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 0 0 0 24 1 1 1 496
A Variance Decomposition for the Excess Return on Australian Stocks 0 0 0 0 0 0 0 382
Are Private Sector Consumption Decisions Affected by Public Sector Consumption? 0 0 0 0 0 0 0 553
Are Shocks to Inflation Infinitely Persistent? 0 0 0 0 0 1 1 217
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 0 0 0 0 0 469
Australian Economic Growth: Non-Linearities and Internaitonal Influences 0 0 0 55 0 0 0 1,203
Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK 0 0 0 43 1 1 3 167
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models 0 0 0 1 0 0 0 467
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis 0 0 0 0 0 0 1 1,169
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model 0 0 0 171 0 0 0 472
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? 0 0 0 0 1 1 1 1,608
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News 0 0 0 74 1 1 1 275
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 0 174 0 0 0 805
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 0 164 1 1 3 746
From Trade-to-Trade in US Treasuries 0 0 0 5 0 0 0 44
GARCH Models of term Structure Term Premia: A Cautionary Note 0 0 0 0 0 0 0 354
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" 0 0 0 0 1 1 1 1,509
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia 0 0 0 0 0 0 1 755
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 0 109 0 1 2 288
Modelling the Assymetry of Stock Market Volatility 0 0 0 1 0 0 2 491
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia 0 0 0 30 0 0 0 159
Optimal Hedging and the Value of News 0 0 0 1 1 2 3 631
Rational Habit Modification: the Role of Credit 0 0 0 35 0 1 1 340
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT 0 0 0 92 0 0 0 319
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION 0 0 0 68 1 1 1 391
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies 0 0 0 43 0 0 0 195
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies 0 0 0 54 0 0 0 216
Testing for a Level Effect in Short-Term Interest Rates 0 0 0 96 0 0 9 859
The Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 2 256 0 0 4 594
The Determinnts of Short Selling in the Hong Kong Equities Market 0 0 1 234 0 0 2 897
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence 0 0 1 76 0 0 4 731
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 86 0 1 3 501
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model 0 0 0 72 1 2 2 317
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 52 1 1 1 441
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 0 124 1 1 2 410
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong 0 0 0 135 0 0 0 559
The Volatility of U.S. Term Structure Term Premia 1952-1991 0 0 0 1 0 0 0 660
The impact of jumps and thin trading on realized hedge ratios 0 0 0 22 1 1 2 79
Total Working Papers 0 0 4 2,298 12 18 51 20,769

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 0 0 0 0 0 1 6
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 0 57 0 0 1 211
Australian Economic Growth: Nonlinearities and International Influences 0 0 0 0 0 0 0 2
Can financial uncertainty forecast aggregate stock market returns? 0 3 7 7 0 4 13 13
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models 0 0 1 29 0 0 1 116
Can we forecast better in periods of low uncertainty? The role of technical indicators 0 0 3 9 2 2 10 26
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model 0 0 0 105 0 0 1 365
Does the Australian dollar real exchange rate display mean reversion 0 0 0 50 0 0 0 398
Energy Flux Method for Wave Energy Converters 0 0 0 0 0 0 1 1
Exchange Rate Instability: A Threshold Autoregressive Approach 0 0 0 6 1 1 1 13
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH 0 0 0 15 0 0 1 90
Is there a unit root in inflation? 0 0 0 85 0 1 3 232
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia 0 0 1 92 0 0 1 239
Long memory in stock returns: some international evidence 0 0 0 73 0 0 1 226
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 1 1 135 0 1 4 341
Modeling trade duration in U.S. Treasury markets 0 0 0 6 1 1 1 30
Modelling the asymmetry of stock market volatility 0 0 1 85 0 0 1 190
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK 0 1 6 111 1 9 26 1,131
Rational habit modification in consumption 0 0 1 21 0 1 2 95
Regime switching in the relationship between equity returns and short-term interest rates in the UK 0 0 0 192 0 0 4 529
Sign and phase asymmetry: News, economic activity and the stock market 0 0 0 24 0 2 4 86
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies 0 0 0 29 1 1 1 97
The Effect of Asymmetries on Optimal Hedge Ratios 0 0 3 403 0 2 8 881
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 0 0 0 0 2
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 36 0 0 1 166
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 1 173 1 3 7 697
The Volatility of Real Exchange Rates: The Australian Case 0 0 0 26 0 0 0 89
The asymmetric effects of uncertainty on inflation and output growth 1 1 3 276 1 3 7 707
The determinants of short selling: evidence from the Hong Kong equity market 0 0 0 9 1 1 1 63
The volatility of US term structure term premia 1952 - 1991 0 0 0 25 0 0 0 99
Web‐Based Resources for the Macroeconomist 0 0 0 0 0 0 0 19
Total Journal Articles 1 6 28 2,079 9 32 102 7,160
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach 0 0 0 12 0 0 0 30
Total Chapters 0 0 0 12 0 0 0 30

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03