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. .
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.
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.
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,
João 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.
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,
João 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,
João 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,
João 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,
João Tovar Jalles,
Ricardo Sousa
Applied Economics Letters,
vol. 22, 2015, p. 356-360.
Fiscal Consolidation and Financial Reforms
Luca Agnello,
Vitor Castro,
João 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,
João 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,
João 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.