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
China's monetary policy framework and global commodity prices
Energy economics, 138, 107767 DOIOil shocks and financial stability in MENA countries
Resources Policy, 89, 104653 DOIBitcoin market networks and cyberattacks
Physica A: Statistical Mechanics and its Applications, 630 DOIMaking sense of uncertainty: An application to the Scandinavian banking sector
International Journal of Finance & Economics DOIOn the macroeconomic and wealth effects of unconventional monetary policy
Macroeconomic Dynamics, 21(5), 1189-1204 DOIWhat uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
Journal of International Money and Finance, 122, 102574 DOIOn the duration of sovereign ratings cycle phases
Journal of Economic Behavior and Organization, 182, 512–526 DOIThe dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?
Energy Economics, 109, 105913 DOIWhat 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 DOIWhat uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality
Journal of International Money and Finance, 122, 102574 DOIOn the duration of sovereign ratings cycle phases
Journal of Economic Behavior and Organization, 182, 512–526 DOIExternal debt composition and domestic credit cycles
Journal of International Money and Finance, 115, 102377 DOILinking U S State-level housing market returns, and the consumption-(dis)aggregate wealth ratio
International Review of Economics and Finance, 71, 779–810 DOIThe Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
Journal of Real Estate Finance and Economics, 61(4), 607–670 DOIUnconventional monetary policy reaction functions: Evidence from the US
Studies in Nonlinear Dynamics and Econometrics, 24(4), 20180088 DOIGlobal factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases
Energy Economics, 90(104862) DOIHow does monetary policy respond to the dynamics of the shadow banking sector?
International Journal of Finance and Economics, 25(2), 228–247 DOIConsumption, asset wealth, equity premium, term spread, and flight to quality
European Financial Management, 26(3), 778–807 DOIU S equity and commodity futures markets: Hedging or financialization?
Energy Economics, 86, 104660 DOIA competing risks tale on successful and unsuccessful fiscal consolidations
Journal of International Financial Markets, Institutions and Money, 63(101148) DOICan the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries
Real Estate Economics, 47(4), 935–976 DOIAsset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK
Computational Economics, 54(1), 139–176 DOIEconomic Activity, Credit Market Conditions, and the Housing Market
Macroeconomic Dynamics, 22(7), 1769–1789 DOISystemic financial crises and the housing market cycle
Applied Economics Letters, 25(10), 724–729 DOIThe 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 DOIThe Impact of Fiscal Consolidation on Human Development
Journal of International Development, 30(3), 399–429 DOIDo IMF fiscal forecasts add value?
Journal of Forecasting, 37(6), 650–665 DOILessons 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 DOIWealth-to-income ratio and stock market movements: Evidence from a nonparametric causality test
International Review of Finance, 18(3), 495–506 DOIHow do Fiscal Consolidation and Fiscal Stimuli Impact on the Synchronization of Business Cycles?
Bulletin of Economic Research, 69(4), 309–329 DOISpillovers from the oil sector to the housing market cycle
Energy Economics, 61, 209–220 DOIIncome inequality, fiscal stimuli and political (in)stability
International Tax and Public Finance, 24(3), 484–511 DOIDo cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
International Review of Economics and Finance, 48, 269–279 DOIAn international forensic perspective of the determinants of bank CDS spreads1
Journal of Financial Stability, 33, 60–70 DOIDo country-level financial structures explain bank-level CDS spreads?
Journal of International Financial Markets, Institutions and Money, 48, 135–145 DOIAssessing financial and housing wealth effects through the lens of a nonlinear framework
Research in International Business and Finance, 39, 840–850 DOIThe skill premium effect of technological change: New evidence from United States manufacturing
International Labour Review, 156(1), 113–131 DOIPredicting risk premium under changes in the conditional distribution of stock returns
Journal of International Financial Markets, Institutions and Money, 50, 204–218 DOIFinancial stress and sovereign debt composition
Applied Economics Letters, 23(9), 678–683 DOINational fiscal consolidations and regional inequality in Europe
Cambridge Journal of Regions, Economy and Society, 9(1), 59–80 DOIConsumption, wealth, stock and housing returns: Evidence from emerging markets
Research in International Business and Finance, 36, 562–578 DOIFiscal and monetary policies in the BRICS: A panel VAR approach
Economic Modelling, 58, 535–542 DOIPredicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
International Review of Economics and Finance, 41, 122–143 DOICan re-regulation of the financial sector strike back public debt?
