Ronald A. Ratti

Western Sydney University - Department of Economics & Finance

School of Economics & Finance

Sydney, NSW 1797

Australia

  • Western Sydney University - Department of Economics & Finance

SCHOLARLY PAPERS

28

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Top 12,207

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74

Scholarly Papers (28)

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1.

The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. And Non-U.S. Oil Production

Globalization and Monetary Policy Institute Working Paper No. 249
Number of pages: 19 Posted: 22 Oct 2015
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 939 (52,672)

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2.

The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship

Number of pages: 39 Posted: 12 Nov 2014 Last Revised: 13 Nov 2014
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 564 (102,728)
Citation 6

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Stock return and volatility, oil price shocks, stock volatility, structural VAR

3.

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

Downloads 498 (119,731)
Citation 10

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

Globalization and Monetary Policy Institute Working Paper No. 303
Number of pages: 46 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 268 (236,732)
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The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

CAMA Working Paper No. 9/2017
Number of pages: 47 Posted: 31 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 230 (275,894)
Citation 6

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Global, Uncertainty Shocks, Monetary Policy, FAVAR

4.

What Drives the Global Interest Rate

Globalization and Monetary Policy Institute Working Paper No. 241
Number of pages: 36 Posted: 17 Aug 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 445 (137,063)
Citation 1

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5.

Oil Prices and the Economy: A Global Perspective

Crawford School Research Paper No. 41/2014
Number of pages: 37 Posted: 24 May 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 282 (226,312)

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Global interest rate, global monetary aggregates, oil prices, GFAVEC

6.

Australian Coal Company Risk Factors: Coal and Oil Prices

The International Journal of Business and Finance Research, v. 8 (1) p. 57-67
Number of pages: 11 Posted: 05 Feb 2014
M. Zahid Hasan and Ronald A. Ratti
University of Notre Dame Australia - School of Business and Western Sydney University - Department of Economics & Finance
Downloads 273 (233,797)
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Coal Stock Price; Coal Price; Oil Price

7.

Policy Uncertainty in China, Oil Shocks and Stock Returns

CAMA Working Paper No. 32/2014
Number of pages: 33 Posted: 11 Apr 2014 Last Revised: 14 Apr 2014
Wensheng Kang and Ronald A. Ratti
affiliation not provided to SSRN and Western Sydney University - Department of Economics & Finance
Downloads 265 (241,011)
Citation 1

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China’s policy uncertainty, China’s stock market return, Oil shocks, Structural VAR

8.

Alternative Indicators to Predict the Probability of Declining Inflation

Downloads 223 (285,795)

Alternative Indicators to Predict the Probability of Declining Inflation

Number of pages: 35 Posted: 12 Mar 2001
Sungjun Kang, Kwangwoo Park and Ronald A. Ratti
Korea Ministry of Planning and Budget, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Western Sydney University - Department of Economics & Finance
Downloads 223 (284,345)

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Probit model, out-of-sample forecast, inflation targets, inflation indicators

Alternative Indicators for Predicting the Probability of Declining Inflation

Cambridge Journal of Economics, Vol. 28. No. 1, pp. 37-57, 2004
Posted: 24 Jan 2002 Last Revised: 20 Oct 2007
Sungjun Kang, Kwangwoo Park and Ronald A. Ratti
Korea Ministry of Planning and Budget, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Western Sydney University - Department of Economics & Finance

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Probit model, out-of-sample forecast, inflation targets, inflation indicators

9.

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

Downloads 213 (298,391)
Citation 2

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

CAMA Working Paper No. 36/2017
Number of pages: 35 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 154 (399,096)
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Global commodity prices, Global stock volatility, Output, Heterogeneity

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

Globalization and Monetary Policy Institute Working Paper No. 311
Number of pages: 33 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 59 (762,409)

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10.

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and Non-US Oil Production

Downloads 205 (309,376)
Citation 8

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and Non-US Oil Production

CAMA Working Paper No. 7/2017
Number of pages: 38 Posted: 17 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 128 (464,249)
Citation 6

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US oil production, Economic policy uncertainty, CPI forecast uncertainty, Structural VAR

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of Us and Non-Us Oil Production

Globalization and Monetary Policy Institute Working Paper No. 295
Number of pages: 36 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 77 (660,907)
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11.

Governance, Monitoring and Foreign Investment in Chinese Companies

Emerging Markets Review, Vol. 12, pp. 171-188, 2011
Number of pages: 18 Posted: 15 Nov 2009 Last Revised: 06 Aug 2011
Anil V. Mishra and Ronald A. Ratti
Western Sydney University and Western Sydney University - Department of Economics & Finance
Downloads 202 (313,658)

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Home bias, Monitors, Foreign ownership, Chinese stock market

12.

Government vs. Private Control, Political Loans, and the Privatization of Korean Banks

Number of pages: 29 Posted: 07 Sep 2003
Jaewook An, Sang-Kun Bae and Ronald A. Ratti
Kyung Hee University - Department of Economics, Korea Economic Research Institute and Western Sydney University - Department of Economics & Finance
Downloads 143 (423,633)

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13.

Investment Propensity of Controlling Shareholders and Financial Constraints: Evidence around the World

KAIST College of Business Working Paper Series No. 2012-009
Number of pages: 38 Posted: 23 Oct 2012
Jin Ho Park, Kwangwoo Park and Ronald A. Ratti
Korea Energy Economics Institute (KEEI), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Western Sydney University - Department of Economics & Finance
Downloads 139 (433,239)

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Ownership Structure, Agency Problem, Investment, Financial Constraints, Legal System

14.

The Impact of Oil Price Shocks on U.S. Bond Market Returns

CAMA Working Paper No. 33/2014
Number of pages: 42 Posted: 11 Apr 2014 Last Revised: 14 Apr 2014
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 135 (443,372)
Citation 9

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Demand shocks, Oil prices, Bond returns, Supply shocks

15.

