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Assessing the relation between equity risk premium and macroeconomic volatilities in the UK

Kizys, Renatas (contributor); Spencer, Peter D. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003481724

Business-cycle fluctuations and international equity correlations

Kizys, Renatas; Pierdzioch, Christian - In: Global finance journal 17 (2006) 2, pp. 252-270

Persistent link: https://www.econbiz.de/10003395948

The business cycle and the equity risk premium in real time

Kizys, Renatas; Pierdzioch, Christian - In: International review of economics & finance : IREF 19 (2010) 4, pp. 711-722

Persistent link: https://www.econbiz.de/10009006978

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

Macroeconomic shocks and the German real estate market : some stock-market-based evidence

Kizys, Renatas; Pierdzioch, Christian - In: The empirical economics letters : a monthly … 11 (2012) 10, pp. 981-990

Persistent link: https://www.econbiz.de/10010198778

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

Business cycle fluctuations and international financial integration

Kizys, Renatas; Pierdzioch, Christian - 2004

Persistent link: https://www.econbiz.de/10001936229

Business cycle fluctuations and international financial integration

Kizys, Renatas (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001936260

Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities

Kizys, Renatas - 2006

In this paper, we used modified multivariate EGARCH-M models to assess the relation between the equity risk premium, macroeconomic risk, and inflationary expectations. To rationalise this link between equity risk premia and macroeconomic volatilities, we built our empirical study on the...

Persistent link: https://www.econbiz.de/10012734024

Could business cycles and economic crises smooth out at a reasonable cost? : empirical findings from the US economy

Bergos, Kōnstantinos; Mylonakis, John; Christopoulos, … - In: EuroMed journal of business 5 (2010) 1, pp. 57-69

Persistent link: https://www.econbiz.de/10003984645