Economic Modelling, 51, 159–171 DOIBooms, Busts, and Normal Times in the Housing Market
Journal of Business and Economic Statistics, 33(1), 25–45 DOIIs fiscal fatigue a threat to consolidation programmes?
Environment and Planning C: Government and Policy, 33(4), 765–779 DOIDo debt crises boost financial reforms?
Applied Economics Letters, 22(5), 356–360 DOIFiscal consolidation and financial reforms
Applied Economics, 47(34-35), 3740–3755 DOIWhat determines the likelihood of structural reforms?
European Journal of Political Economy, 37, 129–145 DOINonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain
Economic Modelling, 44, 358–362 DOIConsumption growth, preference for smoothing, changes in expectations and risk premium
Quarterly Review of Economics and Finance, 56, 80–97 DOIAn empirical analysis of energy cost pass-through to CO2 emission prices
Energy Economics, 49, 149–156 DOIUS monetary policy and sectoral commodity prices
Journal of International Money and Finance, 57, 61–85 DOITesting for asymmetric causality between U S equity returns and commodity futures returns
Finance Research Letters, 12, 38–47 DOILinking wealth and labour income with stock returns and government bond yields
European Journal of Finance, 21(10-11), 806–825 DOIWhat is the impact of wealth shocks on asset allocation?
Quantitative Finance, 15(3), 493–508 DOIHow does fiscal consolidation impact on income inequality?
Review of Income and Wealth, 60(4), 702–726 DOIThe determinants of the volatility of fiscal policy discretion
Fiscal Studies, 35(1), 91–115 DOIFiscal adjustments, labour market flexibility and unemployment
Economics Letters, 124(2), 231–235 DOIEnergy prices and CO2 emission allowance prices: A quantile regression approach
Energy Policy, 70, 201–206 DOIWhat explain the short-term dynamics of the prices of CO2 emissions?
Energy Economics, 46, 122–135 DOIModelling the relationship between consumption and wealth in the US, the UK and the euro area
Revue d'Economie Politique, 124(4 ), 637–650 DOIFiscal policy in the BRICs
Studies in Nonlinear Dynamics and Econometrics, 18(2), 201–215 DOINonlinear monetary policy reaction functions in large emerging economies: The case of Brazil and China
Applied Economics, 46(9), 973–984 DOIWindfall gains and labour supply: Evidence from the European Household Panel
IZA Journal of Labor Economics, 3(1), 1–27 DOIThe effects of monetary policy in a small open economy: the case of Portugal
Applied Economics, 46(2), 240–251 DOIWealth, asset portfolio, money demand and policy rule
Bulletin of Economic Research, 66(1), 95–111 DOIFiscal policy and asset prices
Bulletin of Economic Research, 65(2), 154–177 DOIPolitical, institutional, and economic factors underlying deficit volatility
Review of International Economics, 21(4), 719–732 DOIWhat determines the duration of a fiscal consolidation program?
Journal of International Money and Finance, 37, 113–134 DOIUsing time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Economic Modelling, 34, 25–36 DOIDiscretionary Government Consumption, Private Domestic Demand, and Crisis Episodes
Open Economies Review, 24(1), 79–100 DOIHow best to measure discretionary fiscal policy? Assessing its impact on private spending
Economic Modelling, 34, 15–24 DOIModelling money demand: Further evidence from an international comparison
Applied Economics Letters, 20(11), 1052–1055 DOIMoney demand in the euro area, the US and the UK: Assessing the role of nonlinearity
Economic Modelling, 32(1), 507–515 DOIStructural breaks and nonlinearity in US and UK public debts
Applied Economics Letters, 20(7), 653–657 DOICommodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies
Open Economies Review, 24(4), 677–694 DOIThe real effects of financial stress in the Eurozone
International Review of Financial Analysis, 30, 1–17 DOIThe macroeconomic effects of fiscal policy
Applied Economics, 44(34), 4439–4454 DOIFiscal adjustments and income inequality: A first assessment
Applied Economics Letters, 19(16), 1627–1632 DOIHow do banking crises impact on income inequality?
