Artigo em revista |
- Ahmed H. Elsayed; Kazi Sohag; Ricardo M. Sousa. "Oil shocks and financial stability in MENA countries". Resources Policy
(2024): https://doi.org/10.1016/j.resourpol.2024.104653.
10.1016/j.resourpol.2024.104653
- Mauro Costantini; Ahmad Maaitah; Tapas Mishra; Ricardo M. Sousa. "Bitcoin market networks and cyberattacks". Physica A:
Statistical Mechanics and its Applications (2023): https://doi.org/10.1016/j.physa.2023.129165.
10.1016/j.physa.2023.129165
- Luca Agnello; Vítor Castro; Ricardo M. Sousa. "Interest rate gaps in an uncertain global context: why “too” low (high) for
“so” long?". Empirical Economics (2023): https://doi.org/10.1007/s00181-022-02265-x.
10.1007/s00181-022-02265-x
- Shawkat Hammoudeh; Gazi Salah Uddin; Ricardo M. Sousa; Christoffer Wadström; Rubaiya Zaman Sharmi. "Do pandemic, trade policy
and world uncertainties affect oil price returns?". Resources Policy (2022): https://doi.org/10.1016/j.resourpol.2022.102705.
10.1016/j.resourpol.2022.102705
- Selmi, R.; Hammoudeh, S.; Kasmaoui, K.; Sousa, R.M.; Errami, Y.. "The dual shocks of the COVID-19 and the oil price collapse:
A spark or a setback for the circular economy?". Energy Economics 109 (2022): http://www.scopus.com/inward/record.url?eid=2-s2.0-85126681878&partnerID=MN8TOARS.
10.1016/j.eneco.2022.105913
- Costantini, M.; Sousa, R.M.. "What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality".
Journal of International Money and Finance 122 (2022): http://www.scopus.com/inward/record.url?eid=2-s2.0-85121235283&partnerID=MN8TOARS.
10.1016/j.jimonfin.2021.102574
- Ricardo M. Sousa. "External debt composition and domestic credit cycles". Journal of International Money and Finance
(2021): 102377-102377. https://www.sciencedirect.com/science/article/pii/S0261560621000267.
https://doi.org/10.1016/j.jimonfin.2021.102377
- Ricardo M. Sousa. "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio". International
Review of Economics & Finance 71 (2021): 779-810. https://www.sciencedirect.com/science/article/pii/S1059056020302392.
https://doi.org/10.1016/j.iref.2020.10.011
- Elsayed, A.H.; Hammoudeh, S.; Sousa, R.M.. "Inflation synchronization among the G7and China: The important role of oil inflation".
Energy Economics 100 (2021): http://www.scopus.com/inward/record.url?eid=2-s2.0-85107291420&partnerID=MN8TOARS.
10.1016/j.eneco.2021.105332
- Agnello, Luca; Castro, Vitor; Jawadi, Fredj; Sousa, Ricardo M.. "How does monetary policy respond to the dynamics of the shadow
banking sector?". International Journal of Finance & Economics 25 2 (2020): 228-247. http://dx.doi.org/10.1002/ijfe.1748.
10.1002/ijfe.1748
- Nguyen, D.K.; Sensoy, A.; Sousa, R.M.; Salah Uddin, G.. "U.S. equity and commodity futures markets: Hedging or financialization?".
Energy Economics 86 (2020): http://www.scopus.com/inward/record.url?eid=2-s2.0-85077796325&partnerID=MN8TOARS.
10.1016/j.eneco.2019.104660
- Ricardo M. Sousa. "Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity
price cycle phases". Energy Economics 90 (2020): 104862-104862. https://www.sciencedirect.com/science/article/pii/S0140988320302024.
https://doi.org/10.1016/j.eneco.2020.104862
- Sousa, Ricardo. "Consumption, asset wealth, equity premium, term spread, and flight to quality". European Financial Management
(2019): http://dx.doi.org/10.1111/eufm.12243.
10.1111/eufm.12243
- Luca Agnello; Vítor Castro; Ricardo M. Sousa. "A Competing Risks Tale on Successful and Unsuccessful Fiscal Consolidations".
