Investigating sources of unanticipated exposure in industry stock returns von Bredin, Don, Hyde, Stuart

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News sentiment in the cryptocurrency market: An empirical comparison with Forex von Rognone, Lavinia, Hyde, Stuart, Zhang, S. Sarah

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UK Stock Returns and the Impact of Domestic Monetary Policy Shocks von Bredin, Don, Hyde, Stuart, Nitzsche, Dirk, O'reilly, Gerard

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Non-linear predictability in stock and bond returns: When and where is it exploitable? von Guidolin, Massimo, Hyde, Stuart, McMillan, David, Ono, Sadayuki

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Monetary policy surprises and international bond markets von Bredin, Don, Hyde, Stuart, Reilly, Gerard O.

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Consumption asset pricing and the term structure von Hyde, Stuart, Sherif, Mohamed

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Time-varying bond market integration and the impact of financial crises von Qin, Weiping, Cho, Sungjun, Hyde, Stuart

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Measuring market integration during crisis periods von Qin, Weiping, Cho, Sungjun, Hyde, Stuart

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What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model von Guidolin, Massimo, Hyde, Stuart

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Measuring market integration during crisis periods von Cho, Sungjun, Hyde, Stuart, Qin, Weiping

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The yen–dollar risk premium: A story of regime shifts in bond markets von Cho, Sungjun, Hyde, Stuart, Liu, Liu

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Habit formation, surplus consumption and return predictability: International evidence von Engsted, Tom, Hyde, Stuart, Møller, Stig V.

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Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK von Guidolin, Massimo, Hyde, Stuart

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FOREX Risk: Measurement and Evaluation Using Value-at-Risk von Bredin, Don, Hyde, Stuart

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A reality check on the GARCH-MIDAS volatility models von Virk, Nader, Javed, Farrukh, Awartani, Basel, Hyde, Stuart

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Revisiting the pricing impact of commodity market spillovers on equity markets von Pinto-Ávalos, Francisco, Bowe, Michael, Hyde, Stuart

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Financial development and the effect of cross‐border bank flows on house prices von Romero, Néstor, Cho, Sungjun, Hyde, Stuart

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Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment von Guidolin, Massimo, Hyde, Stuart

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Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data von Guidolin, Massimo, Hyde, Stuart

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Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective von Guidolin, Massimo, Hyde, Stuart

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