Details about Maria Rosa Borges

Access statistics for papers by Maria Rosa Borges.

Last updated 2021-05-25. Update your information in the RePEc Author Service.

Short-id: pbo298

Working Papers

2020

1. Modelling credit risk: evidence for EMV methodology on Portuguese mortgage data
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2016

2. Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
3. Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2013

4. Interbank Linkages and Contagion Risk in the Portuguese Banking System
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (4)
5. Typological Classification, Diagnostics, and Measurement of Flights-to-Quality
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2010

6. The Impact of Corporate Rebranding on the Firm's Market Value
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (3)

2009

7. Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (4)

2008

8. Efficient Market Hypothesis in European Stock Markets
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (17)
   See also Journal Article Efficient market hypothesis in European stock markets, The European Journal of Finance, Taylor & Francis Journals (2010) View citations (62) (2010)
9. Is the Dividend Puzzle Solved?
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (1)

2007

10. An Arbitrage Model for the Stock Price Adjustment in the Dividend Period
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
11. Random Walk Tests for the Lisbon Stock Market
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa View citations (4)
    See also Journal Article Random walk tests for the Lisbon stock market, Applied Economics, Taylor & Francis Journals (2011) View citations (14) (2011)

Journal Articles

2021

1. The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach
   Applied Economics, 2021, 53, (3), 400-409 View citations (5)

2020

2. Determinants of Bank Performance in the Context of Crisis: A Panel Data Analysis for Portugal
   European Research Studies Journal, 2020, XXIII, (4), 674-686 View citations (2)
3. Switching interest rate sensitivity regimes of U.S. Corporates
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (1)
4. Systemic risk in the Angolan interbank payment system – a network approach
   Applied Economics, 2020, 52, (45), 4900-4912 View citations (8)

2019

5. The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets
   International Advances in Economic Research, 2019, 25, (4), 429-444 View citations (4)

2018

6. Binary interest rate sensitivities of emerging market corporate bonds
   The European Journal of Finance, 2018, 24, (17), 1569-1586 View citations (4)
7. Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
   Annals of Operations Research, 2018, 266, (1), 71-100 View citations (7)

2017

8. Interest rate, liquidity, and sovereign risk: derivative-based VaR
   Journal of Risk Finance, 2017, 18, (4), 443-465 View citations (3)

2016

9. Typology for flight-to-quality episodes and downside risk measurement
   Applied Economics, 2016, 48, (10), 835-853 View citations (17)

2015

10. A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies
    Energy Economics, 2015, 48, (C), 136-144 View citations (26)

2013

11. Abnormal returns before acquisition announcements: evidence from Europe
    Applied Economics, 2013, 45, (26), 3723-3732 View citations (1)

2011

12. Measuring performance in the Portuguese banking industry with a Fourier regression model
    Applied Economics Letters, 2011, 18, (1), 21-28
13. Random walk tests for the Lisbon stock market
    Applied Economics, 2011, 43, (5), 631-639 View citations (14)
    See also Working Paper Random Walk Tests for the Lisbon Stock Market, Working Papers Department of Economics (2007) View citations (4) (2007)

2010

14. Efficient market hypothesis in European stock markets
    The European Journal of Finance, 2010, 16, (7), 711-726 View citations (62)
    See also Working Paper Efficient Market Hypothesis in European Stock Markets, Working Papers Department of Economics (2008) View citations (17) (2008)

2009

15. A model of stock price adjustment after dividends
    Journal of Economic Studies, 2009, 36, (5), 508-521

2008

16. Analysing The Efficiency Of The Greek Life Insurance Industry
    European Research Studies Journal, 2008, XI, (3), 35-52 View citations (6)
17. The Ex-Dividend Day Stock Price Behavior: The Case of Portugal
    Atlantic Economic Journal, 2008, 36, (1), 15-30 View citations (1)

2007

18. Underpricing of Initial Public Offerings: The Case of Portugal
    International Advances in Economic Research, 2007, 13, (1), 65-80 View citations (11)

2005

19. Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2005, 30, (2), 244-267 View citations (33)

2003

20. Fiscal effect in dividend distributions
    Portuguese Journal of Management Studies, 2003, VIII, (1), 73-85