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 2 2 3 498
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 1 218
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 2 2 2 1,205
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 1 3 169
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models 0 0 0 1 2 2 2 469
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis 0 0 0 0 1 2 2 1,171
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model 0 0 0 171 1 1 3 475
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 2 2 3 277
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 0 174 1 3 4 809
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 1 165 0 2 6 751
From Trade-to-Trade in US Treasuries 0 0 0 5 1 3 5 49
GARCH Models of term Structure Term Premia: A Cautionary Note 0 0 0 0 1 2 3 357
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 4 6 761
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 0 109 0 1 2 289
Modelling the Assymetry of Stock Market Volatility 0 0 0 1 1 2 2 493
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia 0 0 0 30 2 5 5 164
Optimal Hedging and the Value of News 0 0 0 1 1 2 7 637
Rational Habit Modification: the Role of Credit 0 0 0 35 1 3 4 343
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT 0 0 0 92 0 3 5 324
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION 0 0 0 68 0 2 5 395
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies 0 0 0 43 3 4 4 199
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies 0 0 0 54 1 3 3 219
Testing for a Level Effect in Short-Term Interest Rates 0 0 0 96 2 6 6 865
The Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 0 256 0 4 10 604
The Determinnts of Short Selling in the Hong Kong Equities Market 0 0 0 234 0 2 3 900
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence 0 0 0 76 1 1 2 733
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 86 2 4 4 505
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model 0 0 0 72 0 1 3 319
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 52 3 4 5 445
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 1 1 125 1 3 7 416
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong 0 0 0 135 0 2 2 561
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 3 81
Total Working Papers 0 1 2 2,300 32 80 127 20,882

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 2 8
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 0 57 0 2 3 214
Australian Economic Growth: Nonlinearities and International Influences 0 0 0 0 1 1 3 5
Can financial uncertainty forecast aggregate stock market returns? 0 0 3 7 2 3 13 23
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models 0 0 0 29 2 5 7 123
Can we forecast better in periods of low uncertainty? The role of technical indicators 0 0 0 9 1 3 11 35
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model 0 0 0 105 1 1 1 366
Does the Australian dollar real exchange rate display mean reversion 0 0 0 50 1 1 1 399
Energy Flux Method for Wave Energy Converters 0 0 0 0 1 1 2 3
Exchange Rate Instability: A Threshold Autoregressive Approach 0 0 0 6 1 1 4 16
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH 0 0 0 15 1 1 2 92
Is there a unit root in inflation? 0 0 0 85 0 1 3 234
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia 0 0 0 92 0 5 7 246
Long memory in stock returns: some international evidence 0 0 0 73 14 15 17 243
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 1 135 0 2 3 343
Modeling trade duration in U.S. Treasury markets 0 0 0 6 1 2 4 33
Modelling the asymmetry of stock market volatility 0 0 0 85 2 6 7 197
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK 0 1 2 113 6 10 25 1,152
Rational habit modification in consumption 0 0 0 21 0 2 6 100
Regime switching in the relationship between equity returns and short-term interest rates in the UK 0 0 3 195 0 2 12 541
Sign and phase asymmetry: News, economic activity and the stock market 0 0 0 24 2 3 5 90
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies 0 0 0 29 3 7 8 104
The Effect of Asymmetries on Optimal Hedge Ratios 0 0 2 405 2 5 8 889
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 0 0 3 3 5
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 1 1 37 0 4 4 170
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 0 173 1 4 8 703
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 1 4 279 3 6 12 716
The determinants of short selling: evidence from the Hong Kong equity market 0 0 1 10 2 2 5 67
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 1 1 20
Total Journal Articles 0 3 17 2,091 47 99 187 7,325
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 1 2 2 32
Total Chapters 0 0 0 12 1 2 2 32

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Statistics updated 2026-01-09