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Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings

Fabozzi, Frank J.; Vink, Dennis - In: The journal of fixed income 21 (2012) 3, pp. 7-14

Persistent link: https://www.econbiz.de/10009532112

The information content of three credit ratings : the case of European residential mortgage-backed securities

Fabozzi, Frank J.; Vink, Dennis - In: The European journal of finance 21 (2015) 1/3, pp. 172-194

Persistent link: https://www.econbiz.de/10010519958

Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities

Fabozzi, Frank J.; Vink, Dennis - In: European financial management : the journal of the … 18 (2012) 4, pp. 515-542

Persistent link: https://www.econbiz.de/10009665585

Exploring rating shopping for european triple a senior structured finance securities

Fabozzi, Frank J.; Nawas, Mike E.; Vink, Dennis - In: Finance research letters 20 (2017), pp. 35-39

Persistent link: https://www.econbiz.de/10011806751

Creditor protection and credit ratings in the US RMBS market

Breemen, Vivian van; Fabozzi, Frank J.; Nawas, Mike; … - In: Financial markets, institutions & instruments 33 (2024) 3, pp. 267-292

Persistent link: https://www.econbiz.de/10014634627

Intensified competition and the impact on credit ratings in the RMBS market

Breemen, Vivian van; Fabozzi, Frank J.; Vink, Dennis - In: Financial markets, institutions & instruments 32 (2023) 2, pp. 51-86

Persistent link: https://www.econbiz.de/10014252236

Intensified competition and the impact on credit ratings in the RMBS market

Breemen, Vivian van; Fabozzi, Frank J.; Vink, Dennis - 2022

In this paper, we empirically investigate the impact of intensified competition on rating quality in the credit rating market for residential mortgage-backed securities (RMBS) in the period 2017-2020. We provide evidence that competition between large credit rating agencies (CRAs) (Moody's and...

Persistent link: https://www.econbiz.de/10013329377

How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market

Fabozzi, Frank J.; Breemen, Vivian van; Vink, Dennis; … - In: Journal of financial services research 63 (2023) 2, pp. 221-247

Persistent link: https://www.econbiz.de/10014258846

Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings

Vink, Dennis; Fabozzi, Frank - School of Management, Yale University - 2009

In this paper, we empirically investigate two economic issues (1) the factors that affect the primary market spread on non-U.S. asset-backed securities and (2) whether investors rely solely on credit ratings and ignore other credit-related factors. We do so by using a panel-data fixed-effects...

Persistent link: https://www.econbiz.de/10008853986

Intensified competition and the impact on credit ratings in the RMBS market

van Breemen, Vivian; Fabozzi, Frank J.; Vink, Dennis - 2022

Persistent link: https://www.econbiz.de/10014278275