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	0	3	13	509
A Variance Decomposition for the Excess Return on Australian Stocks	0	0	0	0	0	2	7	389
Are Private Sector Consumption Decisions Affected by Public Sector Consumption?	0	0	0	0	0	1	7	560
Are Shocks to Inflation Infinitely Persistent?	0	0	0	0	0	3	11	228
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios	0	0	0	0	0	2	4	473
Australian Economic Growth: Non-Linearities and Internaitonal Influences	0	0	0	55	0	1	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	0	2	8	175
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models	0	0	0	1	1	5	11	478
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis	0	0	0	0	1	4	13	1,182
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model	0	0	0	171	1	3	13	485
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?	0	0	0	0	0	4	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	0	3	22	827
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics	0	0	0	165	2	5	13	760
From Trade-to-Trade in US Treasuries	0	0	0	5	0	2	10	54
GARCH Models of term Structure Term Premia: A Cautionary Note	0	0	0	0	1	3	12	366
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"	0	0	0	0	0	2	4	1,513
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia	0	0	0	0	1	2	12	767
Measuring the Response of Macroeconomic Uncertainty to Shocks	0	0	0	109	0	4	8	296
Modelling the Assymetry of Stock Market Volatility	0	0	0	1	0	2	7	498
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia	0	0	0	30	0	3	12	171
Optimal Hedging and the Value of News	0	0	0	1	2	6	13	645
Rational Habit Modification: the Role of Credit	0	0	0	35	0	2	11	351
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT	0	0	0	92	1	4	20	339
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION	0	0	0	68	0	5	12	404
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies	0	0	0	43	0	6	11	206
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies	0	0	0	54	1	6	10	226
Testing for a Level Effect in Short-Term Interest Rates	0	0	0	96	1	3	18	877
The Asymmetric Effects of Uncertainty on Inflation and Output Growth	0	1	1	257	0	3	18	613
The Determinnts of Short Selling in the Hong Kong Equities Market	0	0	0	234	0	6	24	921
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence	0	0	1	77	0	5	13	744
The Effect of Recessions on the Relationship between Output Variability and Growth	0	0	0	86	1	4	11	512
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model	0	0	0	72	0	2	14	331
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market	0	0	0	52	0	4	13	454
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong	0	0	1	125	0	3	12	423
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong	0	0	0	135	4	10	18	577
The Volatility of U.S. Term Structure Term Premia 1952-1991	0	0	0	1	1	4	6	666
The impact of jumps and thin trading on realized hedge ratios	0	0	0	22	1	5	9	88
Total Working Papers	0	1	3	2,302	19	135	449	21,223

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	1	4	10	16
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios	0	0	0	57	1	3	8	219
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	0	4	16	32
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models	0	0	0	29	2	4	13	130
Can we forecast better in periods of low uncertainty? The role of technical indicators	0	0	0	9	2	6	18	45
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model	0	0	0	105	0	3	12	377
Does the Australian dollar real exchange rate display mean reversion	0	0	0	50	1	2	4	402
Energy Flux Method for Wave Energy Converters	0	0	0	0	0	4	7	9
Exchange Rate Instability: A Threshold Autoregressive Approach	0	0	0	6	0	6	10	23
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH	0	0	0	15	1	6	9	99
Is there a unit root in inflation?	0	0	0	85	1	2	6	238
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia	0	0	0	92	0	5	23	262
Long memory in stock returns: some international evidence	0	0	0	73	0	5	26	252
Measuring the Response of Macroeconomic Uncertainty to Shocks	0	0	0	135	0	0	5	346
Modeling trade duration in U.S. Treasury markets	0	0	0	6	0	1	6	36
Modelling the asymmetry of stock market volatility	0	0	0	85	0	1	11	201
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK	0	0	4	115	15	35	70	1,203
Rational habit modification in consumption	0	0	0	21	2	2	7	103
Regime switching in the relationship between equity returns and short-term interest rates in the UK	0	0	2	195	0	4	18	550
Sign and phase asymmetry: News, economic activity and the stock market	0	0	0	24	1	2	10	96
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies	0	0	0	29	0	2	15	112
The Effect of Asymmetries on Optimal Hedge Ratios	0	0	0	405	0	4	17	901
The Effect of Recessions on the Relationship between Output Variability and Growth	0	0	0	0	3	4	9	11
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	0	1	12	709
The Volatility of Real Exchange Rates: The Australian Case	0	0	0	26	0	1	3	92
The asymmetric effects of uncertainty on inflation and output growth	0	0	4	281	0	4	23	731
The determinants of short selling: evidence from the Hong Kong equity market	0	0	1	10	2	5	13	76
The volatility of US term structure term premia 1952 - 1991	0	0	0	25	0	1	2	101
Web‐Based Resources for the Macroeconomist	0	0	0	0	0	0	8	27
Total Journal Articles	0	0	12	2,095	32	122	402	7,578

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	2	17	47
Total Chapters	0	0	0	12	1	2	17	47

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.

Authors with no registered papers

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

LogEc 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04