Access Statistics for Stuart Hyde

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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 6 434
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 2 7 10 463
Correlation dynamics between Asia-Pacifc, EU and US stock returns 0 1 1 1 2 3 3 3
Correlation dynamics between Asia-Pacific, EU and US stock returns 0 0 0 252 16 23 27 1,065
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 0 1 2 343
Don't break the habit: structural stability tests of consumption models in the UK 0 0 0 56 1 2 3 254
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 1 3 3 354
European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response 0 0 0 24 3 5 21 492
European monetary policy surprises: the aggregate and sectoral stock market response 0 2 2 2 0 5 5 5
Financial advisory firms, asset reallocation and price pressure in the FOREX market 0 0 2 9 4 5 12 16
Forex Risk: Measurement and Evaluation using Value-at-Risk 0 0 0 44 15 19 70 6,603
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 0 1 6 238
International influences on Irish stock returns 0 1 1 1 0 2 2 2
Investigating Sources of Unanticipated Exposure in Industry Stock Returns 0 0 0 49 1 1 1 214
Investigating sources of unanticipated exposure in industry stock returns 0 3 3 3 0 5 5 5
Monetary policy surprises and international bond markets 0 1 1 1 1 4 4 4
Non-linear predictability in stock and bond returns: when and where is it exploitable? 1 2 3 458 4 11 17 913
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 1 1 1 219
The response of industry stock returns to market, exchange rate and interest rate risks 0 1 2 109 1 3 7 281
UK Stock returns & the impact of domestic monetary policy shocks 0 0 0 0 0 1 1 1
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 1 5 9 547
Total Working Papers 1 11 15 1,998 53 108 215 12,456

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 0 18 1 2 6 111
A reality check on the GARCH-MIDAS volatility models 0 0 2 2 1 1 3 8
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* 0 0 0 107 2 4 8 293
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 0 3 105 1 4 12 267
Consumption asset pricing and the term structure 0 0 0 31 1 1 2 134
Determinants of corporate exchange rate exposure in Chilean firms 0 0 0 45 4 7 8 153
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 1 20 1 2 3 82
Don't break the habit: structural stability tests of consumption asset pricing models in the UK 0 0 0 27 4 5 7 177
Duration, trading volume and the price impact of trades in an emerging futures market 1 1 2 12 2 2 4 67
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 3 158 2 3 14 469
Excess volatility and efficiency in French and German stock markets 0 0 0 108 3 7 9 258
FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk 0 0 2 44 2 5 10 126
Financial development and the effect of cross‐border bank flows on house prices 0 1 1 1 1 4 6 8
Habit formation, surplus consumption and return predictability: International evidence 0 0 0 22 0 6 7 230
Investigating sources of unanticipated exposure in industry stock returns 0 0 1 47 1 1 3 172
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 0 1 3 42
MONETARY POLICY AND BEHAVIOURAL FINANCE 0 0 1 93 4 7 11 227
Measuring market integration during crisis periods 0 0 0 5 1 5 7 26
Monetary policy surprises and international bond markets 0 0 5 110 2 2 7 313
News sentiment in the cryptocurrency market: An empirical comparison with Forex 0 2 5 86 4 12 34 341
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 2 5 5 384
Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies 0 1 1 37 2 8 8 124
Resuscitating the C-CAPM: empirical evidence from France and Germany 0 0 0 138 0 1 3 380
Revisiting the pricing impact of commodity market spillovers on equity markets 0 0 3 5 1 2 9 24
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 1 2 5 52
Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns 0 0 0 54 3 8 11 193
The reality of stock market jumps diversification 0 0 0 5 0 1 2 47
The yen–dollar risk premium: A story of regime shifts in bond markets 0 0 2 5 1 6 10 23
Time-varying bond market integration and the impact of financial crises 0 0 0 0 0 2 4 7
Time-varying regional and global integration and contagion: Evidence from style portfolios 0 0 0 9 0 1 2 38
UK Stock Returns and the Impact of Domestic Monetary Policy Shocks 0 0 6 18 1 1 13 48
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 1 4 6 219
Total Journal Articles 1 5 39 1,590 49 122 242 5,162
1 registered items for which data could not be found
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