Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset‐Backed Securities FJ Fabozzi, D Vink European Financial Management 18 (4), 515-542, 2012 | 103* | 2012 |
ABS, MBS, and CDO Pricing Comparisons D Vink, AE Thibeault The Journal of Structured Finance 14 (2), 27-45, 2008 | 95* | 2008 |
The Information Content of Three Credit Ratings: The Case of European Residential Mortgage-Backed Securities FJ Fabozzi, D Vink The European Journal of Finance 21 (3), 172-194, 2015 | 26 | 2015 |
Determinants of Primary Market Spreads on UK Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings FJ Fabozzi, D Vink The Journal of Fixed Income 21 (3), 7-14, 2012 | 20 | 2012 |
Exploring rating shopping for european triple a senior structured finance securities FJ Fabozzi, ME Nawas, D Vink Finance Research Letters 20, 35-39, 2017 | 19* | 2017 |
Security design and credit rating risk in the CLO market D Vink, M Nawas, V van Breemen Journal of International Financial Markets, Institutions and Money 72, 101305, 2021 | 4 | 2021 |
How much do Investors Rely on Credit Ratings: Empirical evidence from the US and EU CLO primary market F Fabozzi, VM van Breemen, D Vink, M Nawas, A Gengos Journal of Financial Services Research, 1-27, 2022 | 3 | 2022 |
Intensified competition and the impact on credit ratings in the RMBS market VM van Breemen, FJ Fabozzi, D Vink Financial Markets, Institutions & Instruments 32 (2), 51-86, 2023 | 2 | 2023 |
Risk retention in the European securitization market: skimmed by the skin-in-the-game methods? VM van Breemen, C Schwarz, D Vink ECB Working Paper, 2023 | 1 | 2023 |
Creditor protection and credit ratings in the US RMBS market VM van Breemen, FJ Fabozzi, M Nawas, D Vink Financial Markets, Institutions & Instruments, 2024 | | 2024 |
Intensified Competition and the Impact on Credit Ratings in the RMBS Market VM van Breemen, FJ Fabozzi, D Vink ECB Working Paper, 2022 | | 2022 |
Security design and credit rating risk in the CLO market D Vink, M Nawas, V van Breemen American Finance Association, 2019 | | 2019 |