Pessoas
- Membros integrados
Ricardo Sousa
Doutoramento em Economia Instituto Europeu, Escola de Economia e Ciência Política de LondresCampus de Gualtar - Edificio 8 - 2.11
Sobre
Publicações
Hammoudeh, S , Nguyen, D K , & Sousa, R M (2024)
China's monetary policy framework and global commodity prices
Energy economics, 138, 107767 DOI
Elsayed, A H , Sohag, K , & Sousa, R M (2024)
Oil shocks and financial stability in MENA countries
Resources Policy, 89, 104653 DOI
Costantini, M , Maaitah, A , Mishra, T , & Sousa, R M (2023)
Bitcoin market networks and cyberattacks
Physica A: Statistical Mechanics and its Applications, 630 DOI
Forsström, V , Lind, K , Sousa, R M , Uddin, G S , & Jayasekera, R (2023)
Making sense of uncertainty: An application to the Scandinavian banking sector
International Journal of Finance & Economics DOI
Jawadi, F , Sousa, R M , & Traverso, R (2017)
On the macroeconomic and wealth effects of unconventional monetary policy
Macroeconomic Dynamics, 21(5), 1189-1204 DOI
Jawadi, F , & Sousa, R M (2014) The relationship between consumption and wealth: A quantile regression approach Revue d'Économie Politique, 124(4), 639-652
DOI
Costantini, M , & Sousa, R M (2022)
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
Journal of International Money and Finance, 122, 102574 DOI
Agnello, L , Castro, V , & Sousa, R M (2021)
On the duration of sovereign ratings cycle phases
Journal of Economic Behavior and Organization, 182, 512–526 DOI
Selmi, R , Hammoudeh, S , Kasmaoui, K , Sousa, R M , & Errami, Y (2022)
The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?
Energy Economics, 109, 105913 DOI
Agnello, L , Castro, V , & Sousa, R M (2018) FINANCIAL MARKETS'SHUTDOWN AND REACCESS Economic Inquiry, 56(1), 562-571
DOI
Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2021)
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U S State-Level Data
Journal of Real Estate Finance and Economics, 62(1), 81–107 DOI
Costantini, M , & Sousa, R M (2022)
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
Journal of International Money and Finance, 122, 102574 DOI
Agnello, L , Castro, V , & Sousa, R M (2021)
On the duration of sovereign ratings cycle phases
Journal of Economic Behavior and Organization, 182, 512–526 DOI
Avdjiev, S , Binder, S , & Sousa, R (2021)
External debt composition and domestic credit cycles
Journal of International Money and Finance, 115, 102377 DOI
Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2021)
Linking U S State-level housing market returns, and the consumption-(dis)aggregate wealth ratio
International Review of Economics and Finance, 71, 779–810 DOI
Agnello, L , Castro, V , & Sousa, R M (2020)
The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
Journal of Real Estate Finance and Economics, 61(4), 607–670 DOI
Agnello, L , Castro, V , Dufrénot, G , Jawadi, F , & Sousa, R M (2020)
Unconventional monetary policy reaction functions: Evidence from the US
Studies in Nonlinear Dynamics and Econometrics, 24(4), 20180088 DOI
Agnello, L , Castro, V , Hammoudeh, S , & Sousa, R M (2020)
Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases
Energy Economics, 90(104862) DOI
Agnello, L , Castro, V , Jawadi, F , & Sousa, R M (2020)
How does monetary policy respond to the dynamics of the shadow banking sector?
International Journal of Finance and Economics, 25(2), 228–247 DOI
Costantini, M , & Sousa, R M (2020)
Consumption, asset wealth, equity premium, term spread, and flight to quality
European Financial Management, 26(3), 778–807 DOI
Nguyen, D K , Sensoy, A , Sousa, R M , & Uddin, G S (2020)
U S equity and commodity futures markets: Hedging or financialization?
