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Interbank linkages and contagion risk in the Portuguese banking system
Borges, Maria Rosa; Fernandes, Lara Mónica Machado - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 2, pp. 137-151
Persistent link: https://www.econbiz.de/10012616840
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Modelling credit risk : evidence for EMV methodology on Portuguese mortgage data
Borges, Maria Rosa; Machado, Raquel - 2020
Persistent link: https://www.econbiz.de/10012501978
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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
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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