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Details about Renatas Kizys

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Workplace:Economics and Finance Group, Portsmouth Business School, University of Portsmouth, (more information at EDIRC)

Access statistics for papers by Renatas Kizys.

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

Short-id: pki322

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Working Papers


  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 Downloads
  2. Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK
    Discussion Papers, Department of Economics, University of York Downloads View citations (5)

Journal Articles


  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 Downloads View citations (7)
  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 Downloads


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


  1. 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 Downloads View citations (34)


  1. Time-varying nonlinear exchange rate exposure
    Applied Financial Economics Letters, 2007, 3, (6), 385-389 Downloads View citations (4)


  1. Business-cycle fluctuations and international equity correlations
    Global Finance Journal, 2006, 17, (2), 252-270 Downloads View citations (10)


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