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 2 12 443
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 1 6 16 471
Correlation dynamics between Asia-Pacifc, EU and US stock returns 0 0 1 1 0 4 16 16
Correlation dynamics between Asia-Pacific, EU and US stock returns 0 0 0 252 3 10 44 1,084
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 1 5 11 352
Don't break the habit: structural stability tests of consumption models in the UK 0 0 0 56 0 1 7 259
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 0 2 7 358
European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response 0 0 1 25 2 4 20 503
European monetary policy surprises: the aggregate and sectoral stock market response 0 0 2 2 0 2 13 13
Financial advisory firms, asset reallocation and price pressure in the FOREX market 0 0 1 9 0 3 12 21
Forex Risk: Measurement and Evaluation using Value-at-Risk 0 1 1 45 0 8 57 6,631
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 2 3 10 244
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 1 4 8 221
Investigating sources of unanticipated exposure in industry stock returns 0 0 3 3 0 1 9 9
Monetary policy surprises and international bond markets 0 0 1 1 0 3 10 10
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 2 458 3 4 20 919
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 2 6 224
The response of industry stock returns to market, exchange rate and interest rate risks 0 0 5 112 1 4 24 299
UK Stock returns & the impact of domestic monetary policy shocks 0 0 1 1 1 4 7 7
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 0 4 14 555
Total Working Papers 0 1 19 2,004 15 76 326 12,642

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 2 20 1 3 14 121
A reality check on the GARCH-MIDAS volatility models 0 0 0 2 0 1 3 10
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* 0 0 0 107 0 0 6 294
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 1 3 107 0 4 14 274
Consumption asset pricing and the term structure 0 0 0 31 0 1 6 139
Determinants of corporate exchange rate exposure in Chilean firms 0 0 0 45 1 6 16 162
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 1 20 0 1 7 86
Don't break the habit: structural stability tests of consumption asset pricing models in the UK 0 0 0 27 0 2 12 184
Duration, trading volume and the price impact of trades in an emerging futures market 1 1 2 13 1 1 4 69
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 0 0 0 42 0 1 5 124
European monetary policy surprises: the aggregate and sectoral stock market response 1 2 3 161 3 10 26 489
Excess volatility and efficiency in French and German stock markets 0 1 1 109 0 5 20 269
FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk 0 0 0 44 0 2 11 132
Financial development and the effect of cross‐border bank flows on house prices 0 0 1 1 0 4 33 36
Habit formation, surplus consumption and return predictability: International evidence 0 0 0 22 0 5 25 249
Investigating sources of unanticipated exposure in industry stock returns 0 0 0 47 2 2 6 177
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 0 2 5 45
MONETARY POLICY AND BEHAVIOURAL FINANCE 0 1 1 94 0 8 18 237
Measuring market integration during crisis periods 0 0 0 5 0 3 14 34
Monetary policy surprises and international bond markets 0 0 1 110 1 6 19 329
Nature and the capital market: analyzing the spillover effect between biodiversity and heavy industry stock indices 0 0 0 0 0 2 4 4
News sentiment in the cryptocurrency market: An empirical comparison with Forex 0 2 5 89 4 16 55 372
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 1 2 8 387
Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies 0 0 1 37 0 5 15 131
Resuscitating the C-CAPM: empirical evidence from France and Germany 0 0 0 138 1 3 8 386
Revisiting the pricing impact of commodity market spillovers on equity markets 0 0 1 5 0 5 10 31
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 0 16 0 2 7 57
Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns 0 0 0 54 0 3 18 200
The reality of stock market jumps diversification 0 0 0 5 3 6 8 54
The yen–dollar risk premium: A story of regime shifts in bond markets 0 0 0 5 0 4 12 28
Time-varying bond market integration and the impact of financial crises 1 1 1 1 1 3 29 34
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 0 1 6 21 2 11 31 71
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 0 5 10 224
Total Journal Articles 3 11 29 1,607 21 134 483 5,480
1 registered items for which data could not be found
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Statistics updated 2026-07-10