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Information about:
Stuart James Hyde

Personal Details | Affiliation | Works
This is information that was supplied by Stuart Hyde in registering through RePEc. If you are Stuart James Hyde , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Stuart
Middle Name: James
Last Name: Hyde
Suffix:

RePEc Short-ID: phy6

Email: [This author has chosen not to make the email address public]
Homepage: http://www.personal.mbs.ac.uk/shyde/
Postal Address: Manchester Accounting & Finance Group Manchester Business School University of Manchester MBS Crawford House Booth Street East Manchester M13 9PL
Phone: 44 161 275 4017

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  2. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers 2008-005, Federal Reserve Bank of St. Louis. [Downloadable!]

  3. Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

  4. Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007. "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper 9681, University Library of Munich, Germany. [Downloadable!]

  5. Hyde, Stuart J, 2007. "The response of industry stock returns to market, exchange rate and interest rate risks," MPRA Paper 9679, University Library of Munich, Germany. [Downloadable!]

  6. Tom Engsted & Stuart Hyde & Stig V. Møller, 2007. "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers 2007-31, School of Economics and Management, University of Aarhus. [Downloadable!]

  7. Bredin, Don & Hyde, Stuart & O'Reilly, Gerard, 2005. "European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response," Research Technical Papers 10/RT/05, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    Published as:

  8. Stuart Hyde & Mohamed Sherif, 2004. "Don't break the habit: structural stability tests of consumption models in the UK," Money Macro and Finance (MMF) Research Group Conference 2003 49, Money Macro and Finance Research Group. [Downloadable!]

  9. Bredin, Don & Hyde, Stuart, 2002. "Forex Risk: Measurement and Evaluation using Value-at-Risk," Research Technical Papers 6/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    Published as:

Articles

  1. Massimo Guidolin & Stuart Hyde, 2009. "What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model," Applied Financial Economics, Taylor and Francis Journals, vol. 19(6), pages 463-488. [Downloadable!] (restricted)
    Other versions:

  2. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly, 2009. "European monetary policy surprises: the aggregate and sectoral stock market response," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 156-171. [Downloadable!]
    Other versions:

  3. Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki, 2009. "Non-linear predictability in stock and bond returns: When and where is it exploitable?," International Journal of Forecasting, Elsevier, vol. 25(2), pages 373-399. [Downloadable!] (restricted)
    Other versions:

  4. Don Bredin & Stuart Hyde, 2008. "Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies," European Financial Management, Blackwell Publishing Ltd, vol. 14(2), pages 315-346. [Downloadable!] (restricted)

  5. Guidolin, Massimo & Hyde, Stuart, 2008. "Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 293-312, October. [Downloadable!] (restricted)

  6. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'reilly, 2007. "UK Stock Returns and the Impact of Domestic Monetary Policy Shocks," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(5-6), pages 872-888. [Downloadable!] (restricted)

  7. K. Cuthbertson & D. Nitzsche & S. Hyde, 2007. "Monetary Policy And Behavioural Finance," Journal of Economic Surveys, Blackwell Publishing, vol. 21(5), pages 935-969, December. [Downloadable!] (restricted)

  8. Stuart Hyde & Mohamed Sherif, 2005. "Don’t break the habit: structural stability tests of consumption asset pricing models in the UK," Applied Economics Letters, Taylor and Francis Journals, vol. 12(5), pages 289-296, April. [Downloadable!] (restricted)

  9. Stuart Hyde & Keith Cuthbertson & Dirk Nitzsche, 2005. "Resuscitating the C-CAPM: empirical evidence from France and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 337-357. [Downloadable!]

  10. Stuart Hyde & Mohamed Sherif, 2005. "Consumption Asset Pricing Models: Evidence From The Uk," Manchester School, University of Manchester, vol. 73(3), pages 343-363, 06. [Downloadable!] (restricted)

  11. Don Bredin & Stuart Hyde, 2004. "FOREX Risk: Measurement and Evaluation Using Value-at-Risk," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(9-10), pages 1389-1417. [Downloadable!] (restricted)
    Other versions:

  12. Cuthbertson, Keith & Hyde, Stuart, 2002. "Excess volatility and efficiency in French and German stock markets," Economic Modelling, Elsevier, vol. 19(3), pages 399-418, May. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-05-27 Author is listed
  2. NEP-EEC: European Economics (1) 2008-02-16 Author is listed
  3. NEP-FIN: Finance (1) 2006-05-27 Author is listed
  4. NEP-FMK: Financial Markets (2) 2006-05-27 2008-05-17 Author is listed
  5. NEP-FOR: Forecasting (1) 2008-05-17 Author is listed
  6. NEP-MAC: Macroeconomics (2) 2008-02-16 2008-06-27 Author is listed
  7. NEP-RMG: Risk Management (2) 2006-05-27 2008-02-16 Author is listed
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This page was last updated on 2009-10-27.

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