S. Hyde

发表

UK Stock Returns and the Impact of Domestic Monetary Policy Shocks

G. O’Reilly, Don Bredin, S. Hyde, 2007 .

News sentiment in the cryptocurrency market: An empirical comparison with Forex

S. Hyde, Lavinia Rognone, S. S. Zhang, 2020 .

Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable?

Massimo Guidolin, D. McMillan, S. Hyde, 2009 .

Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective

Massimo Guidolin, S. Hyde, 2010 .

Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective

Massimo Guidolin, S. Hyde, 2010 .

Duration, Trading Volume and the Price Impact of Trades in an Emerging Futures Market

Lavern McFarlane, S. Hyde, M. Bowe, 2007 .

The Response of Industry Stock Returns to Market, Exchange Rate and Interest Rate Risks

S. Hyde, 2006 .

UK Stock Returns & the Impact of Domestic Monetary Policy Shocks

Don Bredin, S. Hyde, G. Reilly, 2005 .

Determinants of corporate exchange rate exposure in Chilean firms

S. Hyde, S. Hansen, 2013 .

Determinants of Corporate Exchange Rate Exposure and Implications for Investors: Evidence from Chilean Firms

S. Hyde, Erwin Hansen, 2010 .

Emerging Markets Finance

N. Hermes, Kalok Chan, R. Hudson, 2011 .

Managing Risks in Financial Markets: A Market Simulation Approach

B. Theodoulidis, D. Diaz, S. Hyde, 2012, 2012 Third International Conference on Services in Emerging Markets.

Financial Development and the Effect of Cross-Border Bank Flows on House Prices

S. Hyde, Sungjun Cho, N. Romero, 2020, SSRN Electronic Journal.

The Reality of Stock Market Jumps Diversification (with Internet Appendix)

S. Poon, S. Hyde, Luiz Vitiello, 2017, Journal of International Money and Finance.

Time-varying regional and global integration and contagion: Evidence from style portfolios

S. Hyde, Sungjun Cho, N. Nguyen, 2015 .

Consumption Asset Pricing Models: Evidence from the UK

S. Hyde, Mohamed Sherif, 2005 .

Don't break the habit: structural stability tests of consumption models in the UK

S. Hyde, Mohamed Sherif, 2004 .

Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence

Massimo Guidolin, D. McMillan, S. Hyde, 2010 .

Monetary policy surprises and international bond markets

Don Bredin, S. Hyde, G. Reilly, 2010 .

European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response

G. O’Reilly, Don Bredin, S. Hyde, 2009 .

Monetary Policy and Behavioral Finance

K. Cuthbertson, S. Hyde, D. Nitzsche, 2006 .

Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK

Massimo Guidolin, S. Hyde, 2008 .

Equity Portfolio Diversification under Time-Varying Predictability and Comovements : Evidence from Ireland , the US , and the UK

Massimo Guidolin, S. Hyde, Massimo Guidolin, 2007 .

Correlation Dynamics between Asia-Pacific, EU and US Stock Returns

Don Bredin, S. Hyde, N. Nguyen, 2007 .

What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model

Massimo Guidolin, S. Hyde, 2007 .

The yen-dollar risk premium: A story of regime shifts in bond markets

S. Hyde, Sungjun Cho, Liu Liu, 2022, Journal of International Financial Markets, Institutions and Money.

Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns

S. Hyde, Mohamed Sherif, 2009 .

Habit Formation, Surplus Consumption and Return Predictability: International Evidence

Tom Engsted, S. Hyde, S. Møller, 2009 .

Excess volatility and efficiency in French and German stock markets

K. Cuthbertson, S. Hyde, 2002 .

Resuscitating the C-CAPM: empirical evidence from France and Germany

K. Cuthbertson, S. Hyde, D. Nitzsche, 2005 .

Resurrecting the C-Capm: Empirical Evidence from France and Germany

K. Cuthbertson, S. Hyde, 2002 .

Consumption asset pricing and the term structure

S. Hyde, Mohamed Sherif, 2010 .

Measuring market integration during crisis periods

S. Hyde, Sungjun Cho, Weiping Qin, 2022, Journal of International Financial Markets, Institutions and Money.

Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data

Massimo Guidolin, S. Hyde, 2012 .

Investigating Sources of Unanticipated Exposure in Industry Stock Returns

Don Bredin, S. Hyde, 2010 .

Predicting German Stock and Bond Returns with Macro-Variables: Evidence of Market Timing

S. Hyde, Kristian Kappel, 2009 .

Regime Changes in the Relationship between Stock Returns and the Macroeconomy

Don Bredin, S. Hyde, 2005 .

Nonlinear influences in the relationship between stock returns and the macroeconomy

Don Bredin, S. Hyde, 2005 .

Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies

Don Bredin, S. Hyde, 2008 .

International Influences on Irish Stock Returns

Don Bredin, S. Hyde, 2004 .

Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value

Massimo Guidolin, S. Hyde, 2012 .

Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment

Massimo Guidolin, Stuart Hyde, Massimo Guidolin, 2012, Comput. Stat. Data Anal..

Trade offs between efficiency and robustness in the empirical evaluation of asset pricing models

S. Hyde, I. Garrett, Martín Lozano, 2011 .

A Microstructure Analysis of the Carbon Finance Market

Cal B. Muckley, Don Bredin, S. Hyde, 2013 .

Price Discovery in the Absence of Trading: Insights from the Malta Stock Exchange Pre-opening Period

S. Hyde, M. Bowe, Ike Johnson, 2011 .

Price Discovery in the Absence of Trading: A Look at the Malta Stock Exchange Pre-opening Period

S. Hyde, M. Bowe, Ike Johnson, 2010 .

'Determining the Intensity of Buy and Sell Limit Order Submissions: a Look at the Market Preopening Period'

S. Hyde, M. Bowe, Ike Johnson, 2009 .

Forex Risk: Measurement and Evaluation Using Value-at-Risk

Don Bredin, S. Hyde, 2004 .

Equity Portfolio Diversification Under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK

Massimo Guidolin, S. Hyde, 2008 .