Journal of International Financial Markets, Institutions and Money (2019): 101148-101148. https://doi.org/10.1016/j.intfin.2019.101148.
10.1016/j.intfin.2019.101148
- Luca Agnello; Vítor Castro; Ricardo M. Sousa. "On the duration of sovereign ratings cycle phases". Journal of Economic
Behavior & Organization (2019): https://doi.org/10.1016/j.jebo.2019.01.016.
10.1016/j.jebo.2019.01.016
- Agnello, L.; Castro, V.; Dufrénot, G.; Jawadi, F.; Sousa, R.M.. "Unconventional monetary policy reaction functions: Evidence
from the US". Studies in Nonlinear Dynamics and Econometrics (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85074911998&partnerID=MN8TOARS.
10.1515/snde-2018-0088
- Agnello, L.; Castro, V.; Sousa, R.M.. "The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?".
Journal of Real Estate Finance and Economics (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85067803957&partnerID=MN8TOARS.
10.1007/s11146-019-09705-z
- Balcilar, M.; Gupta, R.; Sousa, R.M.; Wohar, M.E.. "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 (2019):
http://www.scopus.com/inward/record.url?eid=2-s2.0-85076626222&partnerID=MN8TOARS.
10.1007/s11146-019-09733-9
- Zidong An; João Tovar Jalles; Prakash Loungani; Ricardo M. Sousa. "Do IMF fiscal forecasts add value?". Journal of Forecasting
(2018): https://doi.org/10.1002/for.2527.
10.1002/for.2527
- Luca Agnello; Vitor Castro; João Tovar Jalles; Ricardo M. Sousa. "The Impact of Fiscal Consolidation on Human Development".
Journal of International Development (2018): https://doi.org/10.1002/jid.3309.
10.1002/jid.3309
- Agnello, L.; Castro, V.; Sousa, R.M.. "FINANCIAL MARKETS' SHUTDOWN AND REACCESS". Economic Inquiry 56 1 (2018): 562-571.
http://www.scopus.com/inward/record.url?eid=2-s2.0-85032829361&partnerID=MN8TOARS.
10.1111/ecin.12518
- Agnello, L.; Castro, V.; Hammoudeh, S.; Sousa, R.M.. "Spillovers from the oil sector to the housing market cycle". Energy
Economics 61 (2017): 209-220. http://www.scopus.com/inward/record.url?eid=2-s2.0-85000893440&partnerID=MN8TOARS.
10.1016/j.eneco.2016.11.004
- Jawadi, F.; Soparnot, R.; Sousa, R.M.. "Assessing financial and housing wealth effects through the lens of a nonlinear framework".
Research in International Business and Finance 39 (2017): 840-850. http://www.scopus.com/inward/record.url?eid=2-s2.0-84920549844&partnerID=MN8TOARS.
10.1016/j.ribaf.2014.11.004
- Agnello, L.; Castro, V.; Sousa, R.M.. "ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET". Macroeconomic
Dynamics (2017): 1-21. http://www.scopus.com/inward/record.url?eid=2-s2.0-85021731617&partnerID=MN8TOARS.
10.1017/S1365100516000869
- Balcilar, M.; Gupta, R.; Sousa, R.M.; Wohar, M.E.. "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric
Causality Test". International Review of Finance (2017): http://www.scopus.com/inward/record.url?eid=2-s2.0-85021795982&partnerID=MN8TOARS.
10.1111/irfi.12136
- Balcilar, M.; Gupta, R.; Sousa, R.M.; Wohar, M.E.. "Do cay and cayMSpredict stock and housing returns? Evidence
from a nonparametric causality test". International Review of Economics and Finance 48 (2017): 269-279. http://www.scopus.com/inward/record.url?eid=2-s2.0-85007158508&partnerID=MN8TOARS.
10.1016/j.iref.2016.12.007
- Agnello, L.; Caporale, G.M.; Sousa, R.M.. "HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF
BUSINESS CYCLES?". Bulletin of Economic Research 69 4 (2017): 309-329. http://www.scopus.com/inward/record.url?eid=2-s2.0-84995803106&partnerID=MN8TOARS.