Energy Economics, 86, 104660 DOI
Agnello, L , Castro, V , & Sousa, R M (2019)
A competing risks tale on successful and unsuccessful fiscal consolidations
Journal of International Financial Markets, Institutions and Money, 63(101148) DOI
Cabral, R , & Sousa, R (2019) Os 20 anos do euro: O problema das lentes a “preto e zero ” Crítica Económica e Social, Nov-Dez(20), 19–24
DOI
Caporale, G M , Sousa, R M , & Wohar, M E (2019)
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
Real Estate Economics, 47(4), 935–976 DOI
Sousa, J M , & Sousa, R M (2019)
Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK
Computational Economics, 54(1), 139–176 DOI
Agnello, L , Castro, V , & Sousa, R M (2018)
Economic Activity, Credit Market Conditions, and the Housing Market
Macroeconomic Dynamics, 22(7), 1769–1789 DOI
Agnello, L , Castro, V , & Sousa, R M (2018)
Systemic financial crises and the housing market cycle
Applied Economics Letters, 25(10), 724–729 DOI
Agnello, L , Castro, V , & Sousa, R M (2018)
The Legacy and the Tyranny of Time: Exit and Re-Entry of Sovereigns to International Capital Markets
Journal of Money, Credit and Banking, 50(8), 1969–1994 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2018)
The Impact of Fiscal Consolidation on Human Development
Journal of International Development, 30(3), 399–429 DOI
An, Z , Jalles, J T , Loungani, P , & Sousa, R M (2018)
Do IMF fiscal forecasts add value?
Journal of Forecasting, 37(6), 650–665 DOI
Armendáriz, S , Gavilán, A , & Sousa, R (2018)
Lessons from the last euro area capital flows boom-bust cycle
In E S Mechanism (Ed ), Cross-border capital flows and capital markets union: Quo vadis Europe? (Vol 2018, pp 5–18) Luxembourg, Luxembourg: European Stability Mechanism DOI
Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2018)
Wealth-to-income ratio and stock market movements: Evidence from a nonparametric causality test
International Review of Finance, 18(3), 495–506 DOI
Agnello, L , Caporale, G M , & Sousa, R M (2017)
How do Fiscal Consolidation and Fiscal Stimuli Impact on the Synchronization of Business Cycles?
Bulletin of Economic Research, 69(4), 309–329 DOI
Agnello, L , Castro, V , Hammoudeh, S , & Sousa, R M (2017)
Spillovers from the oil sector to the housing market cycle
Energy Economics, 61, 209–220 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2017)
Income inequality, fiscal stimuli and political (in)stability
International Tax and Public Finance, 24(3), 484–511 DOI
Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2017)
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
International Review of Economics and Finance, 48, 269–279 DOI
Benbouzid, N , Mallick, S K , & Sousa, R M (2017)
An international forensic perspective of the determinants of bank CDS spreads1
Journal of Financial Stability, 33, 60–70 DOI
Benbouzid, N , Mallick, S K , & Sousa, R M (2017)
Do country-level financial structures explain bank-level CDS spreads?
Journal of International Financial Markets, Institutions and Money, 48, 135–145 DOI
Jawadi, F , Soparnot, R , & Sousa, R M (2017)
Assessing financial and housing wealth effects through the lens of a nonlinear framework
Research in International Business and Finance, 39, 840–850 DOI
Mallick, S K , & Sousa, R M (2017)
The skill premium effect of technological change: New evidence from United States manufacturing
International Labour Review, 156(1), 113–131 DOI
Sousa, J , & Sousa, R M (2017)
Predicting risk premium under changes in the conditional distribution of stock returns
Journal of International Financial Markets, Institutions and Money, 50, 204–218 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2016)
Financial stress and sovereign debt composition
Applied Economics Letters, 23(9), 678–683 DOI
Agnello, L , Fazio, G , & Sousa, R M (2016)
National fiscal consolidations and regional inequality in Europe
Cambridge Journal of Regions, Economy and Society, 9(1), 59–80 DOI
Caporale, G M , & Sousa, R M (2016)
Consumption, wealth, stock and housing returns: Evidence from emerging markets
Research in International Business and Finance, 36, 562–578 DOI
Jawadi, F , Mallick, S K , & Sousa, R M (2016)
Fiscal and monetary policies in the BRICS: A panel VAR approach
Economic Modelling, 58, 535–542 DOI
Sousa, R M , Vivian, A , & Wohar, M E (2016)
Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
International Review of Economics and Finance, 41, 122–143 DOI
Agnello, L , & Sousa, R M (2015)
Can re-regulation of the financial sector strike back public debt?
