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 0 0 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 0 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 0 0 2 167
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 0 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 0 0 1 1,608
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News 0 0 0 74 0 0 1 275
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 1 165 0 0 3 747
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 0 174 0 0 0 805
From Trade-to-Trade in US Treasuries 0 0 0 5 1 1 1 45
GARCH Models of term Structure Term Premia: A Cautionary Note 0 0 0 0 1 1 1 355
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" 0 0 0 0 0 0 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 0 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 0 1 4 632
Rational Habit Modification: the Role of Credit 0 0 0 35 0 0 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 0 0 2 392
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 8 859
The Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 1 256 0 1 2 595
The Determinnts of Short Selling in the Hong Kong Equities Market 0 0 0 234 0 0 0 897
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence 0 0 1 76 0 0 2 731
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 86 0 0 2 501
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model 0 0 0 72 0 0 2 317
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 52 0 0 1 441
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 0 124 0 0 3 411
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 0 0 2 79
Total Working Papers 0 0 3 2,299 2 4 46 20,776

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 1 1 1 212
Australian Economic Growth: Nonlinearities and International Influences 0 0 0 0 0 0 0 2
Can financial uncertainty forecast aggregate stock market returns? 0 0 7 7 0 0 16 16
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models 0 0 1 29 0 0 2 117
Can we forecast better in periods of low uncertainty? The role of technical indicators 0 0 3 9 2 3 10 29
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model 0 0 0 105 0 0 0 365
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 1 2 2
Exchange Rate Instability: A Threshold Autoregressive Approach 0 0 0 6 1 1 2 14
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 0 2 232
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 0 1 135 0 0 3 341
Modeling trade duration in U.S. Treasury markets 0 0 0 6 1 1 2 31
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 1 1 7 112 1 2 26 1,134
Rational habit modification in consumption 0 0 1 21 0 0 3 96
Regime switching in the relationship between equity returns and short-term interest rates in the UK 1 2 2 194 1 4 7 533
Sign and phase asymmetry: News, economic activity and the stock market 0 0 0 24 0 0 4 86
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies 0 0 0 29 0 0 1 97
The Effect of Asymmetries on Optimal Hedge Ratios 0 1 4 405 0 2 8 884
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 1 6 698
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 0 0 4 277 0 0 8 708
The determinants of short selling: evidence from the Hong Kong equity market 0 0 0 9 0 0 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 2 4 33 2,085 8 16 110 7,184
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

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