Associate Professor of Finance
Associate Professor RSM - Rotterdam School of Management Department of Finance
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- T08-39
- Telephone
- 0104082520
- dbongaerts@rsm.nl
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Profile
Dion Bongaerts is an Associate Professor of Finance at RSM Erasmus University and Academic Director Fintech at the Erasmus Center for Data Analytics. He specializes in the behavior of credit rating agencies, the pricing of credit risky instruments, the origins and effects of market illiquidity, and FinTech (with a focus on Blockchain). 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, Review of Financial Studies, and the Journal of Financial Economics. He has received several grants, including a Veni and a Blockchain Research 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, University of Pittsburgh, and the Central University of Finance and Economics in Beijing. Moreover, he has several years of professional experience as a risk management quant at ABN-AMRO bank.
- D.G.J. Bongaerts & M. Van Achter (2021). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, 140 (1), 220-249. doi: 10.1016/j.jfineco.2020.11.002
- 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 (2021). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, 140 (1), 220-249. doi: 10.1016/j.jfineco.2020.11.002
- 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.A. van Dijk, D. Yuferova, D.M. Rosch & R. Roll (2021). How do shocks arise and spread across stock markets? A microstructure perspective. Management Science, forthcomin.
- D.G.J. Bongaerts & M. Van Achter (2021). Competition among Liquidity Providers with Access to High-Frequency Technology. Journal of Financial Economics, 140 (1), 220-249. doi: 10.1016/j.jfineco.2020.11.002
- D.G.J. Bongaerts, M.A. van Dijk & X. Kang (2020). Conditional Volatility Targeting. Financial Analysts Journal, 76 (4), 54-71. doi: 10.1080/0015198X.2020.1790853
- 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, F. Coervers & M. Hensen (2009). Delimitation and Coherence of Functional and Administrative Regions. Regional Studies, 43, 19-31. doi: 10.1080/00343400701654103
- 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 (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
2Tokens
- Start date approval
- Jun/2020
- End date approval
- Jun/2023
- Place
- 'S-GRAVENHAGE
- Description
- Advies inzake gebruik van blockchain-based tokens
Introduction Week
- Title
- Introduction Week
- Year
- 2020
- Year level
- master
FI Honours Class
- Title
- FI Honours Class
- Year
- 2020
- Year level
- master
Risk management
- Title
- Risk management
- Year
- 2020
- Year level
- master
Data Management & Ethics
- Title
- Data Management & Ethics
- Year
- 2020
- Year level
- master
Principles of Financial Modeling
- Title
- Principles of Financial Modeling
- Year
- 2020
- Year level
- master
FinTech: Business models and Application
- Title
- FinTech: Business models and Application
- Year
- 2020
- Year level
- master
Associate Professor
- University
- Erasmus University Rotterdam
- School
- RSM - Rotterdam School of Management
- Department
- Department of Finance
- Telephone
- 0104082520