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 1 189 0 0 2 428
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 0 1 1 454
Correlation dynamics between Asia-Pacific, EU and US stock returns 0 0 1 252 0 0 3 1,038
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 1 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 1 24 1 5 23 475
Forex Risk: Measurement and Evaluation using Value-at-Risk 0 0 0 44 3 27 154 6,551
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 1 1 1 233
Investigating Sources of Unanticipated Exposure in Industry Stock Returns 0 0 0 49 0 0 4 213
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 0 455 0 2 7 898
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 1 218
The response of industry stock returns to market, exchange rate and interest rate risks 0 0 0 107 0 1 6 275
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 0 0 0 538
Total Working Papers 0 0 3 1,976 5 38 205 12,265

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 3 18 0 1 5 105
A reality check on the GARCH-MIDAS volatility models 0 1 1 1 0 1 6 6
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* 0 0 0 107 1 1 3 286
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 0 2 102 0 0 7 255
Consumption asset pricing and the term structure 0 0 0 31 1 2 3 133
Determinants of corporate exchange rate exposure in Chilean firms 0 0 1 45 1 1 6 146
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 0 0 1 170
Duration, trading volume and the price impact of trades in an emerging futures market 0 0 0 10 1 1 1 64
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 1 4 156 0 2 12 457
Excess volatility and efficiency in French and German stock markets 0 0 1 108 0 0 3 249
FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk 0 0 0 42 1 1 2 117
Financial development and the effect of cross‐border bank flows on house prices 0 0 0 0 0 0 1 2
Habit formation, surplus consumption and return predictability: International evidence 0 0 1 22 0 0 3 223
Investigating sources of unanticipated exposure in industry stock returns 0 0 5 46 0 1 10 169
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 0 0 0 39
MONETARY POLICY AND BEHAVIOURAL FINANCE 0 1 3 92 0 2 6 216
Measuring market integration during crisis periods 0 0 1 5 0 0 2 19
Monetary policy surprises and international bond markets 0 1 3 106 0 1 9 307
News sentiment in the cryptocurrency market: An empirical comparison with Forex 1 2 4 82 1 2 19 308
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 3 155 0 0 3 379
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 2 378
Revisiting the pricing impact of commodity market spillovers on equity markets 0 0 2 2 1 1 16 16
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 0 15 0 0 1 47
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 1 4 46
The yen–dollar risk premium: A story of regime shifts in bond markets 0 0 0 3 0 0 1 13
Time-varying bond market integration and the impact of financial crises 0 0 0 0 1 1 3 4
Time-varying regional and global integration and contagion: Evidence from style portfolios 0 0 0 9 0 0 1 36
UK Stock Returns and the Impact of Domestic Monetary Policy Shocks 0 0 1 12 0 0 3 35
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 1 1 1 214
Total Journal Articles 1 6 36 1,555 10 21 135 4,935
1 registered items for which data could not be found
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Statistics updated 2025-03-03