Maria Rosa Vidigal Tavares da Cruz Quartin Borges


AuthID: R-000-M6J

Confirmed Publications: 22



1
TITLE: Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt (Annals of Operations Research, (2021), 10.1007/s10479-021-03972-x)
AUTHORS: Gubareva, M; Borges, MR ;
PUBLISHED: 2021, SOURCE: Annals of Operations Research, VOLUME: 332, ISSUE: 1-3
INDEXED IN: Scopus CrossRef
IN MY: ORCID | CIÊNCIAVITAE
2
TITLE: Governed by the cycle: interest rate sensitivity of emerging market corporate debt
AUTHORS: Gubareva, M; Borges, MR ;
PUBLISHED: 2021, SOURCE: ANNALS OF OPERATIONS RESEARCH, VOLUME: 313, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 9
IN MY: ORCID | CIÊNCIAVITAE
3
TITLE: Modelling Credit Risk: Evidence for EMV Methodology on Portuguese Mortgage Data
AUTHORS: Maria Rosa Borges ; Raquel Machado;
PUBLISHED: 2021, SOURCE: Studies of Applied Economics, VOLUME: 39, ISSUE: 8
INDEXED IN: CrossRef
IN MY: ORCID | CIÊNCIAVITAE
4
TITLE: INTERBANK LINKAGES AND CONTAGION RISK IN THE PORTUGUESE BANKING SYSTEM
AUTHORS: Borges, MR ; Fernandes, L;
PUBLISHED: 2020, SOURCE: ESTUDIOS DE ECONOMIA APLICADA, VOLUME: 38, ISSUE: 2
INDEXED IN: WOS CrossRef: 1
IN MY: ORCID | CIÊNCIAVITAE
5
TITLE: Switching interest rate sensitivity regimes of US Corporates
AUTHORS: Gubareva, M; Borges, MR ;
PUBLISHED: 2020, SOURCE: NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, VOLUME: 54
INDEXED IN: WOS CrossRef: 3
IN MY: ORCID | CIÊNCIAVITAE
6
TITLE: Systemic risk in the Angolan interbank payment system - a network approach
AUTHORS: Borges, MR ; Ulica, L; Gubareva, M;
PUBLISHED: 2020, SOURCE: APPLIED ECONOMICS, VOLUME: 52, ISSUE: 45
INDEXED IN: Scopus WOS CrossRef: 13
IN MY: ORCID | CIÊNCIAVITAE
7
TITLE: The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach  Full Text
AUTHORS: Fernandes, C; Borges, MR ; Caiado, J ;
PUBLISHED: 2020, SOURCE: APPLIED ECONOMICS, VOLUME: 53, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 23
IN MY: ORCID | CIÊNCIAVITAE
8
TITLE: The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets
AUTHORS: Borges, MR ; Mendes, JZ; Pereira, A;
PUBLISHED: 2019, SOURCE: INTERNATIONAL ADVANCES IN ECONOMIC RESEARCH, VOLUME: 25, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID | CIÊNCIAVITAE
9
TITLE: Binary interest rate sensitivities of emerging market corporate bonds
AUTHORS: Gubareva, M; Borges, MR ;
PUBLISHED: 2018, SOURCE: EUROPEAN JOURNAL OF FINANCE, VOLUME: 24, ISSUE: 17
INDEXED IN: WOS CrossRef: 6
IN MY: ORCID | CIÊNCIAVITAE
10
TITLE: Interest rate, liquidity, and sovereign risk: derivative-based VaR
AUTHORS: Gubareva, M; Borges, MR ;
PUBLISHED: 2017, SOURCE: JOURNAL OF RISK FINANCE, VOLUME: 18, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 3
IN MY: ORCID | CIÊNCIAVITAE
Page 1 of 3. Total results: 22.

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