Economic Modelling, 51, 159–171 DOI
Agnello, L , Castro, V , & Sousa, R M (2015)
Booms, Busts, and Normal Times in the Housing Market
Journal of Business and Economic Statistics, 33(1), 25–45 DOI
Agnello, L , Castro, V , & Sousa, R M (2015)
Is fiscal fatigue a threat to consolidation programmes?
Environment and Planning C: Government and Policy, 33(4), 765–779 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)
Do debt crises boost financial reforms?
Applied Economics Letters, 22(5), 356–360 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)
Fiscal consolidation and financial reforms
Applied Economics, 47(34-35), 3740–3755 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)
What determines the likelihood of structural reforms?
European Journal of Political Economy, 37, 129–145 DOI
Agnello, L , Dufrénot, G , & Sousa, R M (2015)
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
Economic Modelling, 44, 358–362 DOI
Armada, M J R , Sousa, R M , & Wohar, M E (2015)
Consumption growth, preference for smoothing, changes in expectations and risk premium
Quarterly Review of Economics and Finance, 56, 80–97 DOI
Hammoudeh, S , Lahiani, A , Nguyen, D K , & Sousa, R M (2015)
An empirical analysis of energy cost pass-through to CO2 emission prices
Energy Economics, 49, 149–156 DOI
Hammoudeh, S , Nguyen, D K , & Sousa, R M (2015)
US monetary policy and sectoral commodity prices
Journal of International Money and Finance, 57, 61–85 DOI
Nguyen, D K , Sousa, R M , & Uddin, G S (2015)
Testing for asymmetric causality between U S equity returns and commodity futures returns
Finance Research Letters, 12, 38–47 DOI
Sousa, R M (2015)
Linking wealth and labour income with stock returns and government bond yields
European Journal of Finance, 21(10-11), 806–825 DOI
Sousa, R M (2015)
What is the impact of wealth shocks on asset allocation?
Quantitative Finance, 15(3), 493–508 DOI
Agnello, L , & Sousa, R M (2014)
How does fiscal consolidation impact on income inequality?
Review of Income and Wealth, 60(4), 702–726 DOI
Agnello, L , & Sousa, R M (2014)
The determinants of the volatility of fiscal policy discretion
Fiscal Studies, 35(1), 91–115 DOI
Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2014)
Fiscal adjustments, labour market flexibility and unemployment
Economics Letters, 124(2), 231–235 DOI
Hammoudeh, S M , Nguyen, D K , & Sousa, R M (2014)
Energy prices and CO2 emission allowance prices: A quantile regression approach
Energy Policy, 70, 201–206 DOI
Hammoudeh, S M , Nguyen, D K , & Sousa, R M (2014)
What explain the short-term dynamics of the prices of CO2 emissions?
Energy Economics, 46, 122–135 DOI
Jawadi, F , & Sousa, R M (2014)
Modelling the relationship between consumption and wealth in the US, the UK and the euro area
Revue d'Economie Politique, 124(4 ), 637–650 DOI
Jawadi, F , Mallick, S K , & Sousa, R M (2014)
Fiscal policy in the BRICs
Studies in Nonlinear Dynamics and Econometrics, 18(2), 201–215 DOI
Jawadi, F , Mallick, S K , & Sousa, R M (2014)
Nonlinear monetary policy reaction functions in large emerging economies: The case of Brazil and China
Applied Economics, 46(9), 973–984 DOI
Sila, U , & Sousa, R M (2014)
Windfall gains and labour supply: Evidence from the European Household Panel
IZA Journal of Labor Economics, 3(1), 1–27 DOI
Sousa, R M (2014)
The effects of monetary policy in a small open economy: the case of Portugal
Applied Economics, 46(2), 240–251 DOI
Sousa, R M (2014)
Wealth, asset portfolio, money demand and policy rule
Bulletin of Economic Research, 66(1), 95–111 DOI
Agnello, L , & Sousa, R M (2013)
Fiscal policy and asset prices
Bulletin of Economic Research, 65(2), 154–177 DOI
Agnello, L , & Sousa, R M (2013)
Political, institutional, and economic factors underlying deficit volatility
Review of International Economics, 21(4), 719–732 DOI
Agnello, L , Castro, V , & Sousa, R M (2013)
What determines the duration of a fiscal consolidation program?
