Oil Shocks and Financial Stability in MENA Countries
Ahmed H. Elsayed,
Kazi Sohag,
Ricardo Sousa
Resources Policy,
vol. 89, 2024, p. .
A Quest between Fiscal and Market Discipline
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Economic Modelling,
vol. 119, 2023, p. .
Interest Rate Gaps in an Uncertain Global Context: Why 'Too' Low (High) for 'So' Long?
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Empirical Economics,
vol. 64, 2023, p. 539-565.
Bank Credit Risk and Macro-prudential Policies: Role of Counter-Cyclical Capital Buffer
Nadia Benbouzid,
Abhishek Kumar,
Sushanta Mallick,
Ricardo Sousa,
Aleksandar Stojanovic
Journal Of Financial Stability,
vol. 63, 2022, p. .
On the International Co-movement of Natural Interest Rates
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal Of International Financial Markets, Institutions And Money,
vol. 80, 2022, p. .
What Uncertainty Does to Euro Area Sovereign Bond Markets: Flight to Safety and Flight to Quality
Mauro Costantini,
Ricardo Sousa
Journal of International Money and Finance,
vol. 122, 2022, p. .
External Debt Composition and Domestic Credit Cycles
Stefan Avdjiev,
Stephan Binder,
Ricardo Sousa
Journal of International Money and Finance,
vol. 115, 2021, p. .
Inflation Synchronization among the G7 and China: The Important Role of Oil Inflation
Ahmed H. Elsayed,
Shawkat Hammoudeh,
Ricardo Sousa
Energy Economics,
vol. 100, 2021, p. .
On the Duration of Sovereign Ratings Cycle Phases
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal of Economic Behavior and Organization,
vol. 182, 2021, p. 512-526.
Consumption, Asset Wealth, Equity Premium, Term Spread, and Flight to Quality
Mauro Costantini,
Ricardo Sousa
European Financial Management,
vol. 26, 2020, p. 778-807.
Global Factors, Uncertainty, Weather Conditions and Energy Prices: On the Drivers of the Duration of Commodity Price Cycle Phases
Luca Agnello,
Vitor Castro,
Shawkat Hammoudeh,
Ricardo Sousa
Energy Economics,
vol. 90, 2020, p. .
How Does Monetary Policy Respond to the Dynamics of the Shadow Banking Sector?
Luca Agnello,
Vitor Castro,
Fredj Jawadi,
Ricardo Sousa
International Journal Of Finance And Economics,
vol. 25, 2020, p. 228-247.
The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal Of Real Estate Finance And Economics,
vol. 61, 2020, p. 607-670.
Unconventional Monetary Policy Reaction Functions: Evidence from the US
Luca Agnello,
Vitor Castro,
Gilles Dufrénot,
Fredj Jawadi,
Ricardo Sousa
Studies In Nonlinear Dynamics And Econometrics,
vol. 24, 2020, p. 1-18.
A Competing Risks Tale on Successful and Unsuccessful Fiscal Consolidations
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal Of International Financial Markets, Institutions And Money,
vol. 63, 2019, p. .
Asset Returns under Model Uncertainty: Evidence from the Euro Area, the US and the UK
João Miguel Sousa,
Ricardo Sousa
Computational Economics,
vol. 54, 2019, p. 139-176.
Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
Guglielmo Maria Caporale,
Ricardo Sousa,
Mark E. Wohar
Real Estate Economics,
vol. 47, 2019, p. 935-976.
Do IMF Fiscal Forecasts Add Value?
Zidong An,
Joao Tovar Jalles,
Prakash Loungani ,
Ricardo Sousa
Journal Of Forecasting,
vol. 37, 2018, p. 650-665.
Economic Activity, Credit Market Conditions, and the Housing Market
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Macroeconomic Dynamics,
vol. 22, 2018, p. 1769-1789.
Financial Markets' Shutdown and Reaccess
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Economic Inquiry,
vol. 56, 2018, p. 562-571.
Systemic Financial Crises and the Housing Market Cycle
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Applied Economics Letters,
vol. 25, 2018, p. 724-729.
The Impact of Fiscal Consolidation on Human Development
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
Journal Of International Development,
vol. 30, 2018, p. 399-429.
The Legacy and the Tyranny of Time: Exit and Re-entry of Sovereigns to International Capital Markets
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal of Money, Credit and Banking,
vol. 50, 2018, p. 1969-1994.
An International Forensic Perspective of the Determinants of Bank CDS Spreads
Nadia Benbouzid,
Sushanta Mallick,
Ricardo Sousa
Journal Of Financial Stability,
vol. 33, 2017, p. 60-70.
