Author

Name:
João Bastos
Educations:
Ph D: U Coimbra, Fisica, 2003
e-mail:
jbastos@iseg.utl.pt
URL:
http://pascal.iseg.utl.pt/~jbastos/
REBIDES institution:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2014)
Ideas:
http://ideas.repec.org/f/pba531.html
Articles 4:

Nonparametric Models of Financial Leverage Decisions
João Bastos, Joaquim Ramalho
Bulletin Of Economic Research, vol. 68, 2016, p. 348-366.

Clustering Financial Time Series with Variance Ratio Statistics
João Bastos, Jorge Caiado
Quantitative Finance, vol. 14, 2014, p. 2121-2133.

Ensemble Predictions of Recovery Rates
João Bastos
Journal Of Financial Services Research, vol. 46, 2014, p. 177-193.

Forecasting Bank Loans Loss-Given-Default
João Bastos
Journal of Banking and Finance, vol. 34, 2010, p. 2510-2517.

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