Journal of International Money and Finance, 37, 113–134 DOI
Agnello, L , Dufrénot, G , & Sousa, R M (2013)
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Economic Modelling, 34, 25–36 DOI
Agnello, L , Furceri, D , & Sousa, R M (2013)
Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes
Open Economies Review, 24(1), 79–100 DOI
Agnello, L , Furceri, D , & Sousa, R M (2013)
How best to measure discretionary fiscal policy? Assessing its impact on private spending
Economic Modelling, 34, 15–24 DOI
Jawadi, F , & Sousa, R M (2013)
Modelling money demand: Further evidence from an international comparison
Applied Economics Letters, 20(11), 1052–1055 DOI
Jawadi, F , & Sousa, R M (2013)
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity
Economic Modelling, 32(1), 507–515 DOI
Jawadi, F , & Sousa, R M (2013)
Structural breaks and nonlinearity in US and UK public debts
Applied Economics Letters, 20(7), 653–657 DOI
Mallick, S K , & Sousa, R M (2013)
Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies
Open Economies Review, 24(4), 677–694 DOI
Mallick, S K , & Sousa, R M (2013)
The real effects of financial stress in the Eurozone
International Review of Financial Analysis, 30, 1–17 DOI
Afonso, A , & Sousa, R M (2012)
The macroeconomic effects of fiscal policy
Applied Economics, 44(34), 4439–4454 DOI
Agnello, L , & Sousa, R M (2012)
Fiscal adjustments and income inequality: A first assessment
Applied Economics Letters, 19(16), 1627–1632 DOI
Agnello, L , & Sousa, R M (2012)
How do banking crises impact on income inequality?
Applied Economics Letters, 19(15), 1425–1429 DOI
Agnello, L , Castro, V , & Sousa, R M (2012)
How does fiscal policy react to wealth composition and asset prices?
Journal of Macroeconomics, 34(3), 874–890 DOI
Agnello, L , Mallick, S K , & Sousa, R M (2012)
Financial reforms and income inequality
Economics Letters, 116(3), 583–587 DOI
Armada, M J R , & Sousa, R M (2012)
Can the wealth-to-income ratio be a useful predictor in alternative finance? evidence from the housing risk premium
International Symposia in Economic Theory and Econometrics, 22, 67–79 DOI
Castro, V , & Sousa, R M (2012)
How do central banks react to wealth composition and asset prices?
Economic Modelling, 29(3), 641–653 DOI
Mallick, S K , & Sousa, R M (2012)
Real effects of monetary policy in large emerging economies
Macroeconomic Dynamics, 16(SUPPL 2), 190–212 DOI
Peltonen, T A , Sousa, R M , & Vansteenkiste, I S (2012)
Investment in emerging market economies
Empirical Economics, 43(1), 97–119 DOI
Peltonen, T A , Sousa, R M , & Vansteenkiste, I S (2012)
Wealth effects in emerging market economies
International Review of Economics and Finance, 24, 155–166 DOI
Sousa, R M (2012)
Time-varying expected returns: Evidence from the united states and the United Kingdom
Applied Economics Letters, 19(5), 413–416 DOI
Sousa, R M (2012)
Wealth-to-income ratio and stock returns: Evidence from the Euro Area
Applied Economics Letters, 19(7), 619–622 DOI
Sousa, R M (2012)
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
Applied Economics Letters, 19(11), 1822/14869 DOI
Afonso, A , & Sousa, R M (2011)
Assessing long-term fiscal developments: Evidence from Portugal
Applied Economics Letters, 18(1), 1–5 DOI
Afonso, A , & Sousa, R M (2011)
Consumption, wealth, stock and government bond returns: International evidence
Manchester School, 79(6), 1294–1232 DOI
Afonso, A , & Sousa, R M (2011)
The macroeconomic effects of fiscal policy in Portugal: A Bayesian SVAR analysis
Portuguese Economic Journal, 10(1), 61–82 DOI
Afonso, A , & Sousa, R M (2011)
What are the effects of fiscal policy on asset markets?
