publicações selecionadas
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artigo académico
- Oil shocks and financial stability in MENA countries. Resources Policy. 2024
- Bitcoin market networks and cyberattacks. Physica A: Statistical Mechanics and its Applications. 2023
- Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?. Empirical Economics. 2023
- Do pandemic, trade policy and world uncertainties affect oil price returns?. Resources Policy. 2022
- The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?. Energy Economics. 2022
- What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. Journal of International Money and Finance. 2022
- External debt composition and domestic credit cycles. Journal of International Money and Finance. 2021
- Inflation synchronization among the G7and China: The important role of oil inflation. Energy Economics. 2021
- Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. International Review of Economics & Finance. 2021
- How does monetary policy respond to the dynamics of the shadow banking sector?. International Journal of Finance & Economics. 2020
- Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases. Energy Economics. 2020
- U.S. equity and commodity futures markets: Hedging or financialization?. Energy Economics. 2020
- Consumption, asset wealth, equity premium, term spread, and flight to quality. European Financial Management. 2019
- A Competing Risks Tale on Successful and Unsuccessful Fiscal Consolidations. Journal of International Financial Markets Institutions & Money. 2019
- On the duration of sovereign ratings cycle phases. Journal of Economic Behavior & Organization. 2019
- The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. Journal of Real Estate Finance and Economics. 2019
- Unconventional monetary policy reaction functions: Evidence from the US. Studies in Nonlinear Dynamics and Econometrics. 2019
- 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
- Do IMF fiscal forecasts add value?. Journal of Forecasting. 2018
- FINANCIAL MARKETS' SHUTDOWN AND REACCESS. Economic Inquiry. 2018
- An international forensic perspective of the determinants of bank CDS spreads1. Journal of Financial Stability. 2017
- Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. Computational Economics. 2017
- Do cay and cayMSpredict stock and housing returns? Evidence from a nonparametric causality test. International Review of Economics & Finance. 2017
- Do country-level financial structures explain bank-level CDS spreads?. Journal of International Financial Markets Institutions & Money. 2017
- ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET. Macroeconomic Dynamics. 2017
- HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES?. Bulletin of Economic Research. 2017
- Predicting risk premium under changes in the conditional distribution of stock returns. Journal of International Financial Markets Institutions & Money. 2017
- Systemic financial crises and the housing market cycle. Applied Economics Letters. 2017
- The skill premium effect of technological change: New evidence from United States manufacturing. International Labour Review. 2017
- Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test. International Review of Finance. 2017
- Can the Consumption-Wealth Ratio Predict Housing Returns? Evidence from OECD Countries. Real Estate Economics. 2016
- National fiscal consolidations and regional inequality in Europe. Cambridge Journal of Regions, Economy and Society. 2016
- Is fiscal fatigue a threat to consolidation programmes?. Environment and Planning C-Government and Policy. 2015
- Energy prices and CO2 emission allowance prices: A quantile regression approach. Energy Policy. 2014
- The relationship between consumption and wealth: A quantite regression approach. Revue d'Economie Politique. 2014
- How best to measure discretionary fiscal policy? Assessing its impact on private spending. Economic Modelling. 2013
- Linking wealth and labour income with stock returns and government bond yields. The European Journal of Finance. 2012
- WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE. Bulletin of Economic Research. 2012
- Wealth-to-income ratio, government bond yields and financial stress in the Euro Area. Applied Economics Letters. 2012
- CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE*. Manchester School. 2011
- Consumption, (dis)aggregate wealth, and asset returns. Journal of Empirical Finance. 2010
- Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. North American Journal of Economics and Finance. 2010
- Wealth effects on consumption: Evidence from the Euro area. Banks and Bank Systems. 2010
- The Impact of Fiscal Consolidation on Human Development. Journal of International Development.
