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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
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Consumption, (dis)aggregate wealth, and asset returns
Sousa, Ricardo M. - In: Journal of empirical finance 17 (2010) 4, pp. 606-622
Persistent link: https://www.econbiz.de/10009267266
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The effects of monetary policy in a small open economy : the case of Portugal
Sousa, Ricardo M. - In: Applied economics 46 (2014) 1/3, pp. 240-251
Persistent link: https://www.econbiz.de/10010355332
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Wealth, asset portfolio, money demand and policy rule
Sousa, Ricardo M. - In: Bulletin of economic research 66 (2014) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10010399402
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Wealth effects on consumption : evidence from the Euro area
Sousa, Ricardo M. - In: Banks and bank systems : international research journal 5 (2010) 2, pp. 70-78
Persistent link: https://www.econbiz.de/10003988926
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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
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Asset returns under model uncertainty : evidence from the Euro area, the US and the UK
Sousa, João M.; Sousa, Ricardo M. - In: Computational economics 54 (2019) 1, pp. 139-176
Persistent link: https://www.econbiz.de/10012134108
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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
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Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.; Vivian, Andrew; Wohar, Mark E. - In: International review of economics & finance : IREF 41 (2016), pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
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Consumption, wealth, stock and government bond returns : international evidence
Afonso, António; Sousa, Ricardo M. - 2011
Persistent link: https://www.econbiz.de/10011564854