All Stories

  1. Revisiting the pricing impact of commodity market spillovers on equity markets

    Article • Journal of Commodity Markets, March 2024, Elsevier

    Professor Stuart James Hyde

  2. Time-varying bond market integration and the impact of financial crises

    Article • International Review of Financial Analysis, November 2023, Elsevier

    Professor Stuart James Hyde

  3. A reality check on the GARCH-MIDAS volatility models

    Article • European Journal of Finance, June 2023, Taylor & Francis

    Professor Stuart James Hyde

  4. Financial development and the effect of cross‐border bank flows on house prices

    Article • Financial Review, October 2022, Wiley

    Professor Stuart James Hyde

  5. Measuring market integration during crisis periods

    Article • Journal of International Financial Markets Institutions and Money, May 2022, Elsevier

    Professor Stuart James Hyde

  6. The yen–dollar risk premium: A story of regime shifts in bond markets

    Article • Journal of International Financial Markets Institutions and Money, May 2022, Elsevier

    Professor Stuart James Hyde

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

    Article • International Review of Financial Analysis, May 2020, Elsevier

    Professor Stuart James Hyde

  8. The reality of stock market jumps diversification

    Article • Journal of International Money and Finance, September 2018, Elsevier

    Professor Stuart James Hyde

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

    Article • International Review of Financial Analysis, December 2015, Elsevier

    Professor Stuart James Hyde

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

    Article • Quantitative Finance, September 2014, Taylor & Francis

    Professor Stuart James Hyde

  11. A microstructure analysis of the carbon finance market

    Article • International Review of Financial Analysis, July 2014, Elsevier

    Professor Stuart James Hyde

  12. Duration, trading volume and the price impact of trades in an emerging futures market

    Article • Emerging Markets Review, December 2013, Elsevier

    Professor Stuart James Hyde

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

    Article • Oxford Bulletin of Economics and Statistics, June 2013, Wiley

    Professor Stuart James Hyde, Professor David G McMillan

  14. Managing Risks in Financial Markets: A Market Simulation Approach

    Article • December 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Stuart James Hyde

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

    Article • Computational Statistics & Data Analysis, November 2012, Elsevier

    Professor Stuart James Hyde

  16. Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective

    Article • Journal of Banking & Finance, March 2012, Elsevier

    Professor Stuart James Hyde

  17. Investigating sources of unanticipated exposure in industry stock returns

    Article • Journal of Banking & Finance, May 2011, Elsevier

    Professor Stuart James Hyde

  18. Habit formation, surplus consumption and return predictability: International evidence

    Article • Journal of International Money and Finance, November 2010, Elsevier

    Professor Stuart James Hyde

  19. Monetary policy surprises and international bond markets

    Article • Journal of International Money and Finance, October 2010, Elsevier

    Professor Stuart James Hyde

  20. Consumption asset pricing and the term structure

    Article • The Quarterly Review of Economics and Finance, February 2010, Elsevier

    Professor Stuart James Hyde, Dr Mohamed Sherif

  21. Non-linear predictability in stock and bond returns: When and where is it exploitable?

    Article • International Journal of Forecasting, April 2009, Elsevier

    Professor Stuart James Hyde, Professor David G McMillan

  22. European monetary policy surprises: the aggregate and sectoral stock market response

    Article • International Journal of Finance & Economics, April 2009, Wiley

    Professor Stuart James Hyde

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

    Article • Applied Financial Economics, March 2009, Taylor & Francis

    Professor Stuart James Hyde

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

    Article • International Journal of Finance & Economics, January 2009, Wiley

    Professor Stuart James Hyde, Dr Mohamed Sherif

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

    Article • Journal of Multinational Financial Management, October 2008, Elsevier

    Professor Stuart James Hyde

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

    Article • European Financial Management, March 2008, Wiley

    Professor Stuart James Hyde

  27. MONETARY POLICY AND BEHAVIOURAL FINANCE

    Article • Journal of Economic Surveys, December 2007, Wiley

    Professor Stuart James Hyde

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

    Article • Managerial Finance, August 2007, Emerald

    Professor Stuart James Hyde

  29. UK Stock Returns and the Impact of Domestic Monetary Policy Shocks

    Article • Journal of Business Finance &amp Accounting, June 2007, Wiley

    Professor Stuart James Hyde

  30. Chapter 3 Correlation dynamics between Asia-Pacific, EU and US stock returns

    Article • January 2007, Emerald

    Professor Stuart James Hyde

  31. CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK*

    Article • Manchester School, June 2005, Wiley

    Professor Stuart James Hyde, Dr Mohamed Sherif

  32. Don’t break the habit: structural stability tests of consumption asset pricing models in the UK

    Article • Applied Economics Letters, April 2005, Taylor & Francis

    Professor Stuart James Hyde, Dr Mohamed Sherif

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

    Article • International Journal of Finance & Economics, January 2005, Wiley

    Professor Stuart James Hyde

  34. FOREX Risk: Measurement and Evaluation Using Value-at-Risk

    Article • Journal of Business Finance &amp Accounting, November 2004, Wiley

    Professor Stuart James Hyde

  35. Excess volatility and efficiency in French and German stock markets

    Article • Economic Modelling, May 2002, Elsevier

    Professor Stuart James Hyde