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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

Sources of time-varying exchange rate exposure

Pierdzioch, Christian; Kizys, Renatas - In: International economics and economic policy : IEEP 7 (2010) 4, pp. 371-390

Persistent link: https://www.econbiz.de/10008695331

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

Dynamic spillovers between commodity and currency markets

Antonakakis, Nikolaos; Kizys, Renatas - In: International review of financial analysis 41 (2015), pp. 303-319

Persistent link: https://www.econbiz.de/10011509000

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

The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis

Filippidis, Michail; Kizys, Renatas; Filis, George; … - In: International journal of banking, accounting and finance 10 (2019) 1, pp. 3-38

Persistent link: https://www.econbiz.de/10012051112

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538