Narrow search
Showing 81 - 90 of 346
Cover Image
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
Cover Image
Monetary policy surprises and international bond markets
Bredin, Don; Hyde, Stuart; Reilly, Gerard O. - In: Journal of international money and finance 29 (2010) 6, pp. 988-1003
Persistent link: https://www.econbiz.de/10008446338
Cover Image
Habit formation, surplus consumption and return predictability: International evidence
Engsted, Tom; Hyde, Stuart; Møller, Stig V. - In: Journal of international money and finance 29 (2010) 7, pp. 1237-1256
Persistent link: https://www.econbiz.de/10008455000
Cover Image
Decomposing European bond and equity volatilityThe paper was awarded the Josseph de la Vega Prize by the Federation of European Stock Exchanges.
Hyde, Stuart; Sherif, Mohamed - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 105-123
Persistent link: https://www.econbiz.de/10008398172
Cover Image
Investigating sources of unanticipated exposure in industry stock returns
Bredin, Don; Hyde, Stuart - In: Journal of banking & finance 35 (2011) 5, pp. 1128-1143
Persistent link: https://www.econbiz.de/10008889100
Cover Image
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. 373-400
Persistent link: https://www.econbiz.de/10008892137
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Don't break the habit : structural stability tests of consumption asset pricing models in the UK
Hyde, Stuart; Sherif, Mohamed - In: Applied economics letters 12 (2005) 5, pp. 289-296
Persistent link: https://www.econbiz.de/10002753343