Ronald A. Ratti

Western Sydney University - Department of Economics & Finance

School of Economics & Finance

Sydney, NSW 1797

Australia

SCHOLARLY PAPERS

31

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CITATIONS
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8

Scholarly Papers (31)

1.

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
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 235 (52,954)

Abstract:

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

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, KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Western Sydney University - Department of Economics & Finance
Downloads 192 (124,741)

Abstract:

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, KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Western Sydney University - Department of Economics & Finance

Abstract:

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

3.

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 139 (157,582)
Citation 2

Abstract:

Home bias, Monitors, Foreign ownership, Chinese stock market

4.

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 111 (195,916)

Abstract:

5.

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

KAIST Business School Working Paper 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), KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Western Sydney University - Department of Economics & Finance
Downloads 79 (229,331)

Abstract:

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

6.

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
Kent State University - Department of Economics and Western Sydney University - Department of Economics & Finance
Downloads 60 (203,878)
Citation 1

Abstract:

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

7.

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 52 (297,024)
Citation 2

Abstract:

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

8.

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 44 (327,596)

Abstract:

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

9.

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 L. Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 39 (313,136)

Abstract:

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

10.

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
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 38 (315,923)

Abstract:

Demand shocks, Oil prices, Bond returns, Supply shocks

11.

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 35 (315,923)

Abstract:

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

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 28 (397,937)

Abstract:

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 4 (529,126)

Abstract:

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 23 (423,852)
Citation 1

Abstract:

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 9 (503,096)
Citation 1

Abstract:

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

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 25 (413,053)

Abstract:

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 5 (524,101)

Abstract:

15.

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 30 (330,556)

Abstract:

Coal Stock Price; Coal Price; Oil Price

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 15 (469,141)

Abstract:

Global, Uncertainty Shocks, Monetary Policy, FAVAR

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 14 (480,680)

Abstract:

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 L. Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 27 (339,896)

Abstract:

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

18.

Political Influence and the Banking Sector: Evidence from Korea

Oxford Bulletin of Economics and Statistics, Vol. 69, No. 1, pp. 75-98, February 2007
Number of pages: 24 Posted: 07 Feb 2007
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 22 (415,923)

Abstract:

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
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and Western Sydney University - Department of Economics & Finance
Downloads 20 (324,601)

Abstract:

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

20.

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 L. Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 16 (436,348)

Abstract:

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

21.

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 L. Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 11 (410,924)

Abstract:

22.

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 L. Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 6 (451,567)

Abstract:

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

23.

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 L. Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 4 (481,966)

Abstract:

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

24.

Oil Shocks, Policy Uncertainty and Stock Returns in China

Economics of Transition, Vol. 23, Issue 4, pp. 657-676, 2015
Number of pages: 20 Posted: 03 Sep 2015
Wensheng Kang and Ronald A. Ratti
Kent State University - Department of Economics and Western Sydney University - Department of Economics & Finance
Downloads 2 (514,826)
Citation 1

Abstract:

China's policy uncertainty, China's stock market return, oil shocks, structural VAR

25.

Conservative Central Banks and Nominal Growth, Exchange Rate and Inflation Targets

Economica, Vol. 75, Issue 299, pp. 549-568, August 2008
Number of pages: 20 Posted: 17 Jul 2008
Sang-Kun Bae and Ronald A. Ratti
Korea Economic Research Institute and Western Sydney University - Department of Economics & Finance
Downloads 2 (514,826)

Abstract:

26.

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 0 (391,906)

Abstract:

Global, Uncertainty shocks, Monetary Policy, FAVAR

27.

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 0 (421,036)

Abstract:

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

28.

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 L. Vespignani
Kent State University - Department of Economics, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 0 (292,002)

Abstract:

29.

Does Iron Ore Influence Equity Prices? An Investigation of the Pricing Mechanism by Industry Sector

Number of pages: 30 Posted: 19 Oct 2015 Last Revised: 24 Feb 2017
University of Sydney Business School, Western Sydney University - Department of Economics & Finance and University of Sydney Business School
Downloads 0 (243,134)

Abstract:

Iron ore spot prices; Industry sectors; Stock returns

30.

Oil Price Shocks and Volatility in Australian Stock Returns

Economic Record, Vol. 89, pp. 67-83, 2013
Number of pages: 17 Posted: 21 Jun 2013
Ronald A. Ratti and M. Zahid Hasan
Western Sydney University - Department of Economics & Finance and University of Notre Dame Australia - School of Business
Downloads 0 (532,857)
Citation 1

Abstract:

31.

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

Journal of Monetary Economics, Vol. 46, Issue 3, December 2000
Posted: 07 Dec 2000
Sang-Kun Bae and Ronald A. Ratti
Korea Economic Research Institute and Western Sydney University - Department of Economics & Finance

Abstract:

long-run neutrality, inflation crises, bank insolvencies