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 22 3 3 8 482
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 1 1 4 548
Are Shocks to Inflation Infinitely Persistent? 0 0 0 0 0 0 0 215
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 0 0 1 1 4 467
Australian Economic Growth: Non-Linearities and Internaitonal Influences 0 0 0 55 1 1 3 1,201
Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK 0 1 1 43 0 2 7 159
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models 0 0 0 1 1 1 10 466
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis 0 0 0 0 1 5 18 1,152
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model 0 0 0 170 4 5 14 464
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? 0 0 0 0 1 1 4 1,606
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News 0 0 1 74 2 2 9 267
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 1 164 1 1 5 736
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 0 173 1 1 5 797
From Trade-to-Trade in US Treasuries 0 0 0 3 0 0 2 37
GARCH Models of term Structure Term Premia: A Cautionary Note 0 0 0 0 1 1 3 351
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" 0 0 0 0 2 3 8 1,506
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia 0 0 0 0 1 1 18 747
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 1 109 2 2 16 280
Modelling the Assymetry of Stock Market Volatility 0 0 0 1 1 2 9 481
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia 0 0 0 30 0 0 2 155
Optimal Hedging and the Value of News 0 0 0 1 1 7 15 596
Rational Habit Modification: the Role of Credit 0 0 0 35 1 3 6 336
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT 0 0 1 92 1 2 5 313
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION 0 0 0 68 1 1 5 367
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies 0 0 0 43 1 1 8 189
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies 0 0 0 54 0 0 4 212
Testing for a Level Effect in Short-Term Interest Rates 0 0 0 96 0 0 6 845
The Asymmetric Effects of Uncertainty on Inflation and Output Growth 1 1 4 248 1 2 13 565
The Determinnts of Short Selling in the Hong Kong Equities Market 0 0 1 230 1 1 3 877
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence 0 0 0 73 0 2 12 708
The Effect of Recessions on the Relationship between Output Variability and Growth 0 1 3 86 0 1 6 492
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model 0 0 0 70 1 1 3 310
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 51 1 1 5 434
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 2 117 0 1 6 384
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong 0 0 1 133 2 3 8 552
The Volatility of U.S. Term Structure Term Premia 1952-1991 0 0 0 1 0 0 1 658
The impact of jumps and thin trading on realized hedge ratios 0 0 1 20 1 2 7 67
Total Working Papers 1 3 17 2,263 36 61 262 20,404

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 0 0
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 0 56 0 0 2 206
Australian Economic Growth: Nonlinearities and International Influences 0 0 0 0 0 0 0 0
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models 0 0 0 28 0 0 4 111
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model 0 0 0 103 1 1 5 356
Does the Australian dollar real exchange rate display mean reversion 0 0 0 50 0 0 1 393
Exchange Rate Instability: A Threshold Autoregressive Approach 0 0 0 0 0 0 0 0
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH 0 0 0 15 0 0 2 89
Is there a unit root in inflation? 0 0 2 84 0 0 8 222
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia 0 0 1 89 0 0 6 227
Long memory in stock returns: some international evidence 0 0 1 73 1 1 5 217
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 3 133 0 0 8 329
Modeling trade duration in U.S. Treasury markets 0 0 0 3 0 0 3 22
Modelling the asymmetry of stock market volatility 0 0 1 83 0 2 6 185
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK 0 2 5 96 1 5 26 1,048
Rational habit modification in consumption 0 0 0 19 0 2 3 89
Regime switching in the relationship between equity returns and short-term interest rates in the UK 0 0 1 187 1 4 10 508
Sign and phase asymmetry: News, economic activity and the stock market 0 0 0 23 0 1 3 78
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies 0 0 0 26 0 0 5 88
The Effect of Asymmetries on Optimal Hedge Ratios 0 4 13 382 0 6 33 816
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 0 1 3 5 62
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 36 0 0 1 163
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 0 169 1 3 8 667
The Volatility of Real Exchange Rates: The Australian Case 1 1 1 26 2 2 2 86
The asymmetric effects of uncertainty on inflation and output growth 0 1 3 264 1 3 14 653
The determinants of short selling: evidence from the Hong Kong equity market 0 0 0 7 0 0 2 55
The volatility of US term structure term premia 1952 - 1991 0 0 0 25 0 1 2 99
Web‐Based Resources for the Macroeconomist 0 0 0 0 0 0 1 18
Total Journal Articles 1 8 31 1,977 9 34 165 6,787
4 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 4 12 1 1 7 27
Total Chapters 0 0 4 12 1 1 7 27

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Statistics updated 2020-09-04