Sousa, Ricardo J.

Number of items: 29.
Economics
  • Elsayed, Ahmed H., Sousa, Ricardo M. (2024). International monetary policy and cryptocurrency markets: dynamic and spillover effects. European Journal of Finance, 30(16), 1855 - 1875. https://doi.org/10.1080/1351847X.2022.2068375 picture_as_pdf
  • Agnello, Luca, Castro, Vítor, 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. https://doi.org/10.1007/s00181-022-02265-x
  • Hammoudeh, Shawkat, Uddin, Gazi Salah, Sousa, Ricardo M., Wadström, Christoffer, Sharmi, Rubaiya Zaman (2022). Do pandemic, trade policy and world uncertainties affect oil price returns? Resources Policy, 77, https://doi.org/10.1016/j.resourpol.2022.102705
  • Selmi, Refk, Hammoudeh, Shawkat, Kasmaoui, Kamal, Sousa, Ricardo M., 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, https://doi.org/10.1016/j.eneco.2022.105913
  • Costantini, Mauro, 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, https://doi.org/10.1016/j.jimonfin.2021.102574
  • Elsayed, Ahmed H., Hammoudeh, Shawkat, Sousa, Ricardo M. (2021). Inflation synchronization among the G7 and China: The important role of oil inflation. Energy Economics, 100, https://doi.org/10.1016/j.eneco.2021.105332
  • Balcilar, Mehmet, Gupta, Rangan, Sousa, Ricardo M., 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. https://doi.org/10.1007/s11146-019-09733-9
  • Agnello, Luca, Castro, Vítor, Sousa, Ricardo M. (2019). On the duration of sovereign ratings cycle phases. Journal of Economic Behavior & Organization, https://doi.org/10.1016/j.jebo.2019.01.016
  • Agnello, Luca, Castro, Vitor, Sousa, Ricardo M. (2018). Economic activity, credit market conditions and the housing market. Macroeconomic Dynamics, 22(7), 1769-1789. https://doi.org/10.1017/S1365100516000869
  • Hammoudeh, Shawkat, Nguyen, Duc Khuong, Sousa, Ricardo J. (2014). Energy prices and CO2 emission allowance prices: a quantile regression approach. Energy Policy, 70, 201-206. https://doi.org/10.1016/j.enpol.2014.03.026
  • Jawadi, Fredj, Mallick, Sushanta Kumar, Sousa, Ricardo J. (2014). Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China. Applied Economics, 46(9), 973-984. https://doi.org/10.1080/00036846.2013.851774
  • Mallick, Sushanta K., Sousa, Ricardo M. (2013). Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. Open Economies Review, 24(4), 677-694. https://doi.org/10.1007/s11079-012-9261-5
  • Sousa, Ricardo M. (2010). Collateralizable wealth, asset returns, and systemic risk: international evidence. In Jawadi, F. & Barnett, W. A. (Eds.), Nonlinear Modeling of Economic and Financial Time-Series (pp. 1-27). Emerald Group Publishing. https://doi.org/10.1108/S1571-0386(2010)0000020006
  • Sousa, Ricardo Jorge Magalhaes de Abreu Santos (2007). Consumption, housing and financial wealth, asset returns, and monetary policy. [Doctoral thesis]. London School of Economics and Political Science.
    • Finance
  • Agnello, Luca, Sousa, Ricardo M. (2014). The determinants of the volatility of fiscal policy discretion. Fiscal Studies, 35(1), 91-115. https://doi.org/10.1111/j.1475-5890.2014.12024.x
  • Sousa, Ricardo M. (2014). The effects of monetary policy in a small open economy: the case of Portugal. Applied Economics, 46(2), 240-251. https://doi.org/10.1080/00036846.2013.818214
    • Financial Markets Group
  • Jawadi, Fredj, Mallick, Sushanta K., Sousa, Ricardo M. (2014). Fiscal policy in the BRICs. Studies in Nonlinear Dynamics and Econometrics, 18(2), 201-214. https://doi.org/10.1515/snde-2013-0044
  • Mallick, Sushanta K., Sousa, Ricardo J. (2013). The real effects of financial stress in the Eurozone. International Review of Financial Analysis, 30, 1-17. https://doi.org/10.1016/j.irfa.2013.05.003
  • Agnello, Luca, Furceri, Davide, Sousa, Ricardo J. (2013). How best to measure discretionary fiscal policy?: assessing its impact on private spending. Economic Modelling, 34, 15-24. https://doi.org/10.1016/j.econmod.2012.10.020
  • Jawadi, Fredj, Sousa, Ricardo J. (2013). Money demand in the euro area, the US and the UK: assessing the role of nonlinearity. Economic Modelling, 32(1), 507-515. https://doi.org/10.1016/j.econmod.2013.02.009
  • Mallick, Sushanta K., Sousa, Ricardo M. (2013). Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies. Open Economies Review, 24(4), 677-694. https://doi.org/10.1007/s11079-012-9261-5
  • Agnello, Luca, Castro, Vítor, Sousa, Ricardo (2013). What determines the duration of a fiscal consolidation program? Journal of International Money and Finance, 37, 113-134. https://doi.org/10.1016/j.jimonfin.2013.05.012
  • Agnello, Luca, Castro, Vítor, Sousa, Ricardo J. (2012). How does fiscal policy react to wealth composition and asset prices? Journal of Macroeconomics, 34(3), 874-890. https://doi.org/10.1016/j.jmacro.2012.04.001
  • Armada, Manuel J. Rocha, 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, F. & Barnett, W. A. (Eds.), Recent developments in alternative finance: empirical assessments and economic implications (pp. 67-79). Emerald Group Publishing. https://doi.org/10.1108/S1571-0386(2012)0000022009
  • Sousa, Ricardo M. (2010). Collateralizable wealth, asset returns, and systemic risk: international evidence. In Jawadi, F. & Barnett, W. A. (Eds.), Nonlinear Modeling of Economic and Financial Time-Series (pp. 1-27). Emerald Group Publishing. https://doi.org/10.1108/S1571-0386(2010)0000020006
    • LSE
  • Agnello, Luca, Castro, Vítor, Sousa, Ricardo M., Hammoudeh, Shawkat (2025). What is the impact of natural disasters on sovereign risk? Expect the unexpected! Finance Research Open, 1(3). https://doi.org/10.1016/j.finr.2025.100026 picture_as_pdf
  • Benbouzid, Nadia, Kumar, Abhishek, Mallick, Sushanta K., Sousa, Ricardo M., Stojanovic, Aleksandar (2022). Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. Journal of Financial Stability, 63, https://doi.org/10.1016/j.jfs.2022.101084 picture_as_pdf
  • Jana, Rabin K., Ghosh, Indranil, Jawadi, Fredj, Uddin, Gazi Salah, 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, https://doi.org/10.1007/s10479-022-04744-x
  • Agnello, Luca, Castro, Vítor, Jalles, João Tovar, Sousa, Ricardo M. (2015). Do debt crises boost financial reforms? Applied Economics Letters, 22(5), 356-360. https://doi.org/10.1080/13504851.2014.943878
  • Agnello, Luca, Castro, Vítor, Tovar Jalles, João, Sousa, Ricardo M. (2014). Fiscal adjustments, labour market flexibility and unemployment. Economics Letters, 124(2), 231-235. https://doi.org/10.1016/j.econlet.2014.05.029
  • Agnello, Luca, Dufrénot, Gilles, Sousa, Ricardo M. (2014). Nonlinear effects of asset prices on fiscal policy: evidence from the UK, Italy and Spain. Economic Modelling, 44, 358-362. https://doi.org/10.1016/j.econmod.2014.07.024