Dennis Vink : Citation Profile

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Nyenrode Business Universiteit


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   9 years (2008 - 2017). See details.
   Cites by year: 2
   Journals where Dennis Vink has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (4 %)


   Updated: 2020-11-09    RAS profile: 2018-09-18    
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Relations with other researchers

Works with:

Fabozzi, Frank (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dennis Vink.

Is cited by:

Pinto, João (3)

Ibañez, Francisco (3)

Deku, Solomon (3)

Marques-Ibanez, David (2)

Iancu, Aurel (2)

Caselli, Stefano (1)

Ribeiro, Ricardo (1)

Brooks, Robert (1)

Gallo, Raffaele (1)

Cites to:

Gorton, Gary (4)

Thakor, Anjan (4)

von Maltzan Pacheco, Julia (4)

DeMarzo, Peter (3)

White, Halbert (3)

merton, robert (3)

Duffie, Darrell (3)

Jenkinson, Tim (2)

Souleles, Nicholas (2)

Singleton, Kenneth (2)

La Porta, Rafael (2)

Main data

Where Dennis Vink has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Dennis Vink (2020 and 2019)

YearTitle of citing document
2020The Pricing of Bank Bonds, Sovereign Credit Risk and ECBs Asset Purchase Programmes. (2020). Ribeiro, Ricardo ; Pinto, João ; Branco, Ricardo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:012020.

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2019Security design and credit rating risk in the CLO market. (2019). van Breemen, Vivian ; Nawas, Mike ; Vink, Dennis . In: DNB Working Papers. RePEc:dnb:dnbwpp:643.

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2019Do reputable issuers provide better-quality securitizations?. (2019). Marques-Ibanez, David ; Deku, Solomon ; Marques-Ibaez, David ; Kara, Alper. In: Working Paper Series. RePEc:ecb:ecbwps:20192236.

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2020A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249.

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2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

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2019Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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2020Asymmetric information and securitization design in Islamic capital markets. (2020). Hassan, Kabir M ; Verhoeven, Peter ; How, Janice ; Halim, Zairihan Abdul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x1930006x.

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2019Multi-tranche securitisation structures: more than just a zero-sum game?. (2019). Ibañez, Francisco ; Ibaez-Hernandez, Francisco J ; Rodriguez-Castellanos, Arturo ; Pea-Cerezo, Miguel A. In: The European Journal of Finance. RePEc:taf:eurjfi:v:25:y:2019:i:2:p:167-189.

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Works by Dennis Vink:

2012Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities In: European Financial Management.
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2017Exploring rating shopping for european triple a senior structured finance securities In: Finance Research Letters.
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2008ABS, MBS and CDO compared: an empirical analysis In: MPRA Paper.
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2008An Empirical Analysis of Asset-Backed Securitization In: MPRA Paper.
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2015The information content of three credit ratings: the case of European residential mortgage-backed securities In: The European Journal of Finance.
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2009Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings In: Yale School of Management Working Papers.
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