Do cay and cay^{MS} Predict Stock and Housing Returns? Evidence from a Nonparametric Causality Test
Mehmet Balcilar,
Rangan Gupta ,
Ricardo Sousa,
Mark E. Wohar
International Review Of Economics And Finance,
vol. 48, 2017, p. 269-279.
Do Country-Level Financial Structures Explain Bank-Level CDS Spreads?
Nadia Benbouzid,
Sushanta Mallick,
Ricardo Sousa
Journal Of International Financial Markets, Institutions And Money,
vol. 48, 2017, p. 135-145.
How Do Fiscal Consolidation and Fiscal Stimuli Impact on the Synchronization of Business Cycles?
Luca Agnello,
Guglielmo Maria Caporale,
Ricardo Sousa
Bulletin of Economic Research,
vol. 69, 2017, p. 309-329.
Income Inequality, Fiscal Stimuli and Political (In)stability
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
International Tax and Public Finance,
vol. 24, 2017, p. 484-511.
On the Macroeconomic and Wealth Effects of Unconventional Monetary Policy
Fredj Jawadi,
Ricardo Sousa,
Raffaella Traverso
Macroeconomic Dynamics,
vol. 21, 2017, p. 1189-1204.
Predicting Risk Premium under Changes in the Conditional Distribution of Stock Returns
João Miguel Sousa,
Ricardo Sousa
Journal Of International Financial Markets, Institutions And Money,
vol. 50, 2017, p. 204-218.
Spillovers from the Oil Sector to the Housing Market Cycle
Luca Agnello,
Vitor Castro,
Shawkat Hammoudeh,
Ricardo Sousa
Energy Economics,
vol. 61, 2017, p. 209-220.
The Skill Premium Effect of Technological Change: New Evidence from United States Manufacturing
Sushanta Mallick,
Ricardo Sousa
International Labour Review,
vol. 156, 2017, p. 113-131.
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets
Guglielmo Maria Caporale,
Ricardo Sousa
Research In International Business And Finance,
vol. 36, 2016, p. 562-578.
Financial Stress and Sovereign Debt Composition
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
Applied Economics Letters,
vol. 23, 2016, p. 678-683.
Fiscal and Monetary Policies in the BRICS: A Panel VAR Approach
Fredj Jawadi,
Sushanta Mallick,
Ricardo Sousa
Economic Modelling,
vol. 58, 2016, p. 535-542.
National Fiscal Consolidations and Regional Inequality in Europe
Luca Agnello,
Giorgio Fazio,
Ricardo Sousa
Cambridge Journal of Regions, Economy and Society,
vol. 9, 2016, p. 59-80.
Predicting Asset Returns in the BRICS: The Role of Macroeconomic and Fundamental Predictors
Ricardo Sousa,
Andrew Vivian,
Mark E. Wohar
International Review Of Economics And Finance,
vol. 41, 2016, p. 122-143.
An Empirical Analysis of Energy Cost Pass-Through to CO2 Emission Prices
Shawkat Hammoudeh,
Amine Lahiani ,
Duc Khuong Nguyen,
Ricardo Sousa
Energy Economics,
vol. 49, 2015, p. 149-156.
Booms, Busts, and Normal Times in the Housing Market.
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal of Business and Economic Statistics,
vol. 33, 2015, p. 25-45.
Can Re-regulation of the Financial Sector Strike Back Public Debt?
Luca Agnello,
Ricardo Sousa
Economic Modelling,
vol. 51, 2015, p. 159-171.
Consumption Growth, Preference for Smoothing, Changes in Expectations and Risk Premium
Manuel Rocha Armada,
Ricardo Sousa,
Mark E. Wohar
Quarterly Review Of Economics And Finance,
vol. 56, 2015, p. 80-97.
Do Debt Crises Boost Financial Reforms?
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
Applied Economics Letters,
vol. 22, 2015, p. 356-360.
Fiscal Consolidation and Financial Reforms
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
Applied Economics,
vol. 47, 2015, p. 3740-3755.
Is Fiscal Fatigue a Threat to Consolidation Programmes?
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Environment and Planning C: Government and Policy,
vol. 33, 2015, p. 765-779.
Linking Wealth and Labour Income with Stock Returns and Government Bond Yields
Ricardo Sousa
European Journal Of Finance,
vol. 21, 2015, p. 806-825.
Nonlinear Effects of Asset Prices on Fiscal Policy: Evidence from the UK, Italy and Spain
Luca Agnello,
Gilles Dufrénot,
Ricardo Sousa
Economic Modelling,
vol. 44, 2015, p. 358-362.
