Similar Search Results - EconBiz

Mutual fund performance and management location

Clare, Andrew D.; Nitzsche, Dirk; Sherman, Meadhbh - In: The journal of asset management 14 (2013) 6, pp. 336-353

Persistent link: https://www.econbiz.de/10010258483

International sentiment spillovers in equity returns

Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359

Persistent link: https://www.econbiz.de/10011698788

Non-linear predictability in stock and bond returns : when and where is it exploitable?

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008

We systematically examine the comparative predictive performance of a number of alternative linear and non-linear models for stock and bond returns in the G7 countries. Besides Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STAR) regime switching...

Persistent link: https://www.econbiz.de/10003732461

What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model

Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003739801

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

Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008

Persistent link: https://www.econbiz.de/10003741399

Non-linear predictability in stock and bond returns : when and where is it exploitable?

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008

Persistent link: https://www.econbiz.de/10003741408

Non-linear predictability in stock and bond returns : when and where is it exploitable?

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399

Persistent link: https://www.econbiz.de/10003870067

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008668600

Consumption asset pricing and the term structure

Hyde, Stuart; Sherif, Mohamed - In: The quarterly review of economics and finance : journal … 50 (2010) 1, pp. 99-109

Persistent link: https://www.econbiz.de/10008689000

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

Hyde, Stuart; Sherif, Mohamed - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 198-211

Persistent link: https://www.econbiz.de/10008702351

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