Items where Author is "Sousa, Ricardo M."

Agnello, Luca, Castro, Vítor and Sousa, Ricardo M. (2023) Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? Empirical Economics, 64 (2). 539 - 565. ISSN 0377-7332

Benbouzid, Nadia, Kumar, Abhishek, Mallick, Sushanta K., Sousa, Ricardo M. and Stojanovic, Aleksandar (2022) Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. Journal of Financial Stability, 63. ISSN 1572-3089

Hammoudeh, Shawkat, Uddin, Gazi Salah, Sousa, Ricardo M., Wadström, Christoffer and Sharmi, Rubaiya Zaman (2022) Do pandemic, trade policy and world uncertainties affect oil price returns? Resources Policy, 77. ISSN 0301-4207

Jana, Rabin K., Ghosh, Indranil, Jawadi, Fredj, Uddin, Gazi Salah and Sousa, Ricardo M. (2022) COVID-19 news and the US equity market interactions: an inspection through econometric and machine learning lens. Annals of Operations Research. ISSN 0254-5330

Elsayed, Ahmed H. and Sousa, Ricardo M. (2022) International monetary policy and cryptocurrency markets: dynamic and spillover effects. European Journal of Finance. ISSN 1351-847X

Selmi, Refk, Hammoudeh, Shawkat, Kasmaoui, Kamal, Sousa, Ricardo M. and Errami, Youssef (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. ISSN 0140-9883

Costantini, Mauro and Sousa, Ricardo 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. ISSN 0261-5606

Elsayed, Ahmed H., Hammoudeh, Shawkat and Sousa, Ricardo M. (2021) Inflation synchronization among the G7 and China: The important role of oil inflation. Energy Economics, 100. ISSN 0140-9883

Balcilar, Mehmet, Gupta, Rangan, Sousa, Ricardo M. and Wohar, Mark 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. ISSN 0895-5638

Agnello, Luca, Castro, Vítor and Sousa, Ricardo M. (2019) On the duration of sovereign ratings cycle phases. Journal of Economic Behavior & Organization. ISSN 0167-2681

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2018) Economic activity, credit market conditions and the housing market. Macroeconomic Dynamics, 22 (7). pp. 1769-1789. ISSN 1365-1005

Agnello, Luca, Castro, Vítor, Jalles, João Tovar and Sousa, Ricardo M. (2015) Do debt crises boost financial reforms? Applied Economics Letters, 22 (5). pp. 356-360. ISSN 1350-4851

Agnello, Luca, Castro, Vítor, Tovar Jalles, João and Sousa, Ricardo M. (2014) Fiscal adjustments, labour market flexibility and unemployment. Economics Letters, 124 (2). pp. 231-235. ISSN 0165-1765

Agnello, Luca and Sousa, Ricardo M. (2014) The determinants of the volatility of fiscal policy discretion. Fiscal Studies, 35 (1). pp. 91-115. ISSN 0143-5671

Jawadi, Fredj, Mallick, Sushanta K. and Sousa, Ricardo M. (2014) Fiscal policy in the BRICs. Studies in Nonlinear Dynamics and Econometrics, 18 (2). pp. 201-214. ISSN 1081-1826

Agnello, Luca, Dufrénot, Gilles and Sousa, Ricardo M. (2014) Nonlinear effects of asset prices on fiscal policy: evidence from the UK, Italy and Spain. Economic Modelling, 44. pp. 358-362. ISSN 0264-9993

Sousa, Ricardo M. (2014) The effects of monetary policy in a small open economy: the case of Portugal. Applied Economics, 46 (2). pp. 240-251. ISSN 0003-6846

Mallick, Sushanta K. and Sousa, Ricardo M. (2013) Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. Open Economies Review, 24 (4). pp. 677-694. ISSN 0923-7992

Armada, Manuel J. Rocha and Sousa, Ricardo M. (2012) Can the wealth-to-income ratio be a useful predictor in alternative finance? Evidence from the housing risk premium. In: Jawadi, Fredj and Barnett, William A., (eds.) Recent developments in alternative finance: empirical assessments and economic implications. International symposia in economic theory and econometrics (22). Emerald Group Publishing, Bingley, UK, pp. 67-79. ISBN 9781781903995

Sousa, Ricardo M. (2010) Collateralizable wealth, asset returns, and systemic risk: international evidence. In: Jawadi, Fredj and Barnett, William A., (eds.) Nonlinear Modeling of Economic and Financial Time-Series. International Symposia in Economic Theory and Econometrics (20). Emerald Group Publishing, Bingley, UK, pp. 1-27. ISBN 9780857244895