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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
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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
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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
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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
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Switching interest rate sensitivity regimes of US corporates
Gubareva, Mariya; Borges, Maria Rosa - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012666022
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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