Economic Modelling, 28(4), 1871–1890 DOI
Afonso, A , Agnello, L , Furceri, D , & Sousa, R M (2011)
Assessing long-term fiscal developments: A new approach
Journal of International Money and Finance, 30(1), 130–146 DOI
Afonso, A , Claeys, P , & Sousa, R M (2011)
Fiscal regime shifts in Portugal
Portuguese Economic Journal, 10(2), 83–108 DOI
Agnello, L , & Sousa, R (2011)
Can fiscal policy stimulus boost economic recovery?
Revue Economique, 62(6), 1045–1066 DOI
Furceri, D , & Sousa, R M (2011)
Does government spending crowd-out private consumption and investment? Theory and some empirical evidence
World Economics, 12(3), 1–16 DOI
Furceri, D , & Sousa, R M (2011)
The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects
Kyklos, 64(4), 516–533 DOI
Sousa, R M (2011)
Building proxies that capture timevariation in expected returns using a VAR approach
Applied Financial Economics, 21(3), 147–163 DOI
Sousa, R M (2010)
Collateralizable wealth, asset returns, and systemic risk: International evidence
International Symposia in Economic Theory and Econometrics, 20, 1–27 DOI
Sousa, R M (2010)
Consumption, (dis)aggregate wealth, and asset returns
Journal of Empirical Finance, 17(4), 606–622 DOI
Sousa, R M (2010)
Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area
North American Journal of Economics and Finance, 21(1), 88–105 DOI
Sousa, R M (2010)
How do consumption and asset returns react to wealth shocks: evidence from the U S and the U K
Empirical Economics Letters, 9(5), 515–522 DOI
Sousa, R M (2010)
The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US
Journal of Money, Investment and Banking, 16, 12–29 DOI
Sousa, R M (2010)
Wealth effects on consumption: evidence from the euro area
Banks and Bank Systems, 5(2), 70–78 DOI
Sousa, R M (2008)
Financial wealth, housing wealth, and consumption
International Research Journal of Finance and Economics, 19, 167–191 DOI
Sousa, R (2003)
Dinâmica demográfica do Norte de Portugal e da Galiza: uma perspectiva comparada
Eixo Atlântico, 142(29), 29–29 DOI
Cardoso, A R , Sousa, R , Castro, V , & Ferreira, P (2000)
Perfil do trabalhador e da empresa de baixos salários em Portugal
Economia, 24(Jan -Maio-Out ), 53–66 DOI
Cabral, D , & Sousa, R (1999)
Dynamics of development of the municipalities of Cávado’s Valley: a reflection from employment indicators
Cadernos De Estudos Municipais, 243–253 DOI
Benbouzid, N , Kumar, A , Mallick, S K , Sousa, R M , & Stojanovic, A (2022)
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer
Journal of Financial Stability, 63, 101084 DOI
Agnello, L , Castro, V , & Sousa, R M (2022)
On the international co-movement of natural interest rates
Journal of International Financial Markets, Institutions and Money, 80, 101610 DOI
Hammoudeh, S , Uddin, G S , Sousa, R M , Wadström, C , & Sharmi, R Z (2022)
Do pandemic, trade policy and world uncertainties affect oil price returns?
Resources Policy, 77, 102705 DOI
Agnello, L , Castro, V , & Sousa, R M (2022)
Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?
Empirical Economics, 1-27 DOI
Jana, R K , Ghosh, I , Jawadi, F , Uddin, G S , & Sousa, R M (2022)
COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens
Annals of Operations Research, 1-22 DOI
Elsayed, A H , & Sousa, R M (2022)
International monetary policy and cryptocurrency markets: dynamic and spillover effects
The European Journal of Finance, 1-21 DOI
Agnello, L , Castro, V , & Sousa, R M (2022)
Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?
Empirical Economics, 1-27 DOIProjectos
The Linkages Between Wealth, Stock Returns, Government Bond Yields, Housing Risk Premium and Systemic Crisis Episodes
Financiamento: Europlace Institute of Finance
Duração: 2012-09-01 - 2014-12-31
Ensino
Macroeconomia Avançada II
Doutoramento
Macroeconomia II
Licenciatura
Tópicos de Economia Financeira
Mestrado
ODS
