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
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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
- 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
- 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
- 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
- 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)
- 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
- 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
- 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
- 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)
- 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
- 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
- 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
- The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach
Applied Economics, 2021, 53, (3), 400-409 View citations (4)
2020
- 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)
- Switching interest rate sensitivity regimes of U.S. Corporates
The North American Journal of Economics and Finance, 2020, 54, (C) View citations (1)
- Systemic risk in the Angolan interbank payment system – a network approach
Applied Economics, 2020, 52, (45), 4900-4912 View citations (8)
2019
- 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
- Binary interest rate sensitivities of emerging market corporate bonds
The European Journal of Finance, 2018, 24, (17), 1569-1586 View citations (4)
- 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
- Interest rate, liquidity, and sovereign risk: derivative-based VaR
Journal of Risk Finance, 2017, 18, (4), 443-465 View citations (3)
2016
- Typology for flight-to-quality episodes and downside risk measurement
Applied Economics, 2016, 48, (10), 835-853 View citations (15)
2015
- A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies
Energy Economics, 2015, 48, (C), 136-144 View citations (26)
2013
- Abnormal returns before acquisition announcements: evidence from Europe
Applied Economics, 2013, 45, (26), 3723-3732 View citations (1)
2011
- Measuring performance in the Portuguese banking industry with a Fourier regression model
Applied Economics Letters, 2011, 18, (1), 21-28
- 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
- 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
- A model of stock price adjustment after dividends
Journal of Economic Studies, 2009, 36, (5), 508-521
2008
- Analysing The Efficiency Of The Greek Life Insurance Industry
European Research Studies Journal, 2008, XI, (3), 35-52 View citations (6)
- The Ex-Dividend Day Stock Price Behavior: The Case of Portugal
Atlantic Economic Journal, 2008, 36, (1), 15-30 View citations (1)
2007
- Underpricing of Initial Public Offerings: The Case of Portugal
International Advances in Economic Research, 2007, 13, (1), 65-80 View citations (11)
2005
- 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
- Fiscal effect in dividend distributions
Portuguese Journal of Management Studies, 2003, VIII, (1), 73-85
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