Renatas Kizys

Southampton Business School

Associate Professor in Finance

Room 1013, Building 4

Highfield Campus

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 48,967

SSRN RANKINGS

Top 48,967

in Total Papers Downloads

860

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Transmission Channels of Systemic Risk and Contagion in the European Financial Network

Journal of Banking and Finance, Vol. 61, pp. S36-S52, December 2015
Number of pages: 48 Posted: 03 Sep 2014 Last Revised: 15 Jan 2017
Durham University Business School, University of Bath, Southampton Business School and affiliation not provided to SSRN
Downloads 358 (86,113)
Citation 4

Abstract:

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Systemic Risk, Maximum Entropy, Interbank Market, Financial Network, Sovereign Credit Risk, European Banks

2.

The Quest for Banking Stability in the Euro Area: The Role of Government Interventions

Journal of International Financial Markets, Institutions and Money, Vol. 40, pp. 111-133, January 2016
Number of pages: 46 Posted: 27 Jul 2014 Last Revised: 15 Jan 2017
Southampton Business School, Durham University Business School and University of Portsmouth - Portsmouth Business School
Downloads 200 (157,644)

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Banking Stability, Credit Default Swaps, Government Interventions, Markov Switching Bayesian Vector Autoregression, Sovereign Debt, Stock Market

3.

Global Temperature, R&D Expenditure, and Growth

SAFE Working Paper No. 188
Number of pages: 41 Posted: 25 Nov 2017
Leibniz Institute for Financial Research SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER), Leibniz Institute for Financial Research SAFE and Southampton Business School
Downloads 90 (294,327)
Citation 2

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Global Temperature, R&D, Welfare Costs

4.

Do Shining Precious Metals Overshadow Other Assets? Dynamic Spillovers Between Commodity and Currency Markets

Number of pages: 38 Posted: 06 Dec 2014
Nikolaos Antonakakis and Renatas Kizys
Vienna University of Economics and Business and Southampton Business School
Downloads 81 (314,131)
Citation 2

Abstract:

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Precious metals, Oil prices, Exchange rate, Static and dynamic spillover

5.

Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?

SAFE Working Paper No. 158
Number of pages: 41 Posted: 06 Dec 2016
Michael Donadelli, Renatas Kizys and Max Riedel
Leibniz Institute for Financial Research SAFE, Southampton Business School and Leibniz Institute for Financial Research SAFE
Downloads 74 (331,088)

Abstract:

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WHO alerts, investor sentiment, pharmaceutical industry, trading strategies

6.

The Long-Run Reversal in the Long Run: Insights from Two Centuries of International Equity Returns

Number of pages: 59 Posted: 29 Aug 2019 Last Revised: 08 Dec 2019
Adam Zaremba, Renatas Kizys and Muhammad Wajid Raza
Pozna? University of Economics and Business, Southampton Business School and Shadeed Benazir Bhutto University, Dir, Pakistan
Downloads 57 (379,305)
Citation 2

Abstract:

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long-term reversal, long-run reversal, country equity indices, early security data, equity anomalies, asset pricing, return predictability