Economics

Profile

Dr. Renatas Kizys is a Lecturer in Economics in the Department of Economics at University of Portsmouth. He holds BA and MA in Economics (Vilnius University, Lithuania) and Ph.D in Economics (University of Alicante, Spain). He also participated in the Advanced Studies Program in International Economic Policy Research at the Kiel Institute for the World Economy, Germany.

Prior to joining University of Portsmouth, he spent 3,5 years working as an Assistant Professor at Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM), Campus Monterrey (Mexico). He also was a P.K. Woolley Research Fellow in the Department of Economics and Related Studies at University of York, UK.

His research interests centre on exchange rate macroeconomics, financial economics, international financial integration, and macroeconomics of speculative bubbles. His research publications include:

 “Why Do Speculative Bubbles Gather Steam? Some International Evidence” (with Christian Pierdzioch). Accepted by Applied Economics Letters.

 “The Financial Crisis and the Stock Markets of the CEE Countries” (with Christian Pierdzioch). Czech Journal of Economics and Finance, Vol. 61 (2011): 153 – 172.

 “The Changing Sensitivity of Realized Portfolio Betas to U.S. Output Growth: An Analysis Based on Real-Time Data” (with Christian Pierdzioch). Journal of Economics and Business, Vol. 63 (2011): 168 – 186.

 “The Business Cycle and the Equity Risk Premium in Real Time” (with Christian Pierdzioch). International Review of Economics and Finance, Vol. 19 (2010): 711 – 722.

 “Sources of Time-Varying Exchange Rate Exposure” (with Christian Pierdzioch). International Economics and Economic Policy, Vol. 7 (2010): 371 – 390.

 “Banks, Risk, and the Business Cycle: An Analysis Based on Real-Time Data” (with Christian Pierdzioch). Banking and Finance Review, Vol. 2 (2010): 57 – 72.

 “Changes in the International Comovement of Stock Returns and Asymmetric Macroeconomic Shocks” (with Christian Pierdzioch). Journal of International Financial Markets, Institutions and Money, Vol. 19 (2009): 289 – 305.

 “Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities in the UK” (with Peter Spencer). Qualitative and Quantitative Analysis in Social Sciences, Vol. 2 (2008): 50 – 77.

 “Time-varying nonlinear exchange rate exposure” (with Christian Pierdzioch). Applied Financial Economics Letters, Vol. 3 (2007): 385 – 389.

 “Business Cycle Fluctuations and International Equity Correlations” (with Christian Pierdzioch).  Global Finance Journal, Vol. 17 (2006): 252 – 270.

Office hours: Tuesdays, 10.00 am – 1.00 pm.