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artigo de revista
- Assessing financial and housing wealth effects through the lens of a nonlinear framework. Research in International Business and Finance. 2017
- Income inequality, fiscal stimuli and political (in)stability. International Tax and Public Finance. 2017
- On the macroeconomic and wealth effects of unconventional monetary policy. Macroeconomic Dynamics. 2017
- Spillovers from the oil sector to the housing market cycle. Energy Economics. 2017
- Consumption, wealth, stock and housing returns: Evidence from emerging markets. Research in International Business and Finance. 2016
- Financial stress and sovereign debt composition. Applied Economics Letters. 2016
- Fiscal and monetary policies in the BRICS: A panel VAR approach. Economic Modelling. 2016
- Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. International Review of Economics & Finance. 2016
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An empirical analysis of energy cost pass-through to CO
2 emission prices. Energy Economics. 2015 - Can re-regulation of the financial sector strike back public debt?. Economic Modelling. 2015
- Consumption growth, preference for smoothing, changes in expectations and risk premium. Quarterly Review of Economics and Finance. 2015
- Do debt crises boost financial reforms?. Applied Economics Letters. 2015
- Fiscal consolidation and financial reforms. Applied Economics. 2015
- Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain. Economic Modelling. 2015
- Testing for asymmetric causality between U.S. equity returns and commodity futures returns. Finance Research Letters. 2015
- US monetary policy and sectoral commodity prices. Journal of International Money and Finance. 2015
- What determines the likelihood of structural reforms?. European Journal of Political Economy. 2015
- Booms, busts and normal times in the housing market. Journal of Business & Economic Statistics. 2014
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Energy prices and CO
2 emission allowance prices: A quantile regression approach. Energy Policy. 2014 - Fiscal adjustments, labour market flexibility and unemployment. Economics Letters. 2014
- Nonlinear monetary policy reaction functions in large emerging economies: The case of Brazil and China. Applied Economics. 2014
- The Determinants of the Volatility of Fiscal Policy Discretion. Fiscal Studies. 2014
- The effects of monetary policy in a small open economy: the case of Portugal. Applied Economics. 2014
- Wealth, asset portfolio, money demand and policy rule. Bulletin of Economic Research. 2014
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What explain the short-term dynamics of the prices of CO
2 emissions?. Energy Economics. 2014 - Windfall gains and labour supply: evidence from the European household panel. Iza Journal of Labor Economics. 2014
- Fiscal policy in the BRICs. Studies in Nonlinear Dynamics and Econometrics. 2013
- Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies. Open Economies Review. 2013
- Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes. Open Economies Review. 2013
- Fiscal policy and asset prices. Bulletin of Economic Research. 2013
- Modelling money demand: Further evidence from an international comparison. Applied Economics Letters. 2013
- Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity. Economic Modelling. 2013
- Political, institutional, and economic factors underlying deficit volatility. Review of International Economics. 2013
- Structural breaks and nonlinearity in US and UK public debts. Applied Economics Letters. 2013
- The real effects of financial stress in the Eurozone. International Review of Financial Analysis. 2013
- Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices. Economic Modelling. 2013
- What determines the duration of a fiscal consolidation program?. Journal of International Money and Finance. 2013
- Financial reforms and income inequality. Economics Letters. 2012
- Fiscal adjustments and income inequality: A first assessment. Applied Economics Letters. 2012
- How Does Fiscal Consolidation Impact on Income Inequality?. Review of Income and Wealth. 2012
- How do banking crises impact on income inequality?. Applied Economics Letters. 2012
- How do central banks react to wealth composition and asset prices?. Economic Modelling. 2012
- How does fiscal policy react to wealth composition and asset prices?. Journal of Macroeconomics. 2012
- Investment in emerging market economies. Empirical Economics. 2012
- REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES. Macroeconomic Dynamics. 2012
- The macroeconomic effects of fiscal policy. Applied Economics. 2012
- Time-varying expected returns: Evidence from the united states and the United Kingdom. Applied Economics Letters. 2012
- Wealth effects in emerging market economies. International Review of Economics & Finance. 2012
- Wealth-to-income ratio and stock returns: Evidence from the Euro Area. Applied Economics Letters. 2012
- What is the impact of wealth shocks on asset allocation?. Quantitative Finance. 2012
- Assessing long-term fiscal developments: A new approach. Journal of International Money and Finance. 2011
- Assessing long-term fiscal developments: Evidence from Portugal. Applied Economics Letters. 2011
- Building proxies that capture timevariation in expected returns using a VAR approach. Applied Financial Economics. 2011
- Can fiscal policy stimulus boost economic recovery. Revue Economique. 2011
- Consumption, wealth, stock and government bond returns: International evidence. Manchester School. 2011
- Fiscal regime shifts in Portugal. Portuguese Economic Journal. 2011
- Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets. Emerging Markets Finance and Trade. 2011
- The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects. Kyklos. 2011
- The macroeconomic effects of fiscal policy in Portugal: A Bayesian SVAR analysis. Portuguese Economic Journal. 2011
- What are the effects of fiscal policy on asset markets?. Economic Modelling. 2011
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documento
- Inflation synchronization among the G7 and China: The important role of oil inflation 2021
- The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases 2019
- Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment? 2018
- External Debt Composition and Domestic Credit Cycles 2018
- Assessing Fiscal Policy through the Lens of the Financial and the Commodity Price Cycles 2017
- Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment? 2017
- External Debt Composition and Domestic Credit Cycles 2017
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