US Monetary Policy and Sectoral Commodity Prices
Shawkat Hammoudeh,
Duc Khuong Nguyen,
Ricardo Sousa
Journal of International Money and Finance,
vol. 57, 2015, p. 61-85.
What Determines the Likelihood of Structural Reforms?
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
European Journal of Political Economy,
vol. 37, 2015, p. 129-145.
What Is the Impact of Wealth Shocks on Asset Allocation?
Ricardo Sousa
Quantitative Finance,
vol. 15, 2015, p. 493-508.
Energy Prices and CO2 Emission Allowance Prices: A Quantile Regression Approach
Shawkat Hammoudeh,
Duc Khuong Nguyen,
Ricardo Sousa
Energy Policy,
vol. 70, 2014, p. 201-206.
Fiscal Adjustments, Labour Market Flexibility and Unemployment
Luca Agnello,
Vitor Castro,
Joao Tovar Jalles,
Ricardo Sousa
Economics Letters,
vol. 124, 2014, p. 231-235.
Fiscal Policy in the BRICs
Fredj Jawadi,
Sushanta Mallick,
Ricardo Sousa
Studies In Nonlinear Dynamics And Econometrics,
vol. 18, 2014, p. 201-215.
How Does Fiscal Consolidation Impact on Income Inequality?
Luca Agnello,
Ricardo Sousa
Review of Income and Wealth,
vol. 60, 2014, p. 702-726.
Nonlinear Monetary Policy Reaction Functions in Large Emerging Economies: The Case of Brazil and China
Fredj Jawadi,
Sushanta Mallick,
Ricardo Sousa
Applied Economics,
vol. 46, 2014, p. 973-984.
The Determinants of the Volatility of Fiscal Policy Discretion
Luca Agnello,
Ricardo Sousa
Fiscal Studies,
vol. 35, 2014, p. 91-115.
The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal
Ricardo Sousa
Applied Economics,
vol. 46, 2014, p. 240-251.
Wealth, Asset Portfolio, Money Demand and Policy Rule
Ricardo Sousa
Bulletin of Economic Research,
vol. 66, 2014, p. 95-111.
What Explains the Short-Term Dynamics of the Prices of CO2 Emissions?
Shawkat Hammoudeh,
Duc Khuong Nguyen,
Ricardo Sousa
Energy Economics,
vol. 46, 2014, p. 122-135.
Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies
Sushanta Mallick,
Ricardo Sousa
Open Economies Review,
vol. 24, 2013, p. 677-694.
Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes
Luca Agnello,
Davide Furceri,
Ricardo Sousa
Open Economies Review,
vol. 24, 2013, p. 79-100.
Fiscal Policy and Asset Prices
Luca Agnello,
Ricardo Sousa
Bulletin of Economic Research,
vol. 65, 2013, p. 154-177.
How Best to Measure Discretionary Fiscal Policy? Assessing Its Impact on Private Spending
Luca Agnello,
Ricardo Sousa,
Davide Furceri
Economic Modelling,
vol. 34, 2013, p. 15-24.
Modelling Money Demand: Further Evidence from an International Comparison
Ricardo Sousa,
Fredj Jawadi
Applied Economics Letters,
vol. 20, 2013, p. 1052-1055.
Money Demand in the Euro Area, the US and the UK: Assessing the Role of Nonlinearity
Ricardo Sousa,
Fredj Jawadi
Economic Modelling,
vol. 32, 2013, p. 507-515.
Political, Institutional, and Economic Factors Underlying Deficit Volatility
Luca Agnello,
Ricardo Sousa
Review of International Economics,
vol. 21, 2013, p. 719-732.
Structural Breaks and Nonlinearity in US and UK Public Debts
Ricardo Sousa,
Fredj Jawadi
Applied Economics Letters,
vol. 20, 2013, p. 653-657.
The Real Effects of Financial Stress in the Eurozone
Sushanta Mallick,
Ricardo Sousa
International Review Of Financial Analysis,
vol. 30, 2013, p. 1-17.
Using Time-Varying Transition Probabilities in Markov Switching Processes to Adjust US Fiscal Policy for Asset Prices
Gilles Dufrénot,
Ricardo Sousa,
Luca Agnello
Economic Modelling,
vol. 34, 2013, p. 25-36.
What Determines the Duration of a Fiscal Consolidation Program?
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal of International Money and Finance,
vol. 37, 2013, p. 113-134.
Financial Reforms and Income Inequality
Luca Agnello,
Sushanta Mallick,
Ricardo Sousa
Economics Letters,
vol. 116, 2012, p. 583-587.