Applied Economics Letters, 19(15), 1425–1429 DOIHow does fiscal policy react to wealth composition and asset prices?
Journal of Macroeconomics, 34(3), 874–890 DOIFinancial reforms and income inequality
Economics Letters, 116(3), 583–587 DOICan 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 DOIHow do central banks react to wealth composition and asset prices?
Economic Modelling, 29(3), 641–653 DOIReal effects of monetary policy in large emerging economies
Macroeconomic Dynamics, 16(SUPPL 2), 190–212 DOIInvestment in emerging market economies
Empirical Economics, 43(1), 97–119 DOIWealth effects in emerging market economies
International Review of Economics and Finance, 24, 155–166 DOITime-varying expected returns: Evidence from the united states and the United Kingdom
Applied Economics Letters, 19(5), 413–416 DOIWealth-to-income ratio and stock returns: Evidence from the Euro Area
Applied Economics Letters, 19(7), 619–622 DOIWealth-to-income ratio, government bond yields and financial stress in the Euro Area
Applied Economics Letters, 19(11), 1822/14869 DOIAssessing long-term fiscal developments: Evidence from Portugal
Applied Economics Letters, 18(1), 1–5 DOIConsumption, wealth, stock and government bond returns: International evidence
Manchester School, 79(6), 1294–1232 DOIThe macroeconomic effects of fiscal policy in Portugal: A Bayesian SVAR analysis
Portuguese Economic Journal, 10(1), 61–82 DOIWhat are the effects of fiscal policy on asset markets?
Economic Modelling, 28(4), 1871–1890 DOIAssessing long-term fiscal developments: A new approach
Journal of International Money and Finance, 30(1), 130–146 DOIFiscal regime shifts in Portugal
Portuguese Economic Journal, 10(2), 83–108 DOICan fiscal policy stimulus boost economic recovery?
Revue Economique, 62(6), 1045–1066 DOIDoes government spending crowd-out private consumption and investment? Theory and some empirical evidence
World Economics, 12(3), 1–16 DOIThe Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects
Kyklos, 64(4), 516–533 DOIBuilding proxies that capture timevariation in expected returns using a VAR approach
Applied Financial Economics, 21(3), 147–163 DOICollateralizable wealth, asset returns, and systemic risk: International evidence
International Symposia in Economic Theory and Econometrics, 20, 1–27 DOIConsumption, (dis)aggregate wealth, and asset returns
Journal of Empirical Finance, 17(4), 606–622 DOIHousing wealth, financial wealth, money demand and policy rule: Evidence from the euro area
North American Journal of Economics and Finance, 21(1), 88–105 DOIHow 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 DOIThe consumption-wealth ratio and asset returns: The Euro Area, the UK and the US
Journal of Money, Investment and Banking, 16, 12–29 DOIWealth effects on consumption: evidence from the euro area
Banks and Bank Systems, 5(2), 70–78 DOIFinancial wealth, housing wealth, and consumption
International Research Journal of Finance and Economics, 19, 167–191 DOIDinâmica demográfica do Norte de Portugal e da Galiza: uma perspectiva comparada
Eixo Atlântico, 142(29), 29–29 DOIPerfil do trabalhador e da empresa de baixos salários em Portugal
Economia, 24(Jan -Maio-Out ), 53–66 DOIDynamics of development of the municipalities of Cávado’s Valley: a reflection from employment indicators
Cadernos De Estudos Municipais, 243–253 DOIOn the international co-movement of natural interest rates
Journal of International Financial Markets, Institutions and Money, 80, 101610 DOIDo pandemic, trade policy and world uncertainties affect oil price returns?
Resources Policy, 77, 102705 DOIInterest rate gaps in an uncertain global context: why “too” low (high) for “so” long?
Empirical Economics, 1-27 DOICOVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens
Annals of Operations Research, 1-22 DOIInternational monetary policy and cryptocurrency markets: dynamic and spillover effects
The European Journal of Finance DOIInterest 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