João Afonso Bastos : Citation Profile


Are you João Afonso Bastos?

Universidade de Lisboa

5

H index

4

i10 index

120

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 8
   Journals where João Afonso Bastos has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (2.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba531
   Updated: 2021-04-17    RAS profile: 2021-03-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with João Afonso Bastos.

Is cited by:

Caporale, Guglielmo Maria (5)

Girardi, Alessandro (4)

Hurlin, Christophe (3)

Konecny, Tomas (3)

Belyaev, Konstantin (3)

Seidler, Jakub (3)

Vrins, Frédéric (3)

Fabozzi, Frank (3)

Leymarie, Jérémy (3)

Gil-Alana, Luis (2)

Bonfim, Diana (2)

Cites to:

Wooldridge, Jeffrey (2)

Dermine, jean (2)

Papke, Leslie (2)

Hyndman, Rob (2)

Madden, Gary (1)

Das, Sanjiv (1)

Acharya, Viral (1)

Elliott, Graham (1)

Timmermann, Allan (1)

Caselli, Stefano (1)

Nikolopoulos, Konstantinos (1)

Main data


Where João Afonso Bastos has published?


Working Papers Series with more than one paper published# docs
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon7
MPRA Paper / University Library of Munich, Germany2

Recent works citing João Afonso Bastos (2021 and 2020)


YearTitle of citing document
2020Forecasting recovery rates on non-performing loans with machine learning. (2020). Vrins, Frédéric ; Brigo, Damiano ; Bellotti, Anthony ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020002.

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2020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

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2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Predicting loss given default in leasing: A closer look at models and variable selection. (2020). Loderbusch, Matthias ; Kriebel, Johannes ; Kaposty, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:248-266.

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2020Predicting LGD distributions with mixed continuous and discrete ordinal outcomes. (2020). Yu, Kaizhi ; Chu, Chih-Kang ; Hwang, Ruey-Ching. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1003-1022.

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2020Bayesian loss given default estimation for European sovereign bonds. (2020). Rosch, Daniel ; Kellner, Ralf ; Jobst, Rainer . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1073-1091.

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2021Forecasting recovery rates on non-performing loans with machine learning. (2021). Vrins, Frédéric ; Gambetti, Paolo ; Brigo, Damiano ; Bellotti, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:428-444.

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2020Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform. (2020). Vulanovic, Milos ; Korivi, Tarunsai ; Jagtiani, Julapa ; Croux, Christophe. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:270-296.

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2020The determinants of bank loan recovery rates in good times and bad – New evidence. (2020). Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S ; Wang, Hong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:875-897.

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2020Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform. (2020). Vulanovic, Milos ; Jagtiani, Julapa ; Korivi, Tarunsai ; Croux, Christophe. In: Working Papers. RePEc:fip:fedpwp:87815.

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2020Comparison study of two-step LGD estimation model with probability machines. (2020). Tanoue, Yuta ; Nagahata, Hideaki ; Yamashita, Satoshi. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00059-y.

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2020Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors. (2020). Starosta, Wojciech. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:12:y:2020:i:2:p:195-225.

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2020A fragmented-periodogram approach for clustering big data time series. (2020). Crato, Nuno ; Caiado, Jorge ; Poncela, Pilar. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:1:d:10.1007_s11634-019-00365-8.

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2020Robust fuzzy clustering based on quantile autocovariances. (2020). Vilar, J A ; Durso, P ; Lafuente-Rego, B. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1053-6.

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Works by João Afonso Bastos:


YearTitleTypeCited
2016NONPARAMETRIC MODELS OF FINANCIAL LEVERAGE DECISIONS In: Bulletin of Economic Research.
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article2
2010Nonparametric models of financial leverage decisions.(2010) In: CEMAPRE Working Papers.
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This paper has another version. Agregated cites: 2
paper
2009Forecasting bank loans loss-given-default In: CEMAPRE Working Papers.
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paper67
2010Forecasting bank loans loss-given-default.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 67
article
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
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paper11
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
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This paper has another version. Agregated cites: 11
article
2010The structure of international stock market returns In: CEMAPRE Working Papers.
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paper5
2010Predicting bank loan recovery rates with neural networks In: CEMAPRE Working Papers.
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paper1
2010Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers.
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paper17
2011Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 17
article
2013Ensemble predictions of recovery rates In: CEMAPRE Working Papers.
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paper14
2014Ensemble Predictions of Recovery Rates.(2014) In: Journal of Financial Services Research.
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This paper has another version. Agregated cites: 14
article
2021Explainable models of credit losses In: Working Papers REM.
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paper0
2007Credit scoring with boosted decision trees In: MPRA Paper.
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paper3
2019Forecasting the capacity of mobile networks In: MPRA Paper.
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paper0
2019Forecasting the capacity of mobile networks.(2019) In: Telecommunication Systems: Modelling, Analysis, Design and Management.
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This paper has another version. Agregated cites: 0
article

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