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Renatas Kizys

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This is information that was supplied by Renatas Kizys in registering through RePEc. If you are Renatas Kizys , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Renatas
Middle Name:
Last Name: Kizys
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RePEc Short-ID: pki322

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Affiliation

Department of Economics
University of Portsmouth
Location: Portsmouth, United Kingdom
Homepage: http://www.port.ac.uk/departments/academic/economics/
Email:
Phone: +44 (0)1705 844082
Fax: +44 (0)1705 844037
Postal: Richmond Building, Portland Street, Portsmouth, Hampshire PO1 3DE
Handle: RePEc:edi:depbsuk (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Lithuanian Economists

Works

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Working papers

  1. Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities," Money Macro and Finance (MMF) Research Group Conference 2006 140, Money Macro and Finance Research Group.
  2. Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK," Discussion Papers 07/13, Department of Economics, University of York.
  3. Renatas Kizys & Christian Pierdzioch, 2004. "Business Cycle Fluctuations and International Financial Integration," Kiel Working Papers 1197, Kiel Institute for the World Economy.

Articles

  1. Kizys, Renatas & Pierdzioch, Christian, 2011. "The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data," Journal of Economics and Business, Elsevier, vol. 63(3), pages 168-186, May.
  2. Renatas Kizys & Christian Pierdzioch, 2011. "The Financial Crisis and the Stock Markets of the CEE Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(2), pages 153-172, June.
  3. Christian Pierdzioch & Renatas Kizys, 2010. "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, vol. 7(4), pages 371-390, December.
  4. Kizys, Renatas & Pierdzioch, Christian, 2010. "The business cycle and the equity risk premium in real time," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 711-722, October.
  5. Kizys, Renatas & Pierdzioch, Christian, 2009. "Changes in the international comovement of stock returns and asymmetric macroeconomic shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 289-305, April.
  6. Renatas Kizys & Christian Pierdzioch, 2007. "Time-varying nonlinear exchange rate exposure," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(6), pages 385-389.
  7. Kizys, Renatas & Pierdzioch, Christian, 2006. "Business-cycle fluctuations and international equity correlations," Global Finance Journal, Elsevier, vol. 17(2), pages 252-270, December.
  8. Renatas Kizys, 2005. "Book Review," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(1), pages 186-190, April.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MAC: Macroeconomics (3) 2004-04-11 2007-04-09 2007-06-30. Author is listed
  2. NEP-RMG: Risk Management (1) 2007-04-09. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2007-04-09 2007-06-30. Author is listed

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