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 0 495
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 1 216
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 0 164
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 1 1 1 1,169
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model 0 0 0 171 0 0 1 472
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? 0 0 0 0 0 0 1 1,607
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News 0 0 0 74 0 0 0 274
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics 0 0 0 164 0 1 2 744
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 2 2 5 0 2 3 44
GARCH Models of term Structure Term Premia: A Cautionary Note 0 0 0 0 0 0 2 354
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" 0 0 0 0 0 0 0 1,508
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia 0 0 0 0 0 0 0 754
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 0 109 0 0 0 286
Modelling the Assymetry of Stock Market Volatility 0 0 0 1 0 0 0 489
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 0 5 628
Rational Habit Modification: the Role of Credit 0 0 0 35 0 0 0 339
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 1 390
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 0 850
The Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 1 2 255 2 3 7 593
The Determinnts of Short Selling in the Hong Kong Equities Market 1 1 1 234 2 2 3 897
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence 0 0 0 75 2 2 2 729
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 86 0 0 1 498
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model 0 0 0 72 0 0 0 315
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 1 52 0 0 2 440
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 2 124 0 0 6 408
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong 0 0 2 135 0 0 2 559
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 1 22 0 0 2 77
Total Working Papers 1 4 11 2,296 7 11 42 20,727


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 5
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios 0 0 1 57 1 1 2 211
Australian Economic Growth: Nonlinearities and International Influences 0 0 0 0 0 0 0 2
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models 0 0 0 28 0 0 0 115
Can we forecast better in periods of low uncertainty? The role of technical indicators 0 0 4 6 0 2 14 18
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model 0 0 1 105 0 0 2 364
Does the Australian dollar real exchange rate display mean reversion 0 0 0 50 0 0 0 398
Exchange Rate Instability: A Threshold Autoregressive Approach 0 0 0 6 0 0 1 12
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH 0 0 0 15 0 0 0 89
Is there a unit root in inflation? 0 0 1 85 0 0 1 229
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia 0 0 1 91 0 0 2 238
Long memory in stock returns: some international evidence 0 0 0 73 0 0 0 225
Measuring the Response of Macroeconomic Uncertainty to Shocks 0 0 0 134 0 0 1 337
Modeling trade duration in U.S. Treasury markets 0 0 2 6 0 0 3 29
Modelling the asymmetry of stock market volatility 0 0 0 84 0 0 0 189
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK 0 0 2 105 0 1 11 1,106
Rational habit modification in consumption 0 0 0 20 0 0 0 93
Regime switching in the relationship between equity returns and short-term interest rates in the UK 0 0 1 192 0 0 1 525
Sign and phase asymmetry: News, economic activity and the stock market 0 0 0 24 0 0 0 82
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies 0 0 1 29 0 0 1 96
The Effect of Asymmetries on Optimal Hedge Ratios 0 0 3 400 1 2 7 875
The Effect of Recessions on the Relationship between Output Variability and Growth 0 0 0 0 0 0 2 2
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market 0 0 0 36 0 0 1 165
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong 0 0 0 172 1 3 7 691
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 1 273 0 1 9 700
The determinants of short selling: evidence from the Hong Kong equity market 0 0 1 9 0 0 2 62
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 0 0 19 2,051 3 10 67 7,065
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


Statistics updated 2024-05-04