Sousa, Ricardo J.

Item Type Year Departments File available

Article

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Chapter

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 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 Publishing. https://doi.org/10.1108/S1571-0386(2010)0000020006

Thesis

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.