Stuart Hyde : Citation Profile


Are you Stuart Hyde?

University of Manchester

10

H index

11

i10 index

311

Citations

RESEARCH PRODUCTION:

27

Articles

14

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 19
   Journals where Stuart Hyde has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 18 (5.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phy6
   Updated: 2020-01-18    RAS profile: 2019-10-02    
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Relations with other researchers


Works with:

Guidolin, Massimo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stuart Hyde.

Is cited by:

Guidolin, Massimo (14)

Kontonikas, Alexandros (12)

GUPTA, RANGAN (12)

KOSTAKIS, ALEXANDROS (9)

Møller, Stig (9)

Hammoudeh, Shawkat (7)

Florackis, Chris (6)

Kočenda, Evžen (6)

Engsted, Tom (6)

Papadamou, Stephanos (5)

Mitchell, James (5)

Cites to:

Campbell, John (45)

Guidolin, Massimo (38)

Timmermann, Allan (29)

Ehrmann, Michael (22)

Fratzscher, Marcel (21)

Bekaert, Geert (18)

Shiller, Robert (15)

French, Kenneth (15)

Ang, Andrew (13)

Rigobon, Roberto (13)

Engsted, Tom (13)

Main data


Where Stuart Hyde has published?


Journals with more than one article published# docs
International Journal of Finance & Economics3
Journal of International Money and Finance3
Journal of Banking & Finance2
Journal of Business Finance & Accounting2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis5
MPRA Paper / University Library of Munich, Germany2
Research Technical Papers / Central Bank of Ireland2

Recent works citing Stuart Hyde (2018 and 2017)


YearTitle of citing document
2019Risk Management, Capital Adequacy and Audit Quality for Financial Stability: Assessment from Commercial Banks of Pakistan. (2019). Bin, Shamsul Bahrain ; Omran, Abdelnaser ; Kamran, Hafiz Waqas. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:654-664.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2018Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Kearns, Jonathan ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:757.

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2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kocenda, Evzen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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2018Distribuciones no normales para la selección de activos en el mercado Colombiano. (2018). Galeano, Andres Felipe. In: Documentos de Trabajo Quantil. RePEc:col:000508:017208.

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2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1729.

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2019The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area. (2019). Kim, Chi Hyun ; Other, Lars. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1781.

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2017Impact of the Financial Markets Development on Capital Structure of Firms Listed on Ho Chi Minh Stock Exchange. (2017). Minh, LE. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-65.

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2017Asymmetric foreign exchange cash flow exposure: A firm-level analysis. (2017). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:48-72.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2017A conditional autoregressive range model with gamma distribution for financial volatility modelling. (2017). Xie, Haibin ; Wu, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:349-356.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

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2019A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

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2019A bibliometric analysis on green finance: Current status, development, and future directions. (2019). Zhang, Dayong ; Managi, Shunsuke. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:425-430.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2017Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets. (2017). Arestis, Philip ; Phelps, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:88-102.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2017Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2017Co-movement measure of information transmission on international equity markets. (2017). Bhatti, Ishaq M ; al Rahahleh, Naseem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:119-131.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2017The impact of monetary policy on BRIC markets asset prices during global financial crises. (2017). Paimanova, Viktoriia ; Galloppo, Giuseppe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:21-49.

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2019Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index. (2019). Gebka, Bartosz ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:1-25.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

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2018The effect of macroeconomic announcements at a sectoral level in the US and European Union. (2018). Balli, Faruk ; Godber, Cara ; Anderson, Hamish D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:256-272.

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2018The portfolio balance channel: an analysis on the impact of quantitative easing on the US stock market. (2018). Shah, Imran Hussain ; Malki, Issam ; Schmidt-Fischer, Francesca. In: Department of Economics Working Papers. RePEc:eid:wpaper:58153.

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2017The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach. (2017). Hafemann, Lucas ; Tillmann, Peter ; PeterTillmann, . In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:063.

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2018Contribution of the Cointegration Theory to the Study of the Volatility of Financial Markets: Case of the Casablanca Stock Exchange. (2018). Sifouh, Nabil ; Bayoud, Sara ; Oubal, Khadija. In: European Journal of Marketing and Economics. RePEc:eur:ejmejr:11.

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2018US Monetary Policy and International Bond Markets. (2018). Zakrajsek, Egon ; Yue, Vivian ; Gilchrist, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-14.

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2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:36-:d:162048.

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2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien. In: Working Papers. RePEc:hal:wpaper:halshs-02106113.

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2018A shadow rate without a lower bound constraint. (2018). Ristiniemi, Annukka ; De Rezende, Rafael. In: Working Paper Series. RePEc:hhs:rbnkwp:0355.

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2017Corporate Currency Risk and Hedging in Chile: Real and Financial Effects. (2017). Hansen, Erwin. In: IDB Publications (Working Papers). RePEc:idb:brikps:97976.

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2019In search of robust methods for multi-currency portfolio construction by value at risk. (2019). Do, Trung K ; Tang, Mei-Ling . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9260-7.

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2018The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas. (2018). Hussain, Saiful Izzuan ; Li, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0308-5.

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2017The impact of family ownership status on determinants of leverage. Empirical evidence from South East Asia. (2017). Le, Nhung. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-09.

