Stuart Hyde

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Affiliations

• University of Manchester / Alliance Manchester Business School
  • EDIRC entry
  • location:

Research profile

author of:

• Habit Formation, Surplus Consumption and Return Predictability: International Evidence (RePEc:aah:create:2007-31)
  by Tom Engsted & Stuart Hyde & Stig V. Møller
• Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies (RePEc:bla:eufman:v:14:y:2008:i:2:p:315-346)
  by Don Bredin & Stuart Hyde
• Financial development and the effect of cross‐border bank flows on house prices (RePEc:bla:finrev:v:58:y:2023:i:1:p:39-63)
  by Néstor Romero & Sungjun Cho & Stuart Hyde
• FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk (RePEc:bla:jbfnac:v:31:y:2004:i:9-10:p:1389-1417)
  by Don Bredin & Stuart Hyde
• UK Stock Returns and the Impact of Domestic Monetary Policy Shocks (RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:872-888)
  by Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'reilly
• Monetary Policy And Behavioural Finance (RePEc:bla:jecsur:v:21:y:2007:i:5:p:935-969)
  by K. Cuthbertson & D. Nitzsche & S. Hyde
• Consumption Asset Pricing Models: Evidence From The Uk (RePEc:bla:manchs:v:73:y:2005:i:3:p:343-363)
  by Stuart Hyde & Mohamed Sherif
• Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence (RePEc:bla:obuest:v:76:y:2014:i:4:p:510-535)
  by Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono
• European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response (RePEc:cbi:wpaper:10/rt/05)
  by Bredin, Don & Hyde, Stuart & O'Reilly, Gerard
• Forex Risk: Measurement and Evaluation using Value-at-Risk (RePEc:cbi:wpaper:6/rt/02)
  by Bredin, Don & Hyde, Stuart
• Determinants of corporate exchange rate exposure in Chilean firms (RePEc:chb:bcchec:v:16:y:2013:i:3:p:70-88)
  by Erwin Hansen S. & Stuart Hyde
• Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment (RePEc:eee:csdana:v:56:y:2012:i:11:p:3546-3566)
  by Guidolin, Massimo & Hyde, Stuart
• Excess volatility and efficiency in French and German stock markets (RePEc:eee:ecmode:v:19:y:2002:i:3:p:399-418)
  by Cuthbertson, Keith & Hyde, Stuart
• Duration, trading volume and the price impact of trades in an emerging futures market (RePEc:eee:ememar:v:17:y:2013:i:c:p:89-105)
  by Bowe, Michael & Hyde, Stuart & McFarlane, Lavern
• A microstructure analysis of the carbon finance market (RePEc:eee:finana:v:34:y:2014:i:c:p:222-234)
  by Bredin, Don & Hyde, Stuart & Muckley, Cal
• Time-varying regional and global integration and contagion: Evidence from style portfolios (RePEc:eee:finana:v:42:y:2015:i:c:p:109-131)
  by Cho, Sungjun & Hyde, Stuart & Nguyen, Ngoc
• News sentiment in the cryptocurrency market: An empirical comparison with Forex (RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x)
  by Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah
• Time-varying bond market integration and the impact of financial crises (RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258)
  by Qin, Weiping & Cho, Sungjun & Hyde, Stuart
• The yen–dollar risk premium: A story of regime shifts in bond markets (RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000221)
  by Cho, Sungjun & Hyde, Stuart & Liu, Liu
• Measuring market integration during crisis periods (RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440)
  by Qin, Weiping & Cho, Sungjun & Hyde, Stuart
• Non-linear predictability in stock and bond returns: When and where is it exploitable? (RePEc:eee:intfor:v:25:y:2009:i:2:p:373-399)
  by Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki
• Investigating sources of unanticipated exposure in industry stock returns (RePEc:eee:jbfina:v:35:y:2011:i:5:p:1128-1142)
  by Bredin, Don & Hyde, Stuart
• Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective (RePEc:eee:jbfina:v:36:y:2012:i:3:p:695-716)
  by Guidolin, Massimo & Hyde, Stuart
• Monetary policy surprises and international bond markets (RePEc:eee:jimfin:v:29:y:2010:i:6:p:988-1002)
  by Bredin, Don & Hyde, Stuart & Reilly, Gerard O.
• Habit formation, surplus consumption and return predictability: International evidence (RePEc:eee:jimfin:v:29:y:2010:i:7:p:1237-1255)
  by Engsted, Tom & Hyde, Stuart & Møller, Stig V.
• The reality of stock market jumps diversification (RePEc:eee:jimfin:v:86:y:2018:i:c:p:171-188)
  by Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang
• Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK (RePEc:eee:mulfin:v:18:y:2008:i:4:p:293-312)
  by Guidolin, Massimo & Hyde, Stuart
• Consumption asset pricing and the term structure (RePEc:eee:quaeco:v:50:y:2010:i:1:p:99-109)
  by Hyde, Stuart & Sherif, Mohamed
• Unknown item RePEc:eme:mfipps:v:33:y:2007:i:9:p:693-709 (article)
• What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model (RePEc:fip:fedlwp:2006-029)
  by Massimo Guidolin & Stuart Hyde
• Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK (RePEc:fip:fedlwp:2008-005)
  by Massimo Guidolin & Stuart Hyde
• Non-linear predictability in stock and bond returns: when and where is it exploitable? (RePEc:fip:fedlwp:2008-010)
  by Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono
• Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective (RePEc:fip:fedlwp:2010-002)
  by Massimo Guidolin & Stuart Hyde
• Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence (RePEc:fip:fedlwp:2010-039)
  by Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono
• Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective (RePEc:igi:igierp:414)
  by Massimo Guidolin & Stuart Hyde
• Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value (RePEc:igi:igierp:455)
  by Massimo Guidolin & Stuart Hyde
• Resuscitating the C-CAPM: empirical evidence from France and Germany (RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:337-357)
  by Stuart Hyde & Keith Cuthbertson & Dirk Nitzsche
• European monetary policy surprises: the aggregate and sectoral stock market response (RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:156-171)
  by Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly
• Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns (RePEc:ijf:ijfiec:v:15:y:2010:i:2:p:198-211)
  by Stuart Hyde & Mohamed Sherif
• Don't break the habit: structural stability tests of consumption models in the UK (RePEc:mmf:mmfc03:49)
  by Stuart Hyde & Mohamed Sherif
• The response of industry stock returns to market, exchange rate and interest rate risks (RePEc:pra:mprapa:9679)
  by Hyde, Stuart J
• Correlation dynamics between Asia-Pacific, EU and US stock returns (RePEc:pra:mprapa:9681)
  by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia
• Don't break the habit: structural stability tests of consumption asset pricing models in the UK (RePEc:taf:apeclt:v:12:y:2005:i:5:p:289-296)
  by Stuart Hyde & Mohamed Sherif
• Unknown item RePEc:taf:apfiec:v:19:y:2009:i:6:p:463-488 (article)
• A reality check on the GARCH-MIDAS volatility models (RePEc:taf:eurjfi:v:30:y:2024:i:6:p:575-596)
  by Nader Virk & Farrukh Javed & Basel Awartani & Stuart Hyde
• Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data (RePEc:taf:quantf:v:14:y:2014:i:12:p:2135-2153)
  by Massimo Guidolin & Stuart Hyde
• Investigating Sources of Unanticipated Exposure in Industry Stock Returns (RePEc:ucd:wpaper:201001)
  by Don Bredin & Stuart Hyde