Renatas Kizys : Citation Profile


Are you Renatas Kizys?

University of Portsmouth

5

H index

1

i10 index

68

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2005 - 2011). See details.
   Cites by year: 11
   Journals where Renatas Kizys has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (2.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki322
   Updated: 2019-10-15    RAS profile: 2011-10-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Renatas Kizys.

Is cited by:

Sutherland, Alan (5)

Devereux, Michael (5)

Senay, Ozge (5)

Korhonen, Marko (4)

Siklos, Pierre (3)

Pierdzioch, Christian (3)

Burdekin, Richard (3)

Albulescu, Claudiu (2)

Nunes, Luis (2)

Anwar, Sajid (2)

Tiwari, Aviral (2)

Cites to:

Campbell, John (28)

Lettau, Martin (11)

Ludvigson, Sydney (10)

Shiller, Robert (9)

Engle, Robert (8)

Bollerslev, Tim (8)

Croushore, Dean (7)

Wickens, Michael (7)

Perez Quiros, Gabriel (7)

Roll, Richard (6)

Smith, Peter (6)

Main data


Where Renatas Kizys has published?


Recent works citing Renatas Kizys (2018 and 2017)


YearTitle of citing document
2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2017How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

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2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Kempa, Bernd ; Hanisch, Max. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

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2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

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2019Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398.

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2018Does the major market influence transfer? Alternative effect on Asian stock markets. (2018). Lin, Luke. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0658-5.

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2017Trade, Financial Flows and Stock Market Interdependence: Evidence from Asian Markets. (2017). Dhanaraj, Sowmya ; Babu, Suresh M ; Gopalaswamy, Arun Kumar. In: Working Papers. RePEc:mad:wpaper:2017-158.

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2017A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (2017). Trabelsi, Mohamed Ali ; Hmida, Salma. In: MPRA Paper. RePEc:pra:mprapa:83718.

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2018Impact of the Credit Rating Revision on the Eurozone Stock Markets. (2018). Trabelsi, Mohamed Ali ; Hmida, Salma. In: MPRA Paper. RePEc:pra:mprapa:89152.

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2017THE IMPACT OF FINANCIAL CRISES ON THE SHORT-TERM INTERACTION BETWEEN BALKAN STOCK MARKETS. (2017). Angelovska, Julijana. In: UTMS Journal of Economics. RePEc:ris:utmsje:0198.

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2018Interrelationship between DAX Index and Four Largest Eastern European Stock Markets. (2018). Ivkov, Dejan ; Milenkovi, Ivan ; Njegi, Jovan. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:88-103.

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2018Exchange rate exposure revisited in Malaysia: a tale of two measures. (2018). Lily, Jaratin ; Kogid, Mori ; Karia, Abdul Aziz ; Bujang, Imbarine. In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:4:d:10.1007_s40821-017-0099-z.

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2018Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model. (2018). Nasir, Muhammad ; Du, Min. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0087-2.

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2017Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets. (2017). Angelovska, Julijana. In: Zagreb International Review of Economics and Business. RePEc:zag:zirebs:v:20:y:2017:i:2:p:11-20.

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Works by Renatas Kizys:


YearTitleTypeCited
2006Business-cycle fluctuations and international equity correlations In: Global Finance Journal.
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article9
2009Changes in the international comovement of stock returns and asymmetric macroeconomic shocks In: Journal of International Financial Markets, Institutions and Money.
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article35
2011The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data In: Journal of Economics and Business.
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article0
2010The business cycle and the equity risk premium in real time In: International Review of Economics & Finance.
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article4
2011The Financial Crisis and the Stock Markets of the CEE Countries In: Czech Journal of Economics and Finance (Finance a uver).
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article7
2010Sources of time-varying exchange rate exposure In: International Economics and Economic Policy.
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article5
2007Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities In: Money Macro and Finance (MMF) Research Group Conference 2006.
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paper0
2005Book Review In: Review of World Economics (Weltwirtschaftliches Archiv).
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article0
2007Time-varying nonlinear exchange rate exposure In: Applied Financial Economics Letters.
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article3
2007Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK In: Discussion Papers.
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paper5

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