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2017The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach. (2017). Tillmann, Peter ; PeterTillmann, ; Hafemann, Lucas. In: MAGKS Papers on Economics. RePEc:mar:magkse:201720.

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2017Linear and nonlinear predictability in investment style factors: multivariate evidence. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0048-5.

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2019Time series analysis of interest rates volatility and stock returns in Ghana. (2019). Ahiadorme, Johnson ; Ahiase, Godwin ; Sonyo, Emmanuel. In: MPRA Paper. RePEc:pra:mprapa:94292.

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2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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2018Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2018). Wohar, Mark ; Kanda, Patrick ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201830.

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2019Movements in International Bond Markets: The Role of Oil Prices. (2019). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201935.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2018Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence. (2018). de Paula, Fernando Henrique ; Moura, Guilherme Valle ; Caldeira, Joo Frois . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:38:y:2018:i:1:a:56135.

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2017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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2017The Chicago Climate Exchange and market efficiency: an empirical analysis. (2017). Sabbaghi, Omid . In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:19:y:2017:i:4:d:10.1007_s10018-016-0171-4.

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2018The erratic behaviour of the EU ETS on the path towards consolidation and price stability. (2018). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena. In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:18:y:2018:i:5:d:10.1007_s10784-018-9411-3.

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2017Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis. (2017). Mouna, Aloui ; Anis, Jarboui. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:8:y:2017:i:3:d:10.1007_s13132-015-0301-4.

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2017Is USD-INR Really an Excessively Volatile Currency Pair?. (2017). Kayal, Parthajit ; Maheswaran, S. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:2:d:10.1007_s40953-016-0054-3.

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2019Monetary Policy Announcements and Stock Returns: Some Further Evidence from India. (2019). Hiremath, Gourishankar S ; Khuntia, Sashikanta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00158-y.

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2017Stock return predictability: the role of inflation and threshold dynamics. (2017). McMillan, David G. In: International Review of Applied Economics. RePEc:taf:irapec:v:31:y:2017:i:3:p:357-375.

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2017Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255.

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Works by Stuart Hyde:


YearTitleTypeCited
2007Habit Formation, Surplus Consumption and Return Predictability: International Evidence In: CREATES Research Papers.
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2010Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance.
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2008Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies In: European Financial Management.
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article11
2004FOREX Risk: Measurement and Evaluation Using Value-at-Risk In: Journal of Business Finance & Accounting.
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article4
2002Forex Risk: Measurement and Evaluation using Value-at-Risk.(2002) In: Research Technical Papers.
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2007UK Stock Returns and the Impact of Domestic Monetary Policy Shocks In: Journal of Business Finance & Accounting.
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article48
2007MONETARY POLICY AND BEHAVIOURAL FINANCE In: Journal of Economic Surveys.
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article4
2005CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK In: Manchester School.
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article10
2014Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence In: Oxford Bulletin of Economics and Statistics.
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article6
2010Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence.(2010) In: Working Papers.
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2005European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response In: Research Technical Papers.
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2009European monetary policy surprises: the aggregate and sectoral stock market response.(2009) In: International Journal of Finance & Economics.
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article
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
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2012Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment In: Computational Statistics & Data Analysis.
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2002Excess volatility and efficiency in French and German stock markets In: Economic Modelling.
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2013Duration, trading volume and the price impact of trades in an emerging futures market In: Emerging Markets Review.
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2014A microstructure analysis of the carbon finance market In: International Review of Financial Analysis.
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article23
2015Time-varying regional and global integration and contagion: Evidence from style portfolios In: International Review of Financial Analysis.
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article6
2009Non-linear predictability in stock and bond returns: When and where is it exploitable? In: International Journal of Forecasting.
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article36
2009Non-linear predictability in stock and bond returns: when and where is it exploitable?.(2009) In: Working Papers.
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2011Investigating sources of unanticipated exposure in industry stock returns In: Journal of Banking & Finance.
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2010Investigating Sources of Unanticipated Exposure in Industry Stock Returns.(2010) In: Working Papers.
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2012Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective In: Journal of Banking & Finance.
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2010Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective.(2010) In: Working Papers.
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2011Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective.(2011) In: Working Papers.
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2010Monetary policy surprises and international bond markets In: Journal of International Money and Finance.
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2018The reality of stock market jumps diversification In: Journal of International Money and Finance.
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2008Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK In: Journal of Multinational Financial Management.
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2010Consumption asset pricing and the term structure In: The Quarterly Review of Economics and Finance.
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2007The response of industry stock returns to market, exchange rate and interest rate risks In: Managerial Finance.
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2007The response of industry stock returns to market, exchange rate and interest rate risks.(2007) In: MPRA Paper.
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2007What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model In: Working Papers.
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2009What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model.(2009) In: Applied Financial Economics.
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2008Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK In: Working Papers.
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2012Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value In: Working Papers.
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2005Resuscitating the C-CAPM: empirical evidence from France and Germany In: International Journal of Finance & Economics.
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article7
2010Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns In: International Journal of Finance & Economics.
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article1
2004Dont break the habit: structural stability tests of consumption models in the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2007Correlation dynamics between Asia-Pacific, EU and US stock returns In: MPRA Paper.
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2005Dont break the habit: structural stability tests of consumption asset pricing models in the UK In: Applied Economics Letters.
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article3
2014Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data In: Quantitative Finance.
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