7. Karimov, Nodirbek & Kara, Alper & Downing, Gareth & Marqués-Ibáñez, David, 2024. "The impact of regulatory changes on rating behaviour," Working Paper Series 2920, European Central Bank.
    8. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.

  4. Frank J. Fabozzi & Dennis Vink, 2012. "Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities," European Financial Management, European Financial Management Association, vol. 18(4), pages 515-542, September.

    Cited by:

    1. Yang, Liuyong & Wang, Rui & Chen, Zhenyi & Luo, Xingguo, 2020. "What determines the issue price of lease asset-backed securities in China?," International Review of Financial Analysis, Elsevier, vol. 72(C).
    2. Winnie P. H. Poon & Dorla A. Evans, 2013. "Regulation Fair Disclosure's Effect on the Information Content of Bond Rating Changes," European Financial Management, European Financial Management Association, vol. 19(4), pages 775-800, September.
    3. Marques, Manuel O. & Pinto, João M., 2020. "A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance," Journal of Corporate Finance, Elsevier, vol. 62(C).
    4. Roberto Liebscher & Thomas Mählmann, 2017. "Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios," Management Science, INFORMS, vol. 63(6), pages 1892-1918, June.
    5. Wang, Ling, 2019. "Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 235-251.
    6. Frank Fabozzi & Vivian M. Breemen & Dennis Vink & Mike Nawas & Austin Gengos, 2023. "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, Springer;Western Finance Association, vol. 63(2), pages 221-247, April.
    7. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
    8. Hachenberg, Britta & Kiesel, Florian & Schiereck, Dirk, 2018. "Dieselgate and its expected consequences on the European auto ABS market," Economics Letters, Elsevier, vol. 171(C), pages 180-182.
    9. Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020. "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    10. Deku, Solomon Y. & Kara, Alper & Marques-Ibanez, David, 2022. "Bank reputation and securitization quality: European evidence," Finance Research Letters, Elsevier, vol. 46(PB).
    11. Karimov, Nodirbek & Kara, Alper & Downing, Gareth & Marqués-Ibáñez, David, 2024. "The impact of regulatory changes on rating behaviour," Working Paper Series 2920, European Central Bank.
    12. Mählmann, Thomas, 2013. "Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade”," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 537-548.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2008-10-28 2008-10-28 2022-09-12 2023-08-28
  2. NEP-URE: Urban and Real Estate Economics (2) 2008-10-28 2008-10-28
  3. NEP-BAN: Banking (1) 2023-08-28
  4. NEP-CFN: Corporate Finance (1) 2008-10-28
  5. NEP-EEC: European Economics (1) 2023-08-28
  6. NEP-FMK: Financial Markets (1) 2008-10-28

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