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Details about Maria Rosa Borges

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Workplace:Centro de Investigação sobre Economia Portuguesa (CISEP) (Research Centre on the Portuguese Economy), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)
Departamento de Economia (Department of Economics), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)
Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)
Centro de Investigação em Economia Financeira (CIEF) (Research Centre in Financial Economics), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)
Unidade de Estudos sobre Complexidade e Economia (UECE) - Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa

Access statistics for papers by Maria Rosa Borges.

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

Short-id: pbo298


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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 Downloads

2016

  1. 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 Downloads
  2. 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 Downloads

2013

  1. 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 Downloads View citations (4)
  2. 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 Downloads

2010

  1. 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 Downloads View citations (3)

2009

  1. 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 Downloads View citations (4)

2008

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

2007

  1. 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 Downloads
  2. 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 Downloads View citations (4)
    See also Journal Article Random walk tests for the Lisbon stock market, Applied Economics, Taylor & Francis Journals (2011) Downloads 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 Downloads View citations (4)

2020

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

2019

  1. 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 Downloads View citations (4)

2018

  1. Binary interest rate sensitivities of emerging market corporate bonds
    The European Journal of Finance, 2018, 24, (17), 1569-1586 Downloads View citations (4)
  2. 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 Downloads View citations (7)

2017

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

2016

  1. Typology for flight-to-quality episodes and downside risk measurement
    Applied Economics, 2016, 48, (10), 835-853 Downloads View citations (15)

2015

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

2013

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

2011

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

2010

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

2009

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

2008

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

2007

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

2005

  1. 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 Downloads View citations (33)

2003

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