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 1 2 5 433
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 0 1 3 456
Correlation dynamics between Asia-Pacific, EU and US stock returns 0 0 1 252 0 2 5 1,042
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 1 1 2 342
Don't break the habit: structural stability tests of consumption models in the UK 0 0 0 56 0 0 1 252
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 2 4 25 487
Financial advisory firms, asset reallocation and price pressure in the FOREX market 0 1 9 9 0 2 11 11
Forex Risk: Measurement and Evaluation using Value-at-Risk 0 0 0 44 2 10 89 6,584
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 0 3 5 237
Investigating Sources of Unanticipated Exposure in Industry Stock Returns 0 0 0 49 0 0 0 213
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 1 456 0 3 10 902
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 1 1 1 108 2 3 5 278
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 1 1 4 542
Total Working Papers 1 2 12 1,987 9 32 165 12,348

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 1 18 1 2 7 109
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 0 1 4 289
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 1 4 105 0 3 10 263
Consumption asset pricing and the term structure 0 0 0 31 0 0 2 133
Determinants of corporate exchange rate exposure in Chilean firms 0 0 1 45 0 0 3 146
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 1 1 20 0 1 1 80
Don't break the habit: structural stability tests of consumption asset pricing models in the UK 0 0 0 27 0 0 2 172
Duration, trading volume and the price impact of trades in an emerging futures market 0 0 1 11 0 0 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 0 0 4 158 1 3 14 466
Excess volatility and efficiency in French and German stock markets 0 0 0 108 1 2 2 251
FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk 0 0 2 44 0 0 5 121
Financial development and the effect of cross‐border bank flows on house prices 0 0 0 0 0 1 3 4
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 0 1 47 0 0 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 2 41
MONETARY POLICY AND BEHAVIOURAL FINANCE 0 0 4 93 1 1 8 220
Measuring market integration during crisis periods 0 0 0 5 0 1 2 21
Monetary policy surprises and international bond markets 1 1 5 110 1 1 6 311
News sentiment in the cryptocurrency market: An empirical comparison with Forex 0 0 4 84 4 12 28 329
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 1 1 2 379
Revisiting the pricing impact of commodity market spillovers on equity markets 0 1 3 5 0 1 12 22
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 0 0 3 50
Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns 0 0 0 54 0 3 4 185
The reality of stock market jumps diversification 0 0 0 5 0 0 1 46
The yen–dollar risk premium: A story of regime shifts in bond markets 0 0 2 5 0 1 4 17
Time-varying bond market integration and the impact of financial crises 0 0 0 0 0 0 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 3 6 18 2 7 12 47
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 1 1 2 215
Total Journal Articles 1 7 42 1,585 14 43 155 5,040
1 registered items for which data could not be found
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Statistics updated 2025-10-06