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Excess volatility and efficiency in French and German stock markets

Cuthbertson, Keith; Hyde, Stuart - In: Economic Modelling 19 (2002) 3, pp. 399-418

Persistent link: https://www.econbiz.de/10005205649

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

Hyde, Stuart; Cuthbertson, Keith; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 10 (2005) 4, pp. 337-358

Persistent link: https://www.econbiz.de/10007430942

The response of industry stock returns to market, exchange rate and interest rate risks

Hyde, Stuart - In: Managerial Finance 33 (2007), pp. 693-709

Purpose - This study seeks to investigate the sensitivity of stock returns at the industry level to market, exchange rate and interest rate shocks in the four major European economies: France, Germany, Italy, and the UK. Design/methodology/approach -The paper utilises the methodology of Campbell...

Persistent link: https://www.econbiz.de/10010757364

A reality check on the GARCH-MIDAS volatility models

Virk, Nader Shahzad; Javed, Farrukh; Awartani, Basel; … - In: The European journal of finance 30 (2024) 6, pp. 575-596

Persistent link: https://www.econbiz.de/10014547966

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

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

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

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

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

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