Faculty Member, Manchester Business School
Senior Lecturer in Finance, Director PhD Finance programme
About
I am currently undertaking research on: empirical tests of asset pricing models (particularly consumption asset pricing models) and return predictability; futures market microstructure; the nonlinear behaviour of stock and bond markets. I have recently completed research analysing the impact of monetary policy surprises on asset returns, correlation dynamics, and consumption asset pricing.
Many of my papers are available from ssrn: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=95766
I teach Financial Econometrics and International Finance at Manchester Business School.
Contact Information
http://www.personal.mbs.ac.uk/shyde/index.htm
Manchester Business School, The University of Manchester, Booth Street West, Manchester, M15 6PB UK
44 161 2754017
