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What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model
Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 6, pp. 463-488
Persistent link: https://www.econbiz.de/10008225614
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European monetary policy surprises: the aggregate and sectoral stock market response
Bredin, Don; Hyde, Stuart; Nitzsche, Dirk; O'Reilly, Gerard - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 156-171
Persistent link: https://www.econbiz.de/10008226878
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Non-linear predictability in stock and bond returns: When and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; Mcmillan, David; Ono, … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10008231945
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What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model
Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 4-6, pp. 463-488
Persistent link: https://www.econbiz.de/10008245893
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UK Stock Returns and the Impact of Domestic Monetary Policy Shocks
Bredin, Don; Hyde, Stuart; Nitzsche, Dirk; O'reilly, Gerard - In: Journal of business finance & accounting : JBFA 34 (2007) 5, pp. 872-888
Persistent link: https://www.econbiz.de/10007750913
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The response of industry stock returns to market, exchange rate and interest rate risks
Hyde, Stuart - In: Managerial finance 33 (2007) 9, pp. 693-709
Persistent link: https://www.econbiz.de/10007767651
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FOREX Risk: Measurement and Evaluation Using Value-at-Risk
Bredin, Don; Hyde, Stuart - In: Journal of business finance & accounting : JBFA 31 (2004) 9, pp. 1389-1418
Persistent link: https://www.econbiz.de/10006961609
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Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies
Bredin, Don; Hyde, Stuart - In: European financial management : the journal of the … 14 (2008) 2, pp. 315-346
Persistent link: https://www.econbiz.de/10007978761
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Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK
Guidolin, Massimo; Hyde, Stuart - In: Journal of multinational financial management 18 (2008) 4, pp. 293-312
Persistent link: https://www.econbiz.de/10008065286
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Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - In: Journal of banking & finance 36 (2012) 3, pp. 695-717
Persistent link: https://www.econbiz.de/10009825442