Stuart Hyde

7 published titles

Who tames the celtic tiger? portfolio implications from a multivariate Markov switching model

(Contributor)

1 edition

Duration, trading volume and the price impact of trades in an emerging futures market

(Contributor)

2 editions

The response of industry stock returns to market, exchange rate and interest rate risks

1 edition

Determinants of corporate exchange rate exposure and implications for investors : evidence from Chilean firms

(Contributor)

2 editions

Investigating sources of unanticipated exposure in industry stock returns

(Contributor)

2 editions

Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective

(Contributor)

2 editions

Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data

(Contributor)

1 edition