Access Statistics for Ólan Thomas Henry

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Comment on	0	0	0	24	3	4	13	509
A Variance Decomposition for the Excess Return on Australian Stocks	0	0	0	0	2	3	7	389
Are Private Sector Consumption Decisions Affected by Public Sector Consumption?	0	0	0	0	1	2	7	560
Are Shocks to Inflation Infinitely Persistent?	0	0	0	0	3	7	11	228
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios	0	0	0	0	2	2	4	473
Australian Economic Growth: Non-Linearities and Internaitonal Influences	0	0	0	55	1	8	13	1,216
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	2	2	8	175
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models	0	0	0	1	4	4	10	477
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis	0	0	0	0	2	7	12	1,181
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model	0	0	0	171	2	4	12	484
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?	0	0	0	0	1	5	9	1,617
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News	0	0	0	74	0	1	7	282
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics	0	0	0	174	3	4	22	827
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics	0	0	0	165	3	4	11	758
From Trade-to-Trade in US Treasuries	0	0	0	5	2	2	10	54
GARCH Models of term Structure Term Premia: A Cautionary Note	0	0	0	0	1	4	11	365
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"	0	0	0	0	2	3	4	1,513
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia	0	0	0	0	1	1	11	766
Measuring the Response of Macroeconomic Uncertainty to Shocks	0	0	0	109	4	4	8	296
Modelling the Assymetry of Stock Market Volatility	0	0	0	1	0	4	7	498
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia	0	0	0	30	3	6	12	171
Optimal Hedging and the Value of News	0	0	0	1	3	5	12	643
Rational Habit Modification: the Role of Credit	0	0	0	35	2	3	11	351
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT	0	0	0	92	2	10	19	338
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION	0	0	0	68	4	5	12	404
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies	0	0	0	43	5	6	11	206
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies	0	0	0	54	4	5	9	225
Testing for a Level Effect in Short-Term Interest Rates	0	0	0	96	1	5	17	876
The Asymmetric Effects of Uncertainty on Inflation and Output Growth	0	1	1	257	2	5	19	613
The Determinnts of Short Selling in the Hong Kong Equities Market	0	0	0	234	4	15	24	921
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence	0	1	1	77	4	7	13	744
The Effect of Recessions on the Relationship between Output Variability and Growth	0	0	0	86	3	3	10	511
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model	0	0	0	72	1	3	14	331
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market	0	0	0	52	2	4	13	454
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong	0	0	1	125	2	6	12	423
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong	0	0	0	135	3	8	14	573
The Volatility of U.S. Term Structure Term Premia 1952-1991	0	0	0	1	1	4	5	665
The impact of jumps and thin trading on realized hedge ratios	0	0	0	22	4	5	8	87
Total Working Papers	0	2	3	2,302	89	180	432	21,204

Journal Article	File Downloads				Abstract Views
Journal Article	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	3	4	9	15
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios	0	0	0	57	2	4	7	218
Australian Economic Growth: Nonlinearities and International Influences	0	0	0	0	0	1	5	7
Can financial uncertainty forecast aggregate stock market returns?	0	0	0	7	2	5	16	32
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models	0	0	0	29	2	3	11	128
Can we forecast better in periods of low uncertainty? The role of technical indicators	0	0	0	9	3	6	17	43
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model	0	0	0	105	2	4	12	377
Does the Australian dollar real exchange rate display mean reversion	0	0	0	50	1	1	3	401
Energy Flux Method for Wave Energy Converters	0	0	0	0	3	5	7	9
Exchange Rate Instability: A Threshold Autoregressive Approach	0	0	0	6	6	6	10	23
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH	0	0	0	15	3	5	8	98
Is there a unit root in inflation?	0	0	0	85	1	2	5	237
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia	0	0	0	92	4	13	23	262
Long memory in stock returns: some international evidence	0	0	0	73	2	5	26	252
Measuring the Response of Macroeconomic Uncertainty to Shocks	0	0	0	135	0	1	5	346
Modeling trade duration in U.S. Treasury markets	0	0	0	6	1	1	6	36
Modelling the asymmetry of stock market volatility	0	0	0	85	1	2	11	201
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK	0	0	4	115	14	28	55	1,188
Rational habit modification in consumption	0	0	0	21	0	0	5	101
Regime switching in the relationship between equity returns and short-term interest rates in the UK	0	0	3	195	3	7	21	550
Sign and phase asymmetry: News, economic activity and the stock market	0	0	0	24	1	3	9	95
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies	0	0	0	29	1	7	15	112
The Effect of Asymmetries on Optimal Hedge Ratios	0	0	1	405	1	7	18	901
The Effect of Recessions on the Relationship between Output Variability and Growth	0	0	0	0	1	2	6	8
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market	0	0	1	37	0	0	6	172
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong	0	0	0	173	1	2	12	709
The Volatility of Real Exchange Rates: The Australian Case	0	0	0	26	1	2	3	92
The asymmetric effects of uncertainty on inflation and output growth	0	2	4	281	4	10	23	731
The determinants of short selling: evidence from the Hong Kong equity market	0	0	1	10	2	3	11	74
The volatility of US term structure term premia 1952 - 1991	0	0	0	25	1	1	2	101
Web‐Based Resources for the Macroeconomist	0	0	0	0	0	1	8	27
Total Journal Articles	0	2	14	2,095	66	141	375	7,546

1 registered items for which data could not be found

Chapter	File Downloads				Abstract Views
Chapter	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	1	9	16	46
Total Chapters	0	0	0	12	1	9	16	46

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Statistics updated 2026-05-06