10.1111/boer.12101
- Benbouzid, N.; Mallick, S.K.; Sousa, R.M.. "Do country-level financial structures explain bank-level CDS spreads?". Journal
of International Financial Markets, Institutions and Money 48 (2017): 135-145. http://www.scopus.com/inward/record.url?eid=2-s2.0-85010888116&partnerID=MN8TOARS.
10.1016/j.intfin.2017.01.002
- Sousa, J.M.; Sousa, R.M.. "Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK". Computational
Economics (2017): 1-38. http://www.scopus.com/inward/record.url?eid=2-s2.0-85019676123&partnerID=MN8TOARS.
10.1007/s10614-017-9696-2
- Agnello, L.; Castro, V.; Jalles, J.T.; Sousa, R.M.. "Income inequality, fiscal stimuli and political (in)stability". International
Tax and Public Finance 24 3 (2017): 484-511. http://www.scopus.com/inward/record.url?eid=2-s2.0-84994226537&partnerID=MN8TOARS.
10.1007/s10797-016-9428-x
- Agnello, L.; Castro, V.; Sousa, R.M.. "Systemic financial crises and the housing market cycle". Applied Economics Letters
(2017): 1-6. http://www.scopus.com/inward/record.url?eid=2-s2.0-85026752219&partnerID=MN8TOARS.
10.1080/13504851.2017.1361001
- Benbouzid, N.; Mallick, S.K.; Sousa, R.M.. "An international forensic perspective of the determinants of bank CDS spreads1".
Journal of Financial Stability 33 (2017): 60-70. http://www.scopus.com/inward/record.url?eid=2-s2.0-85034051372&partnerID=MN8TOARS.
10.1016/j.jfs.2017.10.004
- Mallick, S.K.; Sousa, R.M.. "The skill premium effect of technological change: New evidence from United States manufacturing".
International Labour Review 156 1 (2017): 113-131. http://www.scopus.com/inward/record.url?eid=2-s2.0-85015393468&partnerID=MN8TOARS.
10.1111/j.1564-913X.2015.00047.x
- Sousa, J.; Sousa, R.M.. "Predicting risk premium under changes in the conditional distribution of stock returns". Journal
of International Financial Markets, Institutions and Money 50 (2017): 204-218. http://www.scopus.com/inward/record.url?eid=2-s2.0-85030168894&partnerID=MN8TOARS.
10.1016/j.intfin.2017.09.002
- Jawadi, F.; Sousa, R.M.; Traverso, R.. "On the macroeconomic and wealth effects of unconventional monetary policy". Macroeconomic
Dynamics 21 5 (2017): 1189-1204. http://www.scopus.com/inward/record.url?eid=2-s2.0-84991705126&partnerID=MN8TOARS.
10.1017/S1365100515000292
- Jawadi, F.; Mallick, S.K.; Sousa, R.M.. "Fiscal and monetary policies in the BRICS: A panel VAR approach". Economic Modelling
58 (2016): 535-542. http://www.scopus.com/inward/record.url?eid=2-s2.0-84937060581&partnerID=MN8TOARS.
10.1016/j.econmod.2015.06.001
- Caporale, G.M.; Sousa, R.M.. "Consumption, wealth, stock and housing returns: Evidence from emerging markets". Research
in International Business and Finance 36 (2016): 562-578. http://www.scopus.com/inward/record.url?eid=2-s2.0-84922510900&partnerID=MN8TOARS.
10.1016/j.ribaf.2015.01.001
- Agnello, L.; Fazio, G.; Sousa, R.M.. "National fiscal consolidations and regional inequality in Europe". Cambridge Journal
of Regions, Economy and Society 9 1 (2016): 59-80. http://www.scopus.com/inward/record.url?eid=2-s2.0-84960909383&partnerID=MN8TOARS.
10.1093/cjres/rsv033
- Sousa, R.M.; Vivian, A.; Wohar, M.E.. "Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors".
International Review of Economics and Finance 41 (2016): 122-143. http://www.scopus.com/inward/record.url?eid=2-s2.0-84958529079&partnerID=MN8TOARS.
