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 2 3 13 443
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 4 5 14 469
Correlation dynamics between Asia-Pacifc, EU and US stock returns 0 0 1 1 3 11 15 15
Correlation dynamics between Asia-Pacific, EU and US stock returns 0 0 0 252 6 9 42 1,080
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 4 5 10 351
Don't break the habit: structural stability tests of consumption models in the UK 0 0 0 56 0 0 6 258
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 2 3 7 358
European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response 0 0 1 25 2 5 25 501
European monetary policy surprises: the aggregate and sectoral stock market response 0 0 2 2 2 3 13 13
Financial advisory firms, asset reallocation and price pressure in the FOREX market 0 0 2 9 3 4 13 21
Forex Risk: Measurement and Evaluation using Value-at-Risk 1 1 1 45 7 16 64 6,630
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 0 2 8 241
International influences on Irish stock returns 0 0 1 1 0 0 3 3
Investigating Sources of Unanticipated Exposure in Industry Stock Returns 0 0 0 49 3 5 7 220
Investigating sources of unanticipated exposure in industry stock returns 0 0 3 3 1 1 9 9
Monetary policy surprises and international bond markets 0 0 1 1 3 4 10 10
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 3 458 0 0 17 915
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 2 3 6 224
The response of industry stock returns to market, exchange rate and interest rate risks 0 2 5 112 3 9 23 298
UK Stock returns & the impact of domestic monetary policy shocks 0 1 1 1 2 3 5 5
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 2 2 14 553
Total Working Papers 1 4 21 2,004 51 93 324 12,617

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 1 1 19 1 6 13 119
A reality check on the GARCH-MIDAS volatility models 0 0 0 2 1 1 3 10
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* 0 0 0 107 0 1 7 294
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 1 2 5 107 4 6 17 274
Consumption asset pricing and the term structure 0 0 0 31 1 3 6 139
Determinants of corporate exchange rate exposure in Chilean firms 0 0 0 45 4 4 14 160
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 1 20 1 1 7 86
Don't break the habit: structural stability tests of consumption asset pricing models in the UK 0 0 0 27 2 2 14 184
Duration, trading volume and the price impact of trades in an emerging futures market 0 0 2 12 0 1 4 68
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 0 0 0 42 1 3 5 124
European monetary policy surprises: the aggregate and sectoral stock market response 1 2 4 160 3 5 24 482
Excess volatility and efficiency in French and German stock markets 0 0 0 108 4 6 19 268
FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk 0 0 1 44 2 3 12 132
Financial development and the effect of cross‐border bank flows on house prices 0 0 1 1 1 14 30 33
Habit formation, surplus consumption and return predictability: International evidence 0 0 0 22 3 9 23 247
Investigating sources of unanticipated exposure in industry stock returns 0 0 1 47 0 0 6 175
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 2 2 6 45
MONETARY POLICY AND BEHAVIOURAL FINANCE 1 1 1 94 8 8 20 237
Measuring market integration during crisis periods 0 0 0 5 2 7 14 33
Monetary policy surprises and international bond markets 0 0 1 110 4 9 17 327
News sentiment in the cryptocurrency market: An empirical comparison with Forex 1 1 5 88 4 12 48 360
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 0 0 6 385
Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies 0 0 1 37 3 3 13 129
Resuscitating the C-CAPM: empirical evidence from France and Germany 0 0 0 138 2 3 7 385
Revisiting the pricing impact of commodity market spillovers on equity markets 0 0 2 5 3 4 10 29
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 1 16 1 1 8 56
Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns 0 0 0 54 2 2 17 199
The reality of stock market jumps diversification 0 0 0 5 3 4 5 51
The yen–dollar risk premium: A story of regime shifts in bond markets 0 0 2 5 1 1 11 25
Time-varying bond market integration and the impact of financial crises 0 0 0 0 2 14 29 33
Time-varying regional and global integration and contagion: Evidence from style portfolios 0 0 0 9 0 0 4 41
UK Stock Returns and the Impact of Domestic Monetary Policy Shocks 1 3 7 21 8 13 30 68
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 4 4 9 223
Total Journal Articles 5 10 36 1,601 77 152 458 5,421
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Statistics updated 2026-05-06