Details about Renatas Kizys

Access statistics for papers by Renatas Kizys.

Last updated 2011-10-06. Update your information in the RePEc Author Service.

Short-id: pki322

Working Papers

2007

1. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
2. Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK
   Discussion Papers, Department of Economics, University of York View citations (5)

Journal Articles

2011

1. The Financial Crisis and the Stock Markets of the CEE Countries
   Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (2), 153-172 View citations (11)
2. The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data
   Journal of Economics and Business, 2011, 63, (3), 168-186

2010

3. Sources of time-varying exchange rate exposure
   International Economics and Economic Policy, 2010, 7, (4), 371-390 View citations (7)
4. The business cycle and the equity risk premium in real time
   International Review of Economics & Finance, 2010, 19, (4), 711-722 View citations (6)

2009

5. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 289-305 View citations (44)

2006

6. Business-cycle fluctuations and international equity correlations
   Global Finance Journal, 2006, 17, (2), 252-270 View citations (12)

2005

7. Book Review
   Review of World Economics (Weltwirtschaftliches Archiv), 2005, 141, (1), 186-190