10.1016/j.iref.2015.09.001
- Agnello, L.; Castro, V.; Jalles, J.T.; Sousa, R.M.. "Financial stress and sovereign debt composition". Applied Economics
Letters 23 9 (2016): 678-683. http://www.scopus.com/inward/record.url?eid=2-s2.0-84961206040&partnerID=MN8TOARS.
10.1080/13504851.2015.1100241
- Caporale, G.M.; Sousa, R.M.; Wohar, M.E.. "Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries".
Real Estate Economics (2016): http://www.scopus.com/inward/record.url?eid=2-s2.0-84959063097&partnerID=MN8TOARS.
10.1111/1540-6229.12135
- Agnello, L.; Sousa, R.M.. "Can re-regulation of the financial sector strike back public debt?". Economic Modelling
51 (2015): 159-171. http://www.scopus.com/inward/record.url?eid=2-s2.0-84940041150&partnerID=MN8TOARS.
10.1016/j.econmod.2015.07.018
- Agnello, L.; Castro, V.; Jalles, J.T.; Sousa, R.M.. "Fiscal consolidation and financial reforms". Applied Economics
47 34-35 (2015): 3740-3755. http://www.scopus.com/inward/record.url?eid=2-s2.0-84929032069&partnerID=MN8TOARS.
10.1080/00036846.2015.1021457
- Agnello, L.; Castro, V.; Jalles, J.T.; Sousa, R.M.. "What determines the likelihood of structural reforms?". European Journal
of Political Economy 37 (2015): 129-145. http://www.scopus.com/inward/record.url?eid=2-s2.0-84911904065&partnerID=MN8TOARS.
10.1016/j.ejpoleco.2014.10.007
- Agnello, L.; Castro, V.; Jalles, J.T.; Sousa, R.M.. "Do debt crises boost financial reforms?". Applied Economics Letters
22 5 (2015): 356-360. http://www.scopus.com/inward/record.url?eid=2-s2.0-84918821692&partnerID=MN8TOARS.
10.1080/13504851.2014.943878
- Hammoudeh, S.; Lahiani, A.; Nguyen, D.K.; Sousa, R.M.. "An empirical analysis of energy cost pass-through to CO2emission
prices". Energy Economics 49 (2015): 149-156. http://www.scopus.com/inward/record.url?eid=2-s2.0-84924243443&partnerID=MN8TOARS.
10.1016/j.eneco.2015.02.013
- Rocha Armada, M.J.; Sousa, R.M.; Wohar, M.E.. "Consumption growth, preference for smoothing, changes in expectations and risk
premium". Quarterly Review of Economics and Finance 56 (2015): 80-97. http://www.scopus.com/inward/record.url?eid=2-s2.0-84928761633&partnerID=MN8TOARS.
10.1016/j.qref.2014.09.005
- Agnello, L.; Castro, V.; Sousa, R.M.. "Is fiscal fatigue a threat to consolidation programmes?". Environment and Planning
C: Government and Policy 33 4 (2015): 765-779. http://www.scopus.com/inward/record.url?eid=2-s2.0-84949982928&partnerID=MN8TOARS.
10.1177/0263774X15597391
- Hammoudeh, S.; Nguyen, D.K.; Sousa, R.M.. "US monetary policy and sectoral commodity prices". Journal of International
Money and Finance 57 (2015): 61-85. http://www.scopus.com/inward/record.url?eid=2-s2.0-84939567820&partnerID=MN8TOARS.
10.1016/j.jimonfin.2015.06.003
- Agnello, L.; Dufrénot, G.; Sousa, R.M.. "Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and
Spain". Economic Modelling 44 (2015): 358-362. http://www.scopus.com/inward/record.url?eid=2-s2.0-84914120641&partnerID=MN8TOARS.
10.1016/j.econmod.2014.07.024
- Nguyen, D.K.; Sousa, R.M.; Uddin, G.S.. "Testing for asymmetric causality between U.S. equity returns and commodity futures
returns". Finance Research Letters 12 (2015): 38-47. http://www.scopus.com/inward/record.url?eid=2-s2.0-84922844923&partnerID=MN8TOARS.
