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Why do speculative bubbles gather steam? : some international evidence

Kizys, Renatas; Pierdzioch, Christian - In: Applied economics letters 19 (2012) 10/12, pp. 1089-1093

Persistent link: https://www.econbiz.de/10009655646

Dynamic spillovers between commodity and currency markets

Antonakakis, Nikolaos; Kizys, Renatas - In: International review of financial analysis 41 (2015), pp. 303-319

Persistent link: https://www.econbiz.de/10011509000

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538

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