The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach
Carla Fernandes, Maria Rosa Borges, Jorge Caiado
Applied Economics, vol. 53, 2021, p. 400-409.

Switching Interest Rate Sensitivity Regimes of U.S. Corporates
Mariya Gubareva, Maria Rosa Borges
North American Journal Of Economics And Finance, vol. 54, 2020, p. .

Systemic Risk in the Angolan Interbank Payment System--A Network Approach
Maria Rosa Borges, Lauriano Ulica, Mariya Gubareva
Applied Economics, vol. 52, 2020, p. 4900-4912.

Binary Interest Rate Sensitivities of Emerging Market Corporate Bonds
Mariya Gubareva, Maria Rosa Borges
European Journal Of Finance, vol. 24, 2018, p. 1569-1586.

Typology for Flight-to-Quality Episodes and Downside Risk Measurement
Mariya Gubareva, Maria Rosa Borges
Applied Economics, vol. 48, 2016, p. 835-853.

A Bayesian Stochastic Frontier Analysis of Chinese Fossil-Fuel Electricity Generation Companies
Zhongfei Chen, Carlos Pestana Barros, Maria Rosa Borges
Energy Economics, vol. 48, 2015, p. 136-144.

Abnormal Returns before Acquisition Announcements: Evidence from Europe
Maria Rosa Borges, Ricardo Gairifo
Applied Economics, vol. 45, 2013, p. 3723-3732.

Measuring Performance in the Portuguese Banking Industry with a Fourier Regression Model
Carlos Pestana Barros, Maria Rosa Borges
Applied Economics Letters, vol. 18, 2011, p. 21-28.

Random Walk Tests for the Lisbon Stock Market
Maria Rosa Borges
Applied Economics, vol. 43, 2011, p. 631-639.

Efficient Market Hypothesis in European Stock Markets
Maria Rosa Borges
European Journal Of Finance, vol. 16, 2010, p. 711-726.

A Model of Stock Price Adjustment after Dividends
Maria Rosa Borges
Journal Of Economic Studies, vol. 36, 2009, p. 508-521.

The Ex-Dividend Day Stock Price Behavior: The Case of Portugal
Maria Rosa Borges
Atlantic Economic Journal, vol. 36, 2008, p. 15-30.