10.1016/j.frl.2014.12.002
- Agnello, Luca; Castro, Vitor; Sousa, Ricardo M.. "Booms, busts and normal times in the housing market". Journal of Business
& Economic Statistics (2014): 00-00.
10.1080/07350015.2014.918545
- Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M.. "Energy prices and CO2 emission allowance prices: A quantile regression
approach". Energy Policy 70 0 (2014): 201-206.
http://dx.doi.org/10.1016/j.enpol.2014.03.026
- Agnello, Luca; Sousa, Ricardo M.. "The Determinants of the Volatility of Fiscal Policy Discretion". Fiscal Studies
35 1 (2014): 91-115.
10.1111/j.1475-5890.2014.12024.x
- Sila, U.; Sousa, R.M.. "Windfall gains and labour supply: evidence from the European household panel". IZA Journal of Labor
Economics 3 1 (2014): http://www.scopus.com/inward/record.url?eid=2-s2.0-84983283864&partnerID=MN8TOARS.
10.1186/2193-8997-3-1
- Agnello, L.; Castro, V.; Tovar Jalles, J.; Sousa, R.M.. "Fiscal adjustments, labour market flexibility and unemployment".
Economics Letters 124 2 (2014): 231-235. http://www.scopus.com/inward/record.url?eid=2-s2.0-84902354850&partnerID=MN8TOARS.
10.1016/j.econlet.2014.05.029
- Sousa, R.M.. "Wealth, asset portfolio, money demand and policy rule". Bulletin of Economic Research 66 1 (2014): 95-111.
http://www.scopus.com/inward/record.url?eid=2-s2.0-84888868420&partnerID=MN8TOARS.
10.1111/j.1467-8586.2011.00431.x
- Sousa, R.M.. "The effects of monetary policy in a small open economy: the case of Portugal". Applied Economics 46 2
(2014): 240-251. http://www.scopus.com/inward/record.url?eid=2-s2.0-84885902642&partnerID=MN8TOARS.
10.1080/00036846.2013.818214
- Hammoudeh, S.; Nguyen, D.K.; Sousa, R.M.. "Energy prices and CO2emission allowance prices: A quantile regression
approach". Energy Policy 70 (2014): 201-206. http://www.scopus.com/inward/record.url?eid=2-s2.0-84899916284&partnerID=MN8TOARS.
10.1016/j.enpol.2014.03.026
- Jawadi, F.; Sousa, R.M.. "The relationship between consumption and wealth: A quantite regression approach". Revue d'Economie
Politique 124 4 (2014): 639-652. http://www.scopus.com/inward/record.url?eid=2-s2.0-84928778121&partnerID=MN8TOARS.
- Jawadi, F.; Mallick, S.K.; Sousa, R.M.. "Nonlinear monetary policy reaction functions in large emerging economies: The case
of Brazil and China". Applied Economics 46 9 (2014): 973-984. http://www.scopus.com/inward/record.url?eid=2-s2.0-84893422406&partnerID=MN8TOARS.
10.1080/00036846.2013.851774
- Hammoudeh, S.; Nguyen, D.K.; Sousa, R.M.. "What explain the short-term dynamics of the prices of CO2emissions?".
Energy Economics 46 (2014): 122-135. http://www.scopus.com/inward/record.url?eid=2-s2.0-84907754216&partnerID=MN8TOARS.
10.1016/j.eneco.2014.07.020
- Jawadi, F.; Sousa, R.M.. "The relationship between consumption and wealth: A quantite regression approach". Revue d’Economie
Politique 124 4 (2014): 639-652. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000345549200013&KeyUID=WOS:000345549200013.
10.3917/redp.244.0639
- Sila, Urban; Sousa, Ricardo. "Windfall gains and labour supply: evidence from the European household panel". IZA Journal
of Labor Economics 3 1 (2014): 1-1. http://www.izajole.com/content/3/1/1.