Home Bias and Cross Border Taxation

Journal of International Money and Finance, Forthcoming
Number of pages: 25 Posted: 08 Jun 2012
Anil V. Mishra and Ronald A. Ratti
Western Sydney University and Western Sydney University - Department of Economics & Finance
Downloads 131 (454,187)
Citation 1

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Float home bias, Cross border taxation, Dividend imputation, Dividend tax credit

16.

The Impact of Oil Price Shocks on the US Stock Market: A Note on the Roles of US and Non-US Oil Production

CAMA Working Paper No. 33/2016
Number of pages: 12 Posted: 12 Jun 2016 Last Revised: 16 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 129 (462,549)
Citation 11

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Oil prices, Stock returns, U.S. oil production

17.

OPEC and Non-OPEC Oil Production and the Global Economy

CAMA Working Paper No. 69/2014
Number of pages: 44 Posted: 06 Nov 2014 Last Revised: 15 Mar 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 128 (462,549)
Citation 4

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OPEC production, non-OPEC, oil Price, global oil market

18.

Financial and Non-Financial Global Stock Market Volatility Shocks

CAMA Working Paper No. 58/2018
Number of pages: 14 Posted: 13 Nov 2018
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
Department of Economics, Kent State University, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 111 (515,549)

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Global, Stock market volatility Shocks, Monetary Policy, FAVAR

19.

Time-Varying Effect of Oil Market Shocks on the Stock Market

CAMA Working Paper No. 35/2015
Number of pages: 46 Posted: 27 Aug 2015 Last Revised: 28 Aug 2015
Wensheng Kang, Ronald A. Ratti and Kyung Hwan Yoon
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 110 (519,003)
Citation 9

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mixture innovation, oil shocks, real stock return, time-varying parameter VAR

20.

The Implications of Liquidity Expansion in China for the US Dollar

Downloads 106 (533,260)

The Implications of Liquidity Expansion in China for the US Dollar

CAMA Working Paper No. 5/2016
Number of pages: 36 Posted: 29 Jan 2016 Last Revised: 03 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 70 (697,060)

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China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate

The Implications of Liquidity Expansion in China for the Us Dollar

Globalization and Monetary Policy Institute Working Paper No. 264
Number of pages: 34 Posted: 01 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 36 (948,102)

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21.

Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks

CAMA Working Paper No. 39/2016
Number of pages: 41 Posted: 28 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 101 (552,103)

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Global, Uncertainty shocks, Monetary Policy, FAVAR

22.

Taxation of Domestic Dividend Income and Foreign Investment Holdings

International Review of Economics & Finance, Vol. 31, 2014
Number of pages: 14 Posted: 05 Nov 2013 Last Revised: 06 Dec 2016
Anil V. Mishra and Ronald A. Ratti
Western Sydney University and Western Sydney University - Department of Economics & Finance
Downloads 98 (563,521)
Citation 1

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Foreign equity investment, Domestic dividend taxes, Dividend imputation schemes, Franking ratio

23.

Heterogeneous Parameter Uncertainty and the Timing of Investment During Crisis

Downloads 89 (598,612)
Citation 1

Heterogeneous Parameter Uncertainty and the Timing of Investment During Crisis

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-41
Number of pages: 31 Posted: 18 Dec 2010
Shawn X. Ni and Ronald A. Ratti
University of Missouri at Columbia - Department of Economics and Western Sydney University - Department of Economics & Finance
Downloads 49 (833,422)

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Parameter uncertainty, investor information, option value, Bayesian updating, FDI

Heterogeneous Parameter Uncertainty and the Timing of Investment During Crisis

Economics Discussion Paper No. 2009-12
Number of pages: 43 Posted: 18 Dec 2010
Shawn X. Ni and Ronald A. Ratti
University of Missouri at Columbia - Department of Economics and Western Sydney University - Department of Economics & Finance
Downloads 40 (909,694)
Citation 1

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Parameter uncertainty, investor information, option value, Bayesian updating, FDI

24.

Credible Monetary Policy When Output is Persistent: Exchange Rate and Nominal Income Targeting

Number of pages: 30 Posted: 19 Jan 2004
Sang-Kun Bae and Ronald A. Ratti
Korea Economic Research Institute and Western Sydney University - Department of Economics & Finance
Downloads 74 (665,609)

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State-contingent rules, Exchange rate target, Nominal income target

25.

Commodity Prices and Bric and G3 Liquidity: A SFAVEC Approach

CAMA Working Paper No. 13/2014
Number of pages: 40 Posted: 07 Feb 2014 Last Revised: 29 Dec 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 71 (680,572)
Citation 9

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Commodity Prices, BRIC countries, G3, Global liquidity, SFAVEC

26.

What Drives the Global Official/Policy Interest Rate?

CAMA Working Paper No. 27/2015
Number of pages: 12 Posted: 01 Aug 2015 Last Revised: 03 Aug 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 67 (701,596)

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Global interest rate, global monetary aggregates, oil prices, GFAVAR

27.

Not All International Monetary Shocks are Alike for the Japanese Economy

CAMA Working Paper No. 14/2014
Number of pages: 37 Posted: 07 Feb 2014 Last Revised: 10 Feb 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 53 (786,332)

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International Monetary shocks, Japanese economy, Oil/commodity prices, SVEC models

28.

Long-Run Neutrality, High Inflation, and Bank Insolvencies in Argentina and Brazil

Posted: 07 Dec 2000
Sang-Kun Bae and Ronald A. Ratti
Korea Economic Research Institute and Western Sydney University - Department of Economics & Finance

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long-run neutrality, inflation crises, bank insolvencies