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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

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

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 equity correlations

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

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

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

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 integration of imperfect financial markets : implications for business cycle volatility

Buch, Claudia M.; Pierdzioch, Christian - 2003

Persistent link: https://www.econbiz.de/10001760360

Inflation and the skewness of the distribution of relative price changes : empirical evidence for Germany : empirische Evidenz für Deutschland

Döpke, Jörg; Pierdzioch, Christian - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 2, pp. 136-158

Persistent link: https://www.econbiz.de/10001740784

The integration of imperfect financial markets : implications for business cycle volatility

Buch, Claudia M. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001749146