Pedro Júdice

Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE)

Complexo Indeg/Iscte

Av. Professor Anibal Bettencourt

Lisboa, 1600-189

Portugal

SCHOLARLY PAPERS

4

DOWNLOADS

1,151

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Long-Term Bank Balance Sheet Management: Estimation and Simulation of Risk-Factors

Number of pages: 18 Posted: 22 Jun 2012 Last Revised: 01 Aug 2012
John R. Birge and Pedro Júdice
University of Chicago - Booth School of Business and Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE)
Downloads 761 (60,111)
Citation 4

Abstract:

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Balance sheet management, asset-liability management, long-term risk, interest rate risk, credit risk

2.

Bank Balance Sheet Risk Allocation

Number of pages: 32 Posted: 08 Jan 2020
Pedro Júdice and Qiji Jim Zhu
Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE) and Western Michigan University
Downloads 175 (304,064)

Abstract:

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Interest rate risk, credit risk, balance sheet optimization, risk allocation, duality.

3.

Cross-Sectional Modeling of Bank Deposits

Number of pages: 22 Posted: 08 Jan 2020
Sofia Costa, Marta Faias, Pedro Júdice and Pedro Mota
New University of Lisbon, University of Lisbon - Faculty of Sciences, Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE) and New University of Lisbon
Downloads 119 (414,562)

Abstract:

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Bank Deposits, Liquidity, Momentum, Panel Data

4.

Assessing the Long-Term Effects of Bank Policies

Number of pages: 32 Posted: 28 May 2014
John R. Birge and Pedro Júdice
University of Chicago - Booth School of Business and Business Research Unit, Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE)
Downloads 96 (483,292)

Abstract:

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