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On the international co-movement of natural interest rates

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of international financial markets, … 80 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533144

Fiscal policy and asset prices

Agnello, Luca; Sousa, Ricardo M. - In: Bulletin of economic research 65 (2013) 2, pp. 154-177

Persistent link: https://www.econbiz.de/10009738840

Building proxies that capture time-variation in expected returns using a VAR approach

Sousa, Ricardo M. - In: Applied financial economics 21 (2011) 1/3, pp. 147-163

Persistent link: https://www.econbiz.de/10009124657

US monetary policy and sectoral commodity prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Journal of international money and finance 57 (2015), pp. 61-85

Persistent link: https://www.econbiz.de/10011478211

Fiscal and monetary policies in the BRICS : a panel VAR approach

Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Economic modelling 58 (2016), pp. 535-542

Persistent link: https://www.econbiz.de/10011647528

What explain the short-term dynamics of the prices of CO 2 emissions?

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - In: Energy economics 46 (2014), pp. 122-135

Persistent link: https://www.econbiz.de/10011298607

The real effects of financial stress in the Eurozone

Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: International review of financial analysis 30 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10010460004

On the macroeconomic and wealth effects of unconventional monetary policy

Jawadi, Fredj; Sousa, Ricardo M.; Traverso, Raffaella - In: Macroeconomic dynamics 21 (2017) 5, pp. 1189-1204

Persistent link: https://www.econbiz.de/10011805458

The macroeconomic effects of fiscal policy in Portugal : a Bayesian SVAR analysis

Afonso, António; Sousa, Ricardo M. - In: Portuguese economic journal 10 (2011) 1, pp. 61-82

Persistent link: https://www.econbiz.de/10009127009

Fiscal policy, housing and stock prices

Afonso, António; Sousa, Ricardo M. - 2009

This paper investigates the link between fiscal policy shocks and movements in asset markets using a Fully Simultaneous System approach in a Bayesian framework. Building on the works of Blanchard and Perotti (2002), Leeper and Zha (2003), and Sims and Zha (1999, 2006), the empirical evidence for...

Persistent link: https://www.econbiz.de/10003826474