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1
Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
Saved in:
2
Governed by the cycle : direct and inverted interest-rate sensitivity of emerging market corporate debt
Gubareva, Mariya
;
Borges, Maria Rosa
-
2016
Persistent link: https://www.econbiz.de/10011549693
Saved in:
3
Interest rate (in)sensitivity of emerging market corporate debt : economic analysis based on 2002-2015 empirical evidence
Gubareva, Mariya
;
Borges, Maria Rosa
-
2016
Persistent link: https://www.econbiz.de/10011549711
Saved in:
4
Typological classification, diagnostics, and measurement of flights-to-quality
Gubareva, Mariya
;
Borges, Maria Rosa
-
2013
Persistent link: https://www.econbiz.de/10011560035
Saved in:
5
Systemic risk in the Angolan interbank payment system : a network approach
Borges, Maria Rosa
;
Ulica, Lauriano
;
Gubareva, Mariya
- In:
Applied economics
52
(
2020
)
45
,
pp. 4900-4912
Persistent link: https://www.econbiz.de/10012306516
Saved in:
6
Binary interest rate sensitivities of emerging market corporate bonds
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1569-1586
Persistent link: https://www.econbiz.de/10012259084
Saved in:
7
Interest rate, liquidity, and sovereign risk : derivative-based VaR
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
4
,
pp. 443-465
Persistent link: https://www.econbiz.de/10011782760
Saved in:
8
Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Analytical models for financial modeling and risk management
,
(pp. 71-100)
.
2018
Persistent link: https://www.econbiz.de/10011897160
Saved in:
9
Governed by the cycle : interest rate sensitivity of emerging market corporate debt
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Risk management decisions and value under uncertainty
,
(pp. 991-1019)
.
2022
Persistent link: https://www.econbiz.de/10013342081
Saved in:
10
The ex-dividend day stock price behavior : the case of Portugal
Borges, Maria Rosa
- In:
Atlantic economic journal : AEJ
36
(
2008
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10003719012
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