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Publications

by members of

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

University of Lisbon → School of Economics and Management → Research Centre on the Portuguese Economy

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2020

  1. Maria Rosa Borges & Raquel Machado, 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, number 2020/03, Nov.

2018

  1. Margarida Abreu & Victor Mendes, 2018, "Do Individual Investors Trade Differently in Different Markets?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/26, Feb.

2017

  1. Margarida Abreu, 2017, "How Biased is the Behavior of the Individual Investor in Warrants?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/07, Oct.

2016

  1. 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, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/21, Oct.
  2. 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, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/22, Oct.

2014

  1. Victor Augusto Mendes dos Santos, 2014, "The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_05.
  2. Victor Mendes & Margarida Abreu, 2014, "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," EcoMod2014, EcoMod, number 6621, Jul.

2013

  1. Elisabete Santos & Margarida Abreu, 2013, "Financial Literacy, Financial Behaviour and Individuals’ Over-indebtedness," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/11, Jul.
  2. Mariya Gubareva & Maria Rosa Borges, 2013, "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, number 2013/15, Jul.
  3. Lara Mónica Machado Fernandes & Maria Rosa Borges, 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, number 2013/23, Dec.

2012

  1. Tânia Dias & Margarida Abreu, 2012, "A Crise da Dívida Soberana Portuguesa Lida Através dos Spreads dos CDS da Dívida Portuguesa Relativamente aos CDS da Divida Alemã," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/39, Nov.
  2. Teresa Simões & Margarida Abreu, 2012, "O Efeito Disposição nos Investidores Individuais Portugueses," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/40, Nov.

2011

  1. Margarida Abreu & Victor Mendes, 2011, "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/25, Nov.

2010

  1. Margarida Abreu & Victor Mendes & João A. Santos, 2010, "Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/02, Jan.
  2. Andrea Amaral & Margarida Abreu & Victor Mendes, 2010, "Contagion in Banking Crises: A Spatial Probit Model," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/03, Jan.
  3. MENDES Victor & ABREU Margarida, 2010, "Do Macro-Financial Variables Matter for European Bank Interest Margins and Profitability?," EcoMod2003, EcoMod, number 330700101, Jan.
  4. Maria Rosa Borges & Ana Sofia Branca, 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, number 2010/13, Jul.

2009

  1. Rosa Borges, 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, number 2009/37, Sep.

2008

  1. Maria Rosa Borges, 2008, "Is the Dividend Puzzle Solved?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/38, Jul.
  2. Maria Rosa Borges, 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, number 2008/20, Apr.

2007

  1. Maria Rosa Borges, 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, number 2007/09.
  2. Maria Rosa Borges, 2007, "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, number 2007/14.

2006

  1. Victor Mendes & Margarida Abreu, 2006, "Cultura Financeira dos Investidores e Diversificação das Carteiras," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2006/10.

2003

  1. Margarida Abreu, 2003, "Contagion Phenomena in Financial Crises: Evidence from the Portuguese and Spanish Exchange Rate Crises in the Early Nineties," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2003/05.

Undated

  1. Margarida Abreu, undated, "Exchange Rate Market Tensions in a Small Open Economy During the Transition to EMU: can Asian countries learn from the Portuguese experience in 1992-1995?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 1999/07.

Journal articles

2021

  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, volume 53, issue 3, pages 400-409, January, DOI: 10.1080/00036846.2020.1808177.

2020

  1. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020, "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 45, pages 4900-4912, September, DOI: 10.1080/00036846.2020.1751052.
  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, volume 0, issue 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, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.017.

2019

  1. 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, volume 25, issue 4, pages 429-444, November, DOI: 10.1007/s11294-019-09760-5.

2018

  1. 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, volume 266, issue 1, pages 71-100, July, DOI: 10.1007/s10479-017-2438-y.
  2. Mariya Gubareva & Maria Rosa Borges, 2018, "Binary interest rate sensitivities of emerging market corporate bonds," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 17, pages 1569-1586, November, DOI: 10.1080/1351847X.2017.1400452.

2017

  1. Mariya Gubareva & Maria Rosa Borges, 2017, "Interest rate, liquidity, and sovereign risk: derivative-based VaR," Journal of Risk Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 443-465, August, DOI: 10.1108/JRF-01-2017-0018.

2016

  1. Mariya Gubareva & Maria Rosa Borges, 2016, "Typology for flight-to-quality episodes and downside risk measurement," Applied Economics, Taylor & Francis Journals, volume 48, issue 10, pages 835-853, February, DOI: 10.1080/00036846.2015.1088143.

2015

  1. Chen, Zhongfei & Barros, Carlos Pestana & Borges, Maria Rosa, 2015, "A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies," Energy Economics, Elsevier, volume 48, issue C, pages 136-144, DOI: 10.1016/j.eneco.2014.12.020.

2014

  1. Amaral, Andrea & Abreu, Margarida & Mendes, Victor, 2014, "The spatial Probit model—An application to the study of banking crises at the end of the 1990’s," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 415, issue C, pages 251-260, DOI: 10.1016/j.physa.2014.07.044.

2013

  1. Maria Rosa Borges & Ricardo Gairifo, 2013, "Abnormal returns before acquisition announcements: evidence from Europe," Applied Economics, Taylor & Francis Journals, volume 45, issue 26, pages 3723-3732, September, DOI: 10.1080/00036846.2012.730134.

2012

  1. Abreu, Margarida & Mendes, Victor, 2012, "Information, overconfidence and trading: Do the sources of information matter?," Journal of Economic Psychology, Elsevier, volume 33, issue 4, pages 868-881, DOI: 10.1016/j.joep.2012.04.003.

2011

  1. Abreu, Margarida & Mendes, Victor & Santos, João A.C., 2011, "Home country bias: Does domestic experience help investors enter foreign markets?," Journal of Banking & Finance, Elsevier, volume 35, issue 9, pages 2330-2340, September.
  2. Maria Rosa Borges, 2011, "Random walk tests for the Lisbon stock market," Applied Economics, Taylor & Francis Journals, volume 43, issue 5, pages 631-639, DOI: 10.1080/00036840802584935.
  3. 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, volume 18, issue 1, pages 21-28, DOI: 10.1080/13504850903409755.

2010

  1. Margarida Abreu & Victor Mendes, 2010, "Financial literacy and portfolio diversification," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 5, pages 515-528, DOI: 10.1080/14697680902878105.
  2. Maria Rosa Borges, 2010, "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, volume 16, issue 7, pages 711-726, DOI: 10.1080/1351847X.2010.495477.

2009

  1. Maria Rosa Borges, 2009, "A model of stock price adjustment after dividends," Journal of Economic Studies, Emerald Group Publishing Limited, volume 36, issue 5, pages 508-521, September, DOI: 10.1108/01443580910992410.

2008

  1. Maria Borges, 2008, "The Ex-Dividend Day Stock Price Behavior: The Case of Portugal," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 1, pages 15-30, March, DOI: 10.1007/s11293-007-9104-8.
  2. 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, volume 0, issue 3, pages 35-52.

2007

  1. Maria Borges, 2007, "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 65-80, February, DOI: 10.1007/s11294-006-9064-9.

2005

  1. 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, volume 30, issue 2, pages 244-267, April.

2003

  1. Maria Rosa Borges, 2003, "Fiscal effect in dividend distributions," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 1, pages 73-85.

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