João A. Bastos

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom João A. Bastos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Grunert
  2. S. Caselli
  3. V. Acharya
  4. Diana Bonfim
  5. Niko Speybroeck

Who trusts João A. Bastos overall

  1. Raffaella Calabrese

Papers from João A. Bastos's perspective

Ordered by how strongly the researchers João A. Bastos trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans
  2. Measuring LGD on Commercial Loans: An 18-Year Internal Study
  3. Recovery Rates of Commercial Lending: Empirical Evidence for German Companies
  4. Does Industry-Wide Distress Affect Defaulted Firms? Evidence from Creditor Recoveries
  5. Bank-Loan Loss Given Default
  6. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
  7. Common risk factors in the returns on stocks and bonds
  8. A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
  9. The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
  10. Econometric Analysis of Cross Section and Panel Data

Their papers