7
H index
6
i10 index
224
Citations
Universidade de Lisboa (20% share) | 7 H index 6 i10 index 224 Citations RESEARCH PRODUCTION: 21 Articles 11 Papers RESEARCH ACTIVITY: 18 years (2003 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbo298 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Rosa Borges. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics | 5 |
International Advances in Economic Research | 2 |
European Research Studies Journal | 2 |
The European Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa | 11 |
Year | Title of citing document |
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2023 | Calendar Month Effect in Bursa Malaysia: A Comparison between Shariah-Compliant Portfolio and Non-Shariah- Compliant Portfolio. (2023). Brijlal, Pradeep ; Rohuma, Hani Nuri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-2. Full description at Econpapers || Download paper |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper |
2024 | The effects of the EBAs stress testing framework on banks lending. (2024). Calice, Giovanni ; Ahmed, Kasim. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper |
2023 | On the performance of the United States nuclear power sector: A Bayesian approach. (2023). Bernstein, David ; Tsionas, Mike G ; Parmeter, Christopher F. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003821. Full description at Econpapers || Download paper |
2024 | The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616. Full description at Econpapers || Download paper |
2023 | Does individual SREP results reveal real news?. (2023). Venturelli, Valeria ; Ferretti, Riccardo ; Azzaretto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005561. Full description at Econpapers || Download paper |
2024 | The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks. (2024). Keddad, Benjamin ; Gonzalez, Oliver. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012187. Full description at Econpapers || Download paper |
2024 | Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594. Full description at Econpapers || Download paper |
2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper |
2024 | Determinants of deposits volatility: The case of the microfinance sector in gabon. (2024). Obiang, Jean Robert ; Keddad, Benjamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002349. Full description at Econpapers || Download paper |
2024 | When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Inequality in Fossil Fuel Power Plants in China: A Perspective of Efficiency and Abatement Cost. (2023). Lee, Hyoungsuk ; Zhao, YU ; Ma, Yunning ; Choi, Yongrok. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4365-:d:1084165. Full description at Econpapers || Download paper |
2023 | Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts. (2023). Kar, Asim ; Pazarci, Sevket ; Kilic, Emre ; Kucukkaplan, Ilhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:1-18. Full description at Econpapers || Download paper |
2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper |
2023 | The effects of supervisory stress testing on bank lending: examining large UK banks. (2023). Calice, Giovanni ; Ahmed, Kasim. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00195-3. Full description at Econpapers || Download paper |
2023 | History and development of the banking sector in Kosovo. (2023). Kovaci-Uruci, Fife ; Zogjani, Jeton . In: MPRA Paper. RePEc:pra:mprapa:115930. Full description at Econpapers || Download paper |
2023 | Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001. Full description at Econpapers || Download paper |
2023 | A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies. (2023). Li, Songsong ; Zhang, Weiqian ; Yang, Yizhe ; Guo, Zhichang. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1729-1749. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Switching interest rate sensitivity regimes of U.S. Corporates In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2015 | A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2009 | A model of stock price adjustment after dividends In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2017 | Interest rate, liquidity, and sovereign risk: derivative-based VaR In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 3 |
2008 | Analysing The Efficiency Of The Greek Life Insurance Industry In: European Research Studies Journal. [Full Text][Citation analysis] | article | 6 |
2020 | Determinants of Bank Performance in the Context of Crisis: A Panel Data Analysis for Portugal In: European Research Studies Journal. [Full Text][Citation analysis] | article | 2 |
2020 | Modelling credit risk: evidence for EMV methodology on Portuguese mortgage data In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2010 | The Impact of Corporate Rebranding on the Firms Market Value In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 3 |
2007 | Random Walk Tests for the Lisbon Stock Market In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 17 |
2011 | Random walk tests for the Lisbon stock market.(2011) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2013 | Typological Classification, Diagnostics, and Measurement of Flights-to-Quality In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2008 | Efficient Market Hypothesis in European Stock Markets In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 76 |
2010 | Efficient market hypothesis in European stock markets.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | article | |
2016 | Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Interbank Linkages and Contagion Risk in the Portuguese Banking System In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 4 |
2009 | Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 4 |
2008 | Is the Dividend Puzzle Solved? In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 1 |
2007 | An Arbitrage Model for the Stock Price Adjustment in the Dividend Period In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2008 | The Ex-Dividend Day Stock Price Behavior: The Case of Portugal In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 1 |
2007 | Underpricing of Initial Public Offerings: The Case of Portugal In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 11 |
2019 | The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 4 |
2017 | FOREWORD/PRESENTACIÓN In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
2005 | Evaluating the Efficiency and Productivity of Insurance Companies with a Malmquist Index: A Case Study for Portugal In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 32 |
2003 | Fiscal effect in dividend distributions In: Portuguese Journal of Management Studies. [Full Text][Citation analysis] | article | 0 |
2018 | Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2011 | Measuring performance in the Portuguese banking industry with a Fourier regression model In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2013 | Abnormal returns before acquisition announcements: evidence from Europe In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Typology for flight-to-quality episodes and downside risk measurement In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
2020 | Systemic risk in the Angolan interbank payment system – a network approach In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2021 | The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2018 | Binary interest rate sensitivities of emerging market corporate bonds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
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