Stuart Hyde : Citation Profile


Are you Stuart Hyde?

University of Manchester

11

H index

13

i10 index

349

Citations

RESEARCH PRODUCTION:

30

Articles

14

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 19
   Journals where Stuart Hyde has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 18 (4.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phy6
   Updated: 2020-10-24    RAS profile: 2020-06-18    
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Relations with other researchers


Works with:

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

Is cited by:

GUPTA, RANGAN (18)

Guidolin, Massimo (14)

Kontonikas, Alexandros (12)

KOSTAKIS, ALEXANDROS (9)

Møller, Stig (9)

Hammoudeh, Shawkat (7)

Florackis, Chris (6)

Kočenda, Evžen (6)

Marfatia, Hardik (6)

Engsted, Tom (6)

Papadamou, Stephanos (5)

Cites to:

Campbell, John (45)

Guidolin, Massimo (38)

Timmermann, Allan (29)

Ehrmann, Michael (26)

Fratzscher, Marcel (24)

Rigobon, Roberto (19)

Bekaert, Geert (18)

French, Kenneth (15)

Shiller, Robert (15)

Ang, Andrew (13)

Engsted, Tom (13)

Main data


Where Stuart Hyde has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting4
International Review of Financial Analysis3
Journal of International Money and Finance3
International Journal of Finance & Economics3
Journal of Banking & Finance2

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 (2020 and 2019)


YearTitle of citing document
2019The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana. (2019). Baidoo, Samuel ; Osei, Peter Yaw ; Ofori-Abebrese, Grace. In: Economics Literature. RePEc:ana:elitjr:v:1:y:2019:i:2:p:117-132.

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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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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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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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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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2019Modeling local trends with regime shifting models with time-varying probabilities. (2019). Mazza, Davide ; Fabozzi, Frank J ; Focardi, Sergio M. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830752x.

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2019Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387.

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2020Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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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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2020Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis. (2020). Wu, Dongmei ; Zhuang, Xintian ; Zhang, Weiping. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304805.

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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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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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2020European equity markets: Who is the truly representative investor?. (2020). Alonso, Ana Belen ; Suarez, Javier Rojo ; Pozo, Ricardo Ferrero. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:325-346.

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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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2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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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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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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2020Portfolio creation using artificial neural networks and classification probabilities: a Canadian study. (2020). Morris, Tania ; Comeau, Jules. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00350-8.

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2019The Role of ECB Communication in Guiding Markets. (2019). Rathke, Alexander ; Anderes, Marc ; Sturm, Jan-Egbert ; Streicher, Sina. In: KOF Working papers. RePEc:kof:wpskof:19-464.

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2020The Effect of Monetary Policy Shocks in the United Kingdom: an External Instruments Approach. (2016). Zanetti, Francesco ; Li, Wei. In: Economics Series Working Papers. RePEc:oxf:wpaper:812.

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2019On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Hmaied, Dorra ; Peretti, Christian ; Sabkha, Saker. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00142-4.

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2020The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange. (2020). Wojtowicz, Tomasz ; Mitterer, Christoph ; Gurgul, Henryk. In: MPRA Paper. RePEc:pra:mprapa:103352.

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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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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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2019.

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2020Impact of monetary policy on the Indian stock market: Does the devil lie in the detail?. (2020). Prabu, Edwin A ; Ray, Partha ; Bhattacharyya, Indranil . In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:1:d:10.1007_s41775-020-00078-2.

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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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2019U.S. Monetary Policy and International Bond Markets. (2019). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajek, Egon ; Yue, Vivian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:s1:p:127-161.

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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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paper11
2010Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 11
article
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
2004FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk In: Journal of Business Finance & Accounting.
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article1
2007UK Stock Returns and the Impact of Domestic Monetary Policy Shocks In: Journal of Business Finance & Accounting.
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article51
2007UK Stock Returns and the Impact of Domestic Monetary Policy Shocks In: Journal of Business Finance & Accounting.
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article9
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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article11
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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paper
2005European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response In: Research Technical Papers.
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paper15
2002Forex Risk: Measurement and Evaluation using Value-at-Risk In: Research Technical Papers.
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paper1
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
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article1
2012Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment In: Computational Statistics & Data Analysis.
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article5
2002Excess volatility and efficiency in French and German stock markets In: Economic Modelling.
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article9
2013Duration, trading volume and the price impact of trades in an emerging futures market In: Emerging Markets Review.
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article1
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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article9
2020News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis.
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article0
2009Non-linear predictability in stock and bond returns: When and where is it exploitable? In: International Journal of Forecasting.
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article41
2009Non-linear predictability in stock and bond returns: when and where is it exploitable?.(2009) In: Working Papers.
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paper
2011Investigating sources of unanticipated exposure in industry stock returns In: Journal of Banking & Finance.
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article12
2010Investigating Sources of Unanticipated Exposure in Industry Stock Returns.(2010) In: Working Papers.
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paper
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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article18
2010Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective.(2010) In: Working Papers.
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paper
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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article21
2018The reality of stock market jumps diversification In: Journal of International Money and Finance.
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article0
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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article5
2010Consumption asset pricing and the term structure In: The Quarterly Review of Economics and Finance.
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article6
2007The response of industry stock returns to market, exchange rate and interest rate risks In: Managerial Finance.
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article18
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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paper3
2009What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model.(2009) In: Applied Financial Economics.
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article
2008Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK In: Working Papers.
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paper3
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
2009European monetary policy surprises: the aggregate and sectoral stock market response In: International Journal of Finance & Economics.
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article21
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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paper0
2007Correlation dynamics between Asia-Pacific, EU and US stock returns In: MPRA Paper.
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paper18
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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article0

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