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
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective 0 0 0 189 0 1 3 431
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 0 0 2 455
Correlation dynamics between Asia-Pacific, EU and US stock returns 0 0 1 252 1 2 3 1,040
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 0 0 1 341
Don't break the habit: structural stability tests of consumption models in the UK 0 0 0 56 0 0 2 252
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 0 0 0 351
European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response 0 0 0 24 3 8 26 483
Forex Risk: Measurement and Evaluation using Value-at-Risk 0 0 0 44 4 13 112 6,574
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 0 1 2 234
Investigating Sources of Unanticipated Exposure in Industry Stock Returns 0 0 0 49 0 0 1 213
Non-linear predictability in stock and bond returns: when and where is it exploitable? 1 1 1 456 1 1 7 899
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 0 0 0 218
The response of industry stock returns to market, exchange rate and interest rate risks 0 0 0 107 0 0 3 275
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 1 2 3 541
Total Working Papers 1 1 2 1,977 10 28 165 12,307

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A microstructure analysis of the carbon finance market 0 0 2 18 0 2 6 107
A reality check on the GARCH-MIDAS volatility models 0 0 2 2 0 0 4 7
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* 0 0 0 107 1 1 4 288
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 1 2 4 104 2 4 9 260
Consumption asset pricing and the term structure 0 0 0 31 0 0 3 133
Determinants of corporate exchange rate exposure in Chilean firms 0 0 1 45 0 0 5 146
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 0 19 0 0 0 79
Don't break the habit: structural stability tests of consumption asset pricing models in the UK 0 0 1 27 2 2 3 172
Duration, trading volume and the price impact of trades in an emerging futures market 1 1 1 11 1 1 2 65
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 0 0 0 42 0 0 0 119
European monetary policy surprises: the aggregate and sectoral stock market response 1 2 6 158 2 5 15 463
Excess volatility and efficiency in French and German stock markets 0 0 0 108 0 0 1 249
FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk 1 1 2 44 1 1 6 121
Financial development and the effect of cross‐border bank flows on house prices 0 0 0 0 0 0 2 3
Habit formation, surplus consumption and return predictability: International evidence 0 0 0 22 0 0 2 224
Investigating sources of unanticipated exposure in industry stock returns 0 1 1 47 0 2 4 171
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 1 1 1 40
MONETARY POLICY AND BEHAVIOURAL FINANCE 0 0 4 93 1 2 8 219
Measuring market integration during crisis periods 0 0 0 5 1 1 1 20
Monetary policy surprises and international bond markets 0 2 4 109 0 2 5 310
News sentiment in the cryptocurrency market: An empirical comparison with Forex 1 2 5 84 5 8 23 317
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 0 0 0 379
Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies 0 0 0 36 0 0 0 116
Resuscitating the C-CAPM: empirical evidence from France and Germany 0 0 0 138 0 0 1 378
Revisiting the pricing impact of commodity market spillovers on equity markets 1 1 2 4 1 4 14 21
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 1 1 1 16 2 2 3 50
Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns 0 0 0 54 0 0 1 182
The reality of stock market jumps diversification 0 0 0 5 0 0 3 46
The yen–dollar risk premium: A story of regime shifts in bond markets 1 2 2 5 1 2 3 16
Time-varying bond market integration and the impact of financial crises 0 0 0 0 1 1 2 5
Time-varying regional and global integration and contagion: Evidence from style portfolios 0 0 0 9 0 0 2 37
UK Stock Returns and the Impact of Domestic Monetary Policy Shocks 0 2 3 15 1 4 5 40
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 0 0 1 214
Total Journal Articles 8 17 41 1,578 23 45 139 4,997
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04