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Time-varying nonlinear exchange rate exposure

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics letters 3 (2007) 4/6, pp. 385-389

Persistent link: https://www.econbiz.de/10003605350

Stock prices, output, and rational bubbles : evidence for the US stock market

Kizys, Renatas; Pierdzioch, Christian - In: The empirical economics letters : a monthly … 11 (2012) 5, pp. 467-471

Persistent link: https://www.econbiz.de/10009758166

The effects of oil price shocks on stock market volatility : evidence from European data

Degiannakis, Stavros; Filis, George; Kizys, Renatas - In: The energy journal 35 (2014) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10010246079

A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065

Persistent link: https://www.econbiz.de/10010204811

On the linkages of the stock markets of the NAFTA countries : fundamentals or speculative bubbles?

Pierdzioch, Christian; Kizys, Renatas - In: International economic journal 27 (2013) 3, pp. 415-440

Persistent link: https://www.econbiz.de/10009791562

Banks, risk, and the business cycle : an analysis based on real-time data

Kizys, Renatas; Pierdzioch, Christian - In: Banking and finance review 2 (2010) 1, pp. 57-72

Persistent link: https://www.econbiz.de/10008936625

COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...

Persistent link: https://www.econbiz.de/10012799942

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

Immunizing Markets against the Pandemic : COVID–19 Vaccinations and Stock Volatility around the World

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - 2021

The COVID-19 pandemic has exerted a remarkable impact on stock market volatility around the globe. Can vaccination programs revert these adverse effects? To answer this question, we scrutinize daily data from 66 countries from January 1st, 2020, to February 18th, 2021. We provide convincing...

Persistent link: https://www.econbiz.de/10013236020

Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices

Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - 2021

Can a short-squeeze incident trigger financial contagion over the entire stock markets? The recent GameStop frenzy provides a unique natural experiment to explore this question. In this study, we examine the static and dynamic return and volatility connectedness among the GameStop stock, the...

Persistent link: https://www.econbiz.de/10013239066