Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Dennis Vink"'
Publikováno v:
Financial Markets, Institutions & Instruments. 32:51-86
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52e987cf7ee9c7ce65f10c9bc8f3b7c4
https://doi.org/10.1111/fmii.12170
https://doi.org/10.1111/fmii.12170
Publikováno v:
Journal of Financial Services Research. 63:221-247
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c26d70d8942545dc7088e3f00bebef04
https://doi.org/10.1007/s10693-021-00372-x
https://doi.org/10.1007/s10693-021-00372-x
Publikováno v:
SSRN Electronic Journal.
In this paper, we empirically explore the effect of the complexity of a security’s design on hypotheses relating to credit rating shopping and rating catering in the collateralized loan obligation (CLO) market in the period before and after the glo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9893b3a9d55d05b2ab5541a58fb388b
https://doi.org/10.2139/ssrn.3422118
https://doi.org/10.2139/ssrn.3422118
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 72:101305
In this paper, we empirically explore the effect of the complexity of a security’s design on hypotheses relating to credit rating shopping and rating catering in the collateralized loan obligation (CLO) market in the period before and after the glo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff0b351a39e4d3cd8e1a71e591dc23c1
https://doi.org/10.1016/j.intfin.2021.101305
https://doi.org/10.1016/j.intfin.2021.101305
Autor:
Birgitta Mercera, Dennis Vink, Fabienne Delfour, Isaure Michaud, Martin Böye, Marjorie Cellier, Martine Hausberger, Alban Lemasson, Isabella L. K. Clegg, Heiko G. Rödel
Publikováno v:
Journal of Comparative Psychology
Journal of Comparative Psychology, American Psychological Association, 2017, 131 (3), pp.214-224. ⟨10.1037/com0000059⟩
Journal of Comparative Psychology, 2017, 131 (3), pp.214-224. ⟨10.1037/com0000059⟩
Journal of Comparative Psychology, American Psychological Association, 2017, 131 (3), pp.214-224. ⟨10.1037/com0000059⟩
Journal of Comparative Psychology, 2017, 131 (3), pp.214-224. ⟨10.1037/com0000059⟩
International audience; Behavioral patterns are established in response to predictable environmental cues. Animals under human care frequently experience predictable, human-controlled events each day, but very few studies have questioned exactly how
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9a4f47aced99b74289439d182d7d696
https://hal-univ-rennes1.archives-ouvertes.fr/hal-01511471
https://hal-univ-rennes1.archives-ouvertes.fr/hal-01511471
Autor:
Dennis Vink, Frank J. Fabozzi
Publikováno v:
The European Journal of Finance. 21:172-194
We assess the information content of three credit ratings for tranches of newly issued European residential mortgage-backed securities. We find that tranches rated by three credit rating agencies where the rating by Standard & Poor's (S&P's) Ratings
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::766870e32be94d0c1f4f82cd53007a8c
https://doi.org/10.1080/1351847x.2013.862838
https://doi.org/10.1080/1351847x.2013.862838
Autor:
Frank J. Fabozzi, Dennis Vink
Publikováno v:
European Financial Management. 18:515-542
In this paper, we empirically investigate what credit factors investors rely upon when pricing the spread at issue for European asset-backed securities. More specifically, we investigate how credit factors affect new issuance spreads after taking int
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a75dd355a1ce0f2f6b7aefb397151791
https://doi.org/10.1111/j.1468-036x.2010.00577.x
https://doi.org/10.1111/j.1468-036x.2010.00577.x
Autor:
Dennis Vink
Publikováno v:
MAB, Vol 83, Iss 6, Pp 215-223 (2009)
Securitisatie is een bekende en veelgebruikte techniek die is ontwikkeld voor de fi nanciering van een verzameling van activa die door hun eigenlijke aard niet-verhandelbaar zijn. De securitisatietransacties die risicovolle subprimehypotheken uit de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::186696789f9b0d02e516aeac047e9385
https://mab-online.nl/article/17783/download/pdf/
https://mab-online.nl/article/17783/download/pdf/
Autor:
André E. Thibeault, Dennis Vink
Publikováno v:
The Journal of Structured Finance. 14:27-45
The capital market in which asset-backed securities are issued and traded is composed of three main categories: ABS, MBS and CDOs. The authors examined a total of 3,466 loans (worth €548.51 billion) of which 1,102 (worth €163.90 billion) have bee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc530f5c2a3e857ceb858de7c85ec0fd
https://doi.org/10.3905/jsf.2008.709954
https://doi.org/10.3905/jsf.2008.709954
Publikováno v:
SSRN Electronic Journal.
In much of the current research on market practices with respect to the use of credit ratings, the rating shopping hypothesis and the information production hypothesis feature prominently. Both of these hypotheses predict an inverse relationship betw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c41082bc20d0bcf19b0e218d5db789e0
https://doi.org/10.2139/ssrn.2609522
https://doi.org/10.2139/ssrn.2609522