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	2	15	511
A Variance Decomposition for the Excess Return on Australian Stocks	0	0	0	0	0	0	7	389
Are Private Sector Consumption Decisions Affected by Public Sector Consumption?	0	0	0	0	1	1	8	561
Are Shocks to Inflation Infinitely Persistent?	0	0	0	0	0	1	12	229
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios	0	0	0	0	0	0	4	473
Australian Economic Growth: Non-Linearities and Internaitonal Influences	0	0	0	55	0	2	16	1,219
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	7	175
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models	0	0	0	1	1	1	12	479
Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis	0	0	0	0	0	0	13	1,182
Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model	0	0	1	172	0	1	13	487
Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?	0	0	0	0	1	2	11	1,619
Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News	0	0	0	74	0	0	7	282
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics	0	0	0	174	0	0	21	827
Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics	0	0	0	165	1	2	13	762
From Trade-to-Trade in US Treasuries	0	0	0	5	0	0	8	54
GARCH Models of term Structure Term Premia: A Cautionary Note	0	0	0	0	0	1	12	367
Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"	0	0	0	0	2	2	6	1,515
Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia	0	0	0	0	0	0	10	767
Measuring the Response of Macroeconomic Uncertainty to Shocks	0	0	0	109	0	0	8	296
Modelling the Assymetry of Stock Market Volatility	0	0	0	1	0	1	8	499
Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia	0	0	0	30	0	0	13	172
Optimal Hedging and the Value of News	0	0	0	1	0	0	10	645
Rational Habit Modification: the Role of Credit	0	0	0	35	1	2	13	353
TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT	1	1	1	93	2	4	22	343
TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION	0	0	0	68	1	2	13	406
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies	0	0	0	43	0	0	11	206
Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies	1	1	1	55	1	2	12	228
Testing for a Level Effect in Short-Term Interest Rates	0	0	0	96	0	0	18	877
The Asymmetric Effects of Uncertainty on Inflation and Output Growth	0	0	1	257	0	1	15	615
The Determinnts of Short Selling in the Hong Kong Equities Market	0	0	0	234	1	3	26	924
The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence	0	0	1	77	0	0	12	744
The Effect of Recessions on the Relationship between Output Variability and Growth	0	0	0	86	0	0	11	512
The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model	0	0	0	72	0	0	14	332
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market	0	0	0	52	0	0	13	454
The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong	0	0	1	125	0	1	11	424
The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong	0	0	0	135	0	0	19	578
The Volatility of U.S. Term Structure Term Premia 1952-1991	0	0	0	1	0	1	7	667
The impact of jumps and thin trading on realized hedge ratios	0	0	0	22	0	0	8	88
Total Working Papers	2	2	6	2,305	12	32	459	21,261

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	0	1	9	17
Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios	0	0	0	57	1	3	10	222
Australian Economic Growth: Nonlinearities and International Influences	0	0	0	0	1	1	4	8
Can financial uncertainty forecast aggregate stock market returns?	0	0	0	7	1	2	14	34
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models	0	0	0	29	0	0	12	130
Can we forecast better in periods of low uncertainty? The role of technical indicators	2	3	3	12	3	5	18	50
Do stock market returns predict changes to output? Evidence from a nonlinear panel data model	0	0	0	105	0	0	12	377
Does the Australian dollar real exchange rate display mean reversion	0	0	0	50	1	1	5	403
Energy Flux Method for Wave Energy Converters	0	0	0	0	0	0	7	9
Exchange Rate Instability: A Threshold Autoregressive Approach	0	0	0	6	0	0	8	23
IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH	0	0	0	15	0	0	8	99
Is there a unit root in inflation?	0	0	0	85	0	2	7	240
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia	0	0	0	92	0	0	21	262
Long memory in stock returns: some international evidence	0	0	0	73	0	1	26	254
Measuring the Response of Macroeconomic Uncertainty to Shocks	0	0	0	135	0	3	8	349
Modeling trade duration in U.S. Treasury markets	0	0	0	6	0	0	5	36
Modelling the asymmetry of stock market volatility	0	0	0	85	0	0	10	201
Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK	1	1	4	116	1	3	65	1,207
Rational habit modification in consumption	0	0	0	21	1	1	6	104
Regime switching in the relationship between equity returns and short-term interest rates in the UK	0	0	0	195	2	2	15	554
Sign and phase asymmetry: News, economic activity and the stock market	0	0	0	24	0	0	9	96
Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies	0	1	1	30	0	1	17	114
The Effect of Asymmetries on Optimal Hedge Ratios	0	0	0	405	0	0	18	902
The Effect of Recessions on the Relationship between Output Variability and Growth	0	0	0	0	0	0	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	0	10	709
The Volatility of Real Exchange Rates: The Australian Case	0	0	0	26	0	2	5	94
The asymmetric effects of uncertainty on inflation and output growth	0	0	3	281	1	4	26	736
The determinants of short selling: evidence from the Hong Kong equity market	0	0	0	10	0	1	13	78
The volatility of US term structure term premia 1952 - 1991	1	1	1	26	1	1	3	102
Web‐Based Resources for the Macroeconomist	0	0	0	0	0	2	10	29
Total Journal Articles	4	6	13	2,101	13	36	396	7,622

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	0	0	17	47
Total Chapters	0	0	0	12	0	0	17	47

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Statistics updated 2026-10-11