Access Statistics for Ólan Thomas Henry

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on "Wage Growth and the Inflation Process: a Multivariate Cointegration Analysis" 0 1 5 13 0 2 11 429
A Variance Decomposition for the Excess Return on Australian Stocks 0 0 0 0 2 5 19 345
Are Private Sector Consumption Decisions Affected by Public Sector Consumption? 0 0 0 0 6 12 32 387
Are Shocks to Inflation Infinitely Persistent? 0 0 0 0 0 0 2 178
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 0 0 3 4 14 419
Australian Economic Growth: Non-Linearities and Internaitonal Influences 0 0 9 43 1 4 58 1,128
Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK 1 3 8 18 4 10 24 62
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models 0 0 0 1 5 8 23 354
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis 0 0 0 0 0 5 21 1,072
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model 1 9 38 98 6 23 84 247
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? 0 0 0 0 2 6 19 1,495
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News 5 12 35 39 9 18 77 82
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 3 9 97 0 8 31 321
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 5 7 34 130 16 36 165 572
GARCH Models of term Structure Term Premia: A Cautionary Note 0 0 0 0 0 3 9 329
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" 0 0 0 0 2 4 29 1,415
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia 0 0 0 0 4 23 64 517
Measuring the Response of Macroeconomic Uncertainty to Shocks 4 8 23 65 8 17 48 137
Modelling the Assymetry of Stock Market Volatility 0 0 0 1 1 8 16 395
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia 0 0 3 16 0 2 10 90
Optimal Hedging and the Value of News 0 0 0 1 5 12 24 396
Rational Habit Modification: the Role of Credit 1 3 8 18 2 7 23 215
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT 1 2 10 61 3 7 35 179
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION 0 1 10 50 2 11 39 210
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies 0 0 8 25 0 2 22 93
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies 0 1 5 41 1 3 19 132
Testing for a Level Effect in Short-Term Interest Rates 2 7 14 48 14 40 110 283
The Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 3 25 138 1 7 47 331
The Determinnts of Short Selling in the Hong Kong Equities Market 1 9 51 135 10 34 174 472
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence 2 6 11 39 9 22 61 422
The Effect of Recessions on the Relationship between Output Variability and Growth 3 7 17 44 5 12 40 357
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model 0 1 13 40 0 3 22 225
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 2 2 8 28 2 4 27 324
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 1 13 31 39 10 38 113 150
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong 2 6 33 88 9 26 126 343
The Volatility of U.S. Term Structure Term Premia 1952-1991 0 0 0 1 1 2 8 631
Total Working Papers 31 104 408 1,317 143 428 1,646 14,737

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Private Sector Consumption Decisions Affected by Public Sector Consumption? 0 2 7 38 3 5 13 117
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 1 1 7 45 1 2 11 142
Australian Economic Growth: Nonlinearities and International Influences 0 0 0 0 1 2 41 584
Australian Economic Growth: Nonlinearities and International Influences: Corrigendum 0 0 0 17 0 0 2 131
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models 0 0 3 18 0 0 7 64
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model 0 1 7 68 1 5 22 215
Does the Australian dollar real exchange rate display mean reversion 0 1 2 33 1 6 28 276
Exchange Rate Instability: A Threshold Autoregressive Approach 0 1 7 41 1 3 20 152
Is there a unit root in inflation? 2 3 9 53 4 5 20 124
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia 0 1 8 41 1 2 12 109
Long Memory in Stock Returns: Some International Evidence 0 3 10 59 1 5 21 168
Measuring the Response of Macroeconomic Uncertainty to Shocks 3 7 18 71 9 13 30 182
Modelling the Asymmetry of Stock Market Volatility 2 3 6 62 2 5 11 126
Rational habit modification in consumption 0 0 2 14 0 0 5 58
Regime switching in the relationship between equity returns and short-term interest rates in the UK 1 5 28 28 6 21 83 83
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies 0 0 0 10 0 1 4 28
The Effect of Asymmetries on Optimal Hedge Ratios 4 12 40 182 6 15 63 362
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 0 2 5 5 5
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 5 23 0 1 16 114
The Volatility of Real Exchange Rates: The Australian Case 0 2 2 21 0 2 5 70
The Volatility of US Term Structure Term Premia 1952-1991 0 1 3 21 0 1 5 70
The asymmetric effects of uncertainty on inflation and output growth 0 6 27 128 3 15 48 310
Web-Based Resources for the Macroeconomist 0 0 0 0 0 1 2 2
Total Journal Articles 13 49 191 973 42 115 474 3,492

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Statistics updated 2009-12-07