Fiscal Adjustments and Income Inequality: A First Assessment
Luca Agnello,
Ricardo Sousa
Applied Economics Letters,
vol. 19, 2012, p. 1627-1632.
How Do Banking Crises Impact on Income Inequality
Luca Agnello,
Ricardo Sousa
Applied Economics Letters,
vol. 19, 2012, p. 1425-1429.
How Do Central Banks React to Wealth Composition and Asset Prices?
Vitor Castro,
Ricardo Sousa
Economic Modelling,
vol. 29, 2012, p. 641-653.
How Does Fiscal Policy React to Wealth Composition and Asset Prices?
Luca Agnello,
Vitor Castro,
Ricardo Sousa
Journal of Macroeconomics,
vol. 34, 2012, p. 874-890.
Investment in Emerging Market Economies
Tuomas A. Peltonen,
Ricardo Sousa,
Isabel S. Vansteenkiste
Empirical Economics,
vol. 43, 2012, p. 97-119.
Real Effects of Monetary Policy in Large Emerging Economies
Sushanta Mallick,
Ricardo Sousa
Macroeconomic Dynamics,
vol. 16, 2012, p. 190-212.
The macroeconomic effects of fiscal policy.
António Afonso,
Ricardo Sousa
Applied Economics,
vol. 44, 2012, p. 4439-4454.
Time-Varying Expected Returns: Evidence from the United States and the United Kingdom
Ricardo Sousa
Applied Economics Letters,
vol. 19, 2012, p. 413-416.
Wealth Effects in Emerging Market Economies
Tuomas A. Peltonen,
Ricardo Sousa,
Isabel S. Vansteenkiste
International Review Of Economics And Finance,
vol. 24, 2012, p. 155-166.
Wealth-to-Income Ratio and Stock Returns: Evidence from the Euro Area
Ricardo Sousa
Applied Economics Letters,
vol. 19, 2012, p. 619-622.
Wealth-to-Income Ratio, Government Bond Yields and Financial Stress in the Euro Area
Ricardo Sousa
Applied Economics Letters,
vol. 19, 2012, p. 1085-1088.
Assessing Long-Term Fiscal Developments: A New Approach
António Afonso,
Luca Agnello,
Davide Furceri,
Ricardo Sousa
Journal of International Money and Finance,
vol. 30, 2011, p. 130-146.
Assessing Long-Term Fiscal Developments: Evidence from Portugal
António Afonso,
Ricardo Sousa
Applied Economics Letters,
vol. 18, 2011, p. 1-5.
Building Proxies That Capture Time-Variation in Expected Returns Using a VAR Approach
Ricardo Sousa
Applied Financial Economics,
vol. 21, 2011, p. 147-163.
Can Fiscal Policy Stimulus Boost Economic Recovery?
Luca Agnello,
Ricardo Sousa
Revue Economique,
vol. 62, 2011, p. 1045-1066.
Consumption, Wealth, Stock and Government Bond Returns: International Evidence
António Afonso,
Ricardo Sousa
Manchester School,
vol. 79, 2011, p. 1294-1322.
Fiscal Regime Shifts in Portugal
António Afonso,
Peter Claeys,
Ricardo Sousa
Portuguese Economic Journal,
vol. 10, 2011, p. 83-108.
Fundamentals, Financial Factors , and the Dynamics of Investment in Emerging Markets
Tuomas A. Peltonen,
Ricardo Sousa,
Isabel S. Vansteenkiste
Emerging Markets Finance And Trade,
vol. 47, 2011, p. 88-105.
The Impact of Government Spending on the Private Sector: Crowding-Out versus Crowding-In Effects
Davide Furceri,
Ricardo Sousa
Kyklos,
vol. 64, 2011, p. 516-533.
The Macroeconomic Effects of Fiscal Policy in Portugal: A Bayesian SVAR Analysis
António Afonso,
Ricardo Sousa
Portuguese Economic Journal,
vol. 10, 2011, p. 61-82.
What Are the Effects of Fiscal Policy on Asset Markets?
António Afonso,
Ricardo Sousa
Economic Modelling,
vol. 28, 2011, p. 1871-1890.
Consumption, (Dis)aggregate Wealth, and Asset Returns
Ricardo Sousa
Journal Of Empirical Finance,
vol. 17, 2010, p. 606-622.
Housing Wealth, Financial Wealth, Money Demand and Policy Rule: Evidence from the Euro Area
Ricardo Sousa
North American Journal Of Economics And Finance,
vol. 21, 2010, p. 88-105.