Similar Search Results

Air temperature and sovereign bond returns

Kizys, Renatas; Rouatbi, Wael; Umar, Zaghum; Zaremba, Adam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 179-209

Persistent link: https://www.econbiz.de/10014532260

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

Financial crises, the decoupling-recoupling hypothesis, and the risk premium on the Greek stock index futures market

Floros, Christos; Kizys, Renatas; Pierdzioch, Christian - In: International review of financial analysis 28 (2013), pp. 166-173

Persistent link: https://www.econbiz.de/10009762680

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

Oil price shocks and EMU sovereign yield spreads

Filippidis, Michail; Filis, George; Kizys, Renatas - In: Energy economics 86 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012511603

Trade competitiveness and the aggregate returns in global stock markets

Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014240044

Is there an illiquidity premium in frontier markets?

Stereńczak, Szymon; Zaremba, Adam; Umar, Zaghum - In: Emerging markets review 42 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012414420

Spillover and risk transmission in the components of the term structure of eurozone yield curve

Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Applied economics 53 (2021) 18, pp. 2141-2157

Persistent link: https://www.econbiz.de/10012500985

Country value premiums and financial crises

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 12-50

Persistent link: https://www.econbiz.de/10010532782