dr. (Dion) DGJ Bongaerts
Associate Professor of Finance
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- T08-39
- Telephone
- 0104082520
- dbongaerts@rsm.nl
Profile
Dion Bongaerts is an Associate Professor of Finance at RSM Erasmus university. He specializes in the behavior of credit rating agencies, the pricing of credit risky instruments, and the origins and effects of market illiquidity. His work has been presented at major conferences around the world, including the AFA, WFA, EFA and NBER meetings and published in top tier academic journals including the Journal of Finance. He has received several grants, including a Veni grant from the Dutch National Science Foundation (NWO) and a Lamfalussy Fellowship from the ECB. Dr Bongaerts holds a PhD degree in Finance from the University of Amsterdam, an MSc in Econometrics from Maastricht University and has been a visiting scholar at Yale School of…
Dion Bongaerts is an Associate Professor of Finance at RSM Erasmus university. He specializes in the behavior of credit rating agencies, the pricing of credit risky instruments, and the origins and effects of market illiquidity. His work has been presented at major conferences around the world, including the AFA, WFA, EFA and NBER meetings and published in top tier academic journals including the Journal of Finance. He has received several grants, including a Veni grant from the Dutch National Science Foundation (NWO) and a Lamfalussy Fellowship from the ECB. Dr Bongaerts holds a PhD degree in Finance from the University of Amsterdam, an MSc in Econometrics from Maastricht University and has been a visiting scholar at Yale School of Management. Moreover, he has several years of professional experience as a risk management quant at ABN-AMRO bank.
- D.G.J. Bongaerts & M. Van Achter (2020). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, Forthcomin.
- D.G.J. Bongaerts, J.J.A.G. Driessen & F.C.J.M. De Jong (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30 (4), 1229-1269. doi: 10.1093/rfs/hhx005
- D.G.J. Bongaerts, K.J.M. Cremers & W.N. Goetzmann (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67 (1), 113-152. doi: 10.1111/j.1540-6261.2011.01709.x
- D.G.J. Bongaerts, F.C.J.M. De Jong & J.J.A.G. Driessen (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66 (1), 203-240. doi: 10.1111/j.1540-6261.2010.01630.x
- D.G.J. Bongaerts & M. Van Achter (2020). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, Forthcomin.
- D.G.J. Bongaerts, J.J.A.G. Driessen & F.C.J.M. De Jong (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30 (4), 1229-1269. doi: 10.1093/rfs/hhx005
- D.G.J. Bongaerts, K.J.M. Cremers & W.N. Goetzmann (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67 (1), 113-152. doi: 10.1111/j.1540-6261.2011.01709.x
- D.G.J. Bongaerts, F.C.J.M. De Jong & J.J.A.G. Driessen (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66 (1), 203-240. doi: 10.1111/j.1540-6261.2010.01630.x
- D.G.J. Bongaerts & M. Van Achter (2020). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, Forthcomin.
- D.G.J. Bongaerts, J.J.A.G. Driessen & F.C.J.M. De Jong (2018). An asset pricing approach to liquidity effects in corporate bond markets. The Review of Financial Studies, 30 (4), 1229-1269. doi: 10.1093/rfs/hhx005
- D.G.J. Bongaerts, K.J.M. Cremers & W.N. Goetzmann (2012). Tiebreaker: Certification and Multiple Credit Ratings. The Journal of Finance, 67 (1), 113-152. doi: 10.1111/j.1540-6261.2011.01709.x
- D.G.J. Bongaerts, F.C.J.M. De Jong & J.J.A.G. Driessen (2011). Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market. The Journal of Finance, 66 (1), 203-240. doi: 10.1111/j.1540-6261.2010.01630.x
- D.G.J. Bongaerts & E. Charlier (2009). Private Equity and Regulatory Capital. Journal of Banking and Finance, 33 (7), 1211-1220. doi: 10.1016/j.jbankfin.2008.12.015
- D.G.J. Bongaerts, F. Coervers & M. Hensen (2009). Delimitation and Coherence of Functional and Administrative Regions. Regional Studies, 43, 19-31.
- D.G.J. Bongaerts (2010, juni 11). Overrated Credit Risk. UvA Prom./coprom.: Prof. Dr. J.J.A.G. Driessen & Prof. Dr. F.C.J.M. De Jong.
London Economics on behalf of European Commission
- Start date approval
- Apr/2019
- End date approval
- Mar/2022
- Place
- LONDON
- Description
- Consulting regarding study on Primary debt markets
ERIM Research Clinic FIN
- Title
- ERIM Research Clinic FIN
- Year
- 2019
- Year level
- (master)
Risk management
- Title
- Risk management
- Year
- 2019
- Year level
- (master) (master) (master) (master)
FI Honours Programme
- Title
- FI Honours Programme
- Year
- 2019
- Year level
- (master)
Francesco Mazzola
Banking and Financial Intermediation
-
Rogier Hanselaar
Raising capital: On pricing, liquidity, and incentives
-
Lingtian Kong
Essays on Financial Coordination
-
Darya Yuferova
Price Discovery, Liquidity Provision, and Low-Latency Trading
-
Teng Wang
Essays in Banking and Corporate Finance
-
Dominik Rösch
Market Efficiency and Liquidity
-
Ruben Cox
To Own, To Finance, and To Insure; Residential Real Estate Revealed
Xiaowei Kang
Project Xiaowei Kang
Associate Professor
- University
- Erasmus University Rotterdam
- School
- RSM - Rotterdam School of Management
- Department
- Department of Finance
- Telephone
- 0104082520