Maldonado, Isabel

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Data de nascimento

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Último Nome

Maldonado

Primeiro Nome

Isabel

Nome

Isabel Maldonado

Biografia

Isabel Maldonado has a PhD in Financial Economics and Accountancy from the University of Vigo, Spain, an MSc in Finance from the Portucalense University, Porto, and a degree in Management from Portucalense University. Currently is an Professor at Instituto Superior de Contabilidade e Administração do Porto (ISCAP), teaching in the areas of General/Financial Accounting, Analytical Accounting/Management, Report and Accounts Analysis and Auditing. She is a researcher at REMIT - Research on Economics, Management and Information Technologies of Universidade Portucalense, at GOVCOPP - Research Unit on Governance, Competitiveness and Public Policies of Universidade de Aveiro and at OSEAN, in the areas of Accounting, Auditing and Finance. Docente na UPT até 2023.

Identificadores

0000-0002-1292-6201
1D1D-3612-D593

Projetos de investigação

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REMIT – Research on Economics, Management and Information Technologies
Centro de investigação que que tem como objetivo principal produzir e disseminar conhecimento teórico e aplicado que possibilite uma maior compreensão das dinâmicas e tendências económicas, empresariais, territoriais e tecnológicas do mundo contemporâneo e dos seus efeitos socioeconómicos. O REMIT adota uma perspetiva multidisciplinar que integra vários domínios científicos: Economia e Gestão; Ciências e Tecnologia; Turismo, Património e Cultura. Founded in 2017, REMIT – Research on Economics, Management and Information Technologies is a research unit of Portucalense University. Based on a multidisciplinary and interdisciplinary perspective it aims at responding to social challenges through a holistic approach involving a wide range of scientific fields such as Economics, Management, Science, Technology, Tourism, Heritage and Culture. Grounded on the production of advanced scientific knowledge, REMIT has a special focus on its application to the resolution of real issues and challenges, having as strategic orientations: - the understanding of local, national and international environment; - the development of activities oriented to professional practice, namely in the business world.

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2014 - 201932020 - 20211
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Autor: Rodríguez de Prado, Francisco × Idioma: eng ×

Resultados da pesquisa

A mostrar 1 - 4 de 4
  • Miniatura
    PublicaçãoAcesso Aberto
    Predictive power of the term structure of interest rates over recessions in Europe
    2014 - Pinho, Carlos; Madaleno, Mara; Rodríguez de Prado, Francisco; Maldonado, Isabel
    This work intends to infer for European countries the extent that anticipations of the term structure of interest rates has over recessions, as measured by factor models. For that, we model the shape of the yield curve by latent factors corresponding to its level, slope and curvature. The simple and modified probit and logit models are used to examine the yield curve’s ability to forecast economic downturns (recessions). Despite official recessions dates being available at the Centre for Economic Policy Research (CEPR), which recently formed a committee to set the dates of the Euro area business cycle in a manner similar to the NBER, these are based on aggregate data. So, we determine the recessions using the BBQ methodology to have them dated for each individual country in the sample. The findings suggest that the yield curve components predict recessions for more than one year ahead, with increased goodness of fit when the autoregressive term is included as explanatory variable. These results are consistent for both UK, Germany and Portugal.
  • Miniatura
    PublicaçãoAcesso Aberto
    Interest rates dynamics: Contribution of macroeconomic information in four European markets
    2017 - Pinho, Carlos; Rodríguez de Prado, Francisco; Maldonado, Isabel; Lobo, Carla Azevedo
    Oral presentation in the XIII Iberian International Business Conference (IICB17), Instituto Universitário de Lisboa, Portugal, 20-21 October 2017, with the title Interest rates dynamics: Contribution of macroeconomic information in four European markets.
  • PublicaçãoAcesso Restrito
    Forecasting the yield curve with macroeconomic information: evidence from European markets
    2021 - Pinho, Carlos; Rodríguez de Prado, Francisco; Maldonado, Isabel; Lobo, Carla Azevedo
    In this paper we analyse the predictive content of the introduction of macroeconomic variables in term structure dynamic models. We tested the dynamic models using data from the public debt, inflation rate and annual variation of the industrial production index for four European countries: Portugal, Spain, the United Kingdom and Germany. Results obtained for the period from January 1990 to December 2012 indicate that considering macroeconomic factors makes a positive contribution to the improvement of forecasts for different countries and maturities. However, the paper presents evidence of time-varying forecast accuracy, not only across yield maturities and forecast horizons, but also over data subperiods.
  • Miniatura
    PublicaçãoAcesso Aberto
    Interest rate dynamic models: Evidence from Iberian markets
    2018 - Pinho, Carlos; Rodríguez de Prado, Francisco; Lobo, Carla Azevedo; Maldonado, Isabel
    In this paper we investigate the yield curve forecasting performance of dynamic models combining yield curve factors and macroeconomic variables. We test dynamic models using sovereign debt data, inflation rate and annual variation of the industrial production index for Portugal and Spain. We also explore the dynamic correlations between the yield curve factors of the countries under analysis. Results indicate that the consideration of macroeconomic factors has a positive contribution to the improvement of forecasts. The analysis shows a strong correlation between the two countries level factor and important changes in the curvature factor correlations associated with international crisis episodes.