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The changing sensitivity of realized portfolio betas to US output growth : an analysis based on real-time data

Kizys, Renatas; Pierdzioch, Christian - In: Journal of economics & business 63 (2011) 3, pp. 168-186

Persistent link: https://www.econbiz.de/10009298227

Changes in the international comovement of stock returns and asymmetric macroeconomic shocks

Kizys, Renatas; Pierdzioch, Christian - In: Journal of international financial markets, … 19 (2009) 2, pp. 289-305

Persistent link: https://www.econbiz.de/10003799797

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

Time-varying nonlinear exchange rate exposure

Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics letters 3 (2007) 4/6, pp. 385-389

Persistent link: https://www.econbiz.de/10003605350

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

Globally dangerous diseases : bad news for Main Street, good news for Wall Street?

Donadelli, Michael; Kizys, Renatas; Riedel, Max - 2016

This paper examines whether investor mood, driven by World Health Organization (WHO) alerts and media news on globally dangerous diseases, is priced in pharmaceutical companies' stocks in the United States. We concentrate on irrational investors who buy and sell pharmaceutical companies' stocks...

Persistent link: https://www.econbiz.de/10011568702

Investor sentiment and sectoral stock returns : evidence from world cup games

Curatola, Giuliano; Donadelli, Michael; Kizys, Renatas; … - In: Finance research letters 17 (2016), pp. 267-274

Persistent link: https://www.econbiz.de/10011596554

Transmission channels of systemic risk and contagion in the European financial network

Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52

Persistent link: https://www.econbiz.de/10011584245

Dangerous infectious diseases : bad news for Main Street, good news for Wall Street?

Donadelli, Michael; Kizys, Renatas; Riedel, Max - In: Journal of financial markets 35 (2017), pp. 84-103

Persistent link: https://www.econbiz.de/10011820159