- Sousa, Ricardo. "Fiscal policy in the BRICs". Studies in Nonlinear Dynamics & Econometrics (2013): http://www.degruyter.com/view/j/snde.ahead-of-print/snde-2013-0044/snde-2013-0044.xml.
10.1515/snde-2013-0044
- Jawadi, F.; Sousa, R.M.. "Structural breaks and nonlinearity in US and UK public debts". Applied Economics Letters
20 7 (2013): 653-657. http://www.scopus.com/inward/record.url?eid=2-s2.0-84871277572&partnerID=MN8TOARS.
10.1080/13504851.2012.727967
- Jawadi, F.; Sousa, R.M.. "Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity". Economic
Modelling 32 1 (2013): 507-515. http://www.scopus.com/inward/record.url?eid=2-s2.0-84875796571&partnerID=MN8TOARS.
10.1016/j.econmod.2013.02.009
- Agnello, L.; Furceri, D.; Sousa, R.M.. "How best to measure discretionary fiscal policy? Assessing its impact on private spending".
Economic Modelling 34 (2013): 15-24. http://www.scopus.com/inward/record.url?eid=2-s2.0-84884975740&partnerID=MN8TOARS.
10.1016/j.econmod.2012.10.020
- Jawadi, F.; Sousa, R.M.. "Modelling money demand: Further evidence from an international comparison". Applied Economics
Letters 20 11 (2013): 1052-1055. http://www.scopus.com/inward/record.url?eid=2-s2.0-84875766295&partnerID=MN8TOARS.
10.1080/13504851.2012.758835
- Agnello, L.; Sousa, R.M.. "Fiscal policy and asset prices". Bulletin of Economic Research 65 2 (2013): 154-177. http://www.scopus.com/inward/record.url?eid=2-s2.0-84874975659&partnerID=MN8TOARS.
10.1111/j.0307-3378.2011.00420.x
- Agnello, L.; Furceri, D.; Sousa, R.M.. "Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes".
Open Economies Review 24 1 (2013): 79-100. http://www.scopus.com/inward/record.url?eid=2-s2.0-84872317973&partnerID=MN8TOARS.
10.1007/s11079-012-9256-2
- Mallick, Sushanta K.; Sousa, Ricardo M.. "The real effects of financial stress in the Eurozone". International Review of
Financial Analysis 30 0 (2013): 1-17. http://www.sciencedirect.com/science/article/pii/S1057521913000690.
http://dx.doi.org/10.1016/j.irfa.2013.05.003
- Agnello, Luca; Dufrenot, Gilles; Sousa, Ricardo M.. "Using time-varying transition probabilities in Markov switching processes
to adjust US fiscal policy for asset prices". Economic Modelling 34 (2013): 25-36. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=CCC&KeyUT=CCC:000327000600004&KeyUID=CCC:000327000600004.
- Agnello, Luca; Castro, Vitor; Sousa, Ricardo M.. "What determines the duration of a fiscal consolidation program?". Journal
of International Money and Finance 37 0 (2013): 113-134. http://www.sciencedirect.com/science/article/pii/S0261560613000739.
http://dx.doi.org/10.1016/j.jimonfin.2013.05.012
- Agnello, Luca; Furceri, Davide; Sousa, Ricardo M.. "How best to measure discretionary fiscal policy? Assessing its impact
on private spending". Economic Modelling 34 (2013): 15-24. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=CCC&KeyUT=CCC:000327000600003&KeyUID=CCC:000327000600003.
- Mallick, S.K.; Sousa, R.M.. "The real effects of financial stress in the Eurozone". International Review of Financial Analysis
30 (2013): 1-17. http://www.scopus.com/inward/record.url?eid=2-s2.0-84879567442&partnerID=MN8TOARS.
10.1016/j.irfa.2013.05.003
- Agnello, L.; Sousa, R.M.. "Political, institutional, and economic factors underlying deficit volatility". Review of International
Economics 21 4 (2013): 719-732. http://www.scopus.com/inward/record.url?eid=2-s2.0-84881563115&partnerID=MN8TOARS.
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- Agnello, L.; Dufrénot, G.; Sousa, R.M.. "Using time-varying transition probabilities in Markov switching processes to adjust
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