Browsing All of EconStor by Author Hyde, Stuart
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2008 | Non-linear predictability in stock and bond returns: When and where is it exploitable? | Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki |
2010 | Investigating sources of unanticipated exposure in industry stock returns | Bredin, Don; Hyde, Stuart |
2010 | Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective | Guidolin, Massimo; Hyde, Stuart |
2010 | Determinants of corporate exchange rate exposure and implications for investors: Evidence from Chilean firms | Hansen, Erwin; Hyde, Stuart |
2010 | Does the macroeconomy predict UK asset returns in an nonlinear fashion? Comprehensive out-of-sample evidence | Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki |
2012 | Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK data | Guidolin, Massimo; Hyde, Stuart |