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Maria Rosa Borges

Personal Details

First Name:Maria
Middle Name:Rosa
Last Name:Borges
Suffix:
RePEc Short-ID:pbo298

Affiliation

(20%) Centro de Investigação sobre Economia Portuguesa (CISEP)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cisep/
RePEc:edi:ciutlpt (more details at EDIRC)

(20%) Departamento de Economia
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
https://www.iseg.ulisboa.pt/aquila/departamentos/EC
RePEc:edi:deutlpt (more details at EDIRC)

(20%) Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://www.iseg.ulisboa.pt/
RePEc:edi:isutlpt (more details at EDIRC)

(20%) Centro de Investigação em Economia Financeira (CIEF)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cief/
RePEc:edi:cfutlpt (more details at EDIRC)

(20%) Unidade de Estudos sobre Complexidade e Economia (UECE) - Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa (Research Unit on Complexity and Economics, School of Economics and Management)

http://www.iseg.utl.pt/~uece/
Portugal, Lisboa

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maria Rosa Borges & Raquel Machado, 2020. "Modelling credit risk: evidence for EMV methodology on Portuguese mortgage data," Working Papers Department of Economics 2020/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  2. Mariya Gubareva & Maria Rosa Borges, 2016. "Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence," Working Papers Department of Economics 2016/21, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  3. Mariya Gubareva & Maria Rosa Borges, 2016. "Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt," Working Papers Department of Economics 2016/22, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  4. Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013. "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics 2013/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  5. Mariya Gubareva & Maria Rosa Borges, 2013. "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics 2013/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  6. Maria Rosa Borges & Ana Sofia Branca, 2010. "The Impact of Corporate Rebranding on the Firm's Market Value," Working Papers Department of Economics 2010/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  7. Rosa Borges, 2009. "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics 2009/37, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  8. Maria Rosa Borges, 2008. "Is the Dividend Puzzle Solved?," Working Papers Department of Economics 2008/38, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  9. Maria Rosa Borges, 2008. "Efficient Market Hypothesis in European Stock Markets," Working Papers Department of Economics 2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  10. Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics 2007/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  11. Maria Rosa Borges, 2007. "An Arbitrage Model for the Stock Price Adjustment in the Dividend Period," Working Papers Department of Economics 2007/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

Articles

  1. Carla Fernandes & Maria Rosa Borges & Jorge Caiado, 2021. "The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach," Applied Economics, Taylor & Francis Journals, vol. 53(3), pages 400-409, January.
  2. Maria Rosa Borges & Ana Sofia Tavares, 2020. "Determinants of Bank Performance in the Context of Crisis: A Panel Data Analysis for Portugal," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 674-686.
  3. Gubareva, Mariya & Borges, Maria Rosa, 2020. "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  4. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
  5. Maria Rosa Borges & José Zorro Mendes & André Pereira, 2019. "The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(4), pages 429-444, November.
  6. Mariya Gubareva & Maria Rosa Borges, 2018. "Binary interest rate sensitivities of emerging market corporate bonds," The European Journal of Finance, Taylor & Francis Journals, vol. 24(17), pages 1569-1586, November.
  7. Mariya Gubareva & Maria Rosa Borges, 2018. "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, vol. 266(1), pages 71-100, July.
  8. Mariya Gubareva & Maria Rosa Borges, 2017. "Interest rate, liquidity, and sovereign risk: derivative-based VaR," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 18(4), pages 443-465, August.
  9. Mariya Gubareva & Maria Rosa Borges, 2016. "Typology for flight-to-quality episodes and downside risk measurement," Applied Economics, Taylor & Francis Journals, vol. 48(10), pages 835-853, February.
  10. Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa, 2015. "A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies," Energy Economics, Elsevier, vol. 48(C), pages 136-144.
  11. Maria Rosa Borges & Ricardo Gairifo, 2013. "Abnormal returns before acquisition announcements: evidence from Europe," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3723-3732, September.
  12. Carlos Pestana Barros & Maria Rosa Borges, 2011. "Measuring performance in the Portuguese banking industry with a Fourier regression model," Applied Economics Letters, Taylor & Francis Journals, vol. 18(1), pages 21-28.
  13. Maria Rosa Borges, 2011. "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
  14. Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
  15. Maria Rosa Borges, 2009. "A model of stock price adjustment after dividends," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 36(5), pages 508-521, September.
  16. Maria Borges, 2008. "The Ex-Dividend Day Stock Price Behavior: The Case of Portugal," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 15-30, March.
  17. Maria Rosa Borges & Milton Nektarios & Carlos Pestana Barros, 2008. "Analysing The Efficiency Of The Greek Life Insurance Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 35-52.
  18. Maria Borges, 2007. "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(1), pages 65-80, February.
  19. Carlos Pestana Barros & Nazaré Barroso & Maria Rosa Borges, 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, Palgrave Macmillan;The Geneva Association, vol. 30(2), pages 244-267, April.
  20. Maria Rosa Borges, 2003. "Fiscal effect in dividend distributions," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 73-85.
    RePEc:lrk:eeaart:35_3_2 is not listed on IDEAS

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2007-05-26 2007-05-26
  2. NEP-FMK: Financial Markets (2) 2007-05-26 2008-05-10
  3. NEP-RMG: Risk Management (2) 2008-05-10 2021-01-11
  4. NEP-BAN: Banking (1) 2013-12-15
  5. NEP-BEC: Business Economics (1) 2010-09-03
  6. NEP-EEC: European Economics (1) 2008-05-10
  7. NEP-FDG: Financial Development and Growth (1) 2021-01-11
  8. NEP-MKT: Marketing (1) 2010-09-03

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