Access Statistics for Stuart Hyde

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Correlation dynamics between Asia-Pacific, EU and US stock returns 6 15 51 59 15 37 136 151
Don't break the habit: structural stability tests of consumption models in the UK 0 1 6 46 0 6 28 154
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 4 31 83 1 11 80 199
European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response 1 1 7 7 4 10 40 40
Forex Risk: Measurement and Evaluation using Value-at-Risk 1 6 13 13 15 53 154 154
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 1 16 22 2 7 49 61
Non-linear predictability in stock and bond returns: when and where is it exploitable? 7 16 98 200 10 26 169 269
The response of industry stock returns to market, exchange rate and interest rate risks 4 6 26 28 6 10 40 45
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 1 3 23 150 1 5 64 415
Total Working Papers 20 53 271 608 54 165 760 1,488


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK 0 1 13 75 0 2 24 186
Don’t break the habit: structural stability tests of consumption asset pricing models in the UK 2 2 4 18 3 4 11 97
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 1 3 13 18 2 6 28 41
European monetary policy surprises: the aggregate and sectoral stock market response 4 10 25 25 8 24 46 46
Excess volatility and efficiency in French and German stock markets 0 2 6 45 0 2 8 100
FOREX Risk: Measurement and Evaluation Using Value-at-Risk 1 6 23 45 5 16 77 139
MONETARY POLICY AND BEHAVIOURAL FINANCE 3 7 18 45 5 10 34 85
Non-linear predictability in stock and bond returns: When and where is it exploitable? 3 11 21 21 6 26 50 50
Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies 1 3 7 7 1 3 13 13
Resuscitating the C-CAPM: empirical evidence from France and Germany 4 5 27 96 7 12 64 258
UK Stock Returns and the Impact of Domestic Monetary Policy Shocks 1 3 7 20 2 6 18 63
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 2 2 7 7 7 17 35 35
Total Journal Articles 22 55 171 422 46 128 408 1,113


Statistics updated 2009-11-04