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Search: "Henry, Ólan Thomas John"
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7
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ECONIS (ZBW)
68
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1
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68
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1
Can financial uncertainty forecast aggregate stock market returns?
Henry, Ólan Thomas John
;
Kerestecioglu, Semih
;
Pybis, Sam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 91-111
Persistent link: https://www.econbiz.de/10014532257
Saved in:
2
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
3
The impact of jumps and thin trading on realized hedge ratios?
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
-
2013
Persistent link: https://www.econbiz.de/10009747320
Saved in:
4
Replication of Grier, Henry, Olekalns and Shields (2004): The asymmetric effects of uncertainty on inflation and output growth
Savva, Christos S.
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1192-1196
Persistent link: https://www.econbiz.de/10011689079
Saved in:
5
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10008698089
Saved in:
6
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10009384426
Saved in:
7
Economic activity and the stock market : the asymmetric impact of fundamental and non-fundamental news
Henry, Ólan Thomas John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003712882
Saved in:
8
The determinants of short selling in the Hong Kong equities market
McKenzie, Michael D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003611986
Saved in:
9
Between the rock and a hard place : regime switching in the relationship between short-term interest rates and equity returns in the UK
Henry, Ólan Thomas John
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003613886
Saved in:
10
Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Shields, …
- In:
Handbook of research methods and applications in …
,
(pp. 457-475)
.
2013
Persistent link: https://www.econbiz.de/10011897560
Saved in:
11
Testing for rate-dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003448349
Saved in:
12
Testing for rate-dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003289637
Saved in:
13
Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003448337
Saved in:
14
Testing for asymmetry in interest rate volatility in the presence of a neglected level effect
Henry, Ólan Thomas John
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003145132
Saved in:
15
Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003011852
Saved in:
16
The determinants of short selling : evidence from the Hong Kong equity market
McKenzie, Michael D.
;
Henry, Ólan Thomas John
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
),
pp. 183-216
Persistent link: https://www.econbiz.de/10009669910
Saved in:
17
The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
-
2012
Persistent link: https://www.econbiz.de/10009671885
Saved in:
18
Time variation and asymmetry in the world price of covariance risk : the implications for international diversification
Henry, Ólan Thomas John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002134142
Saved in:
19
Testing for a level effect in short-term interest rates
Henry, Ólan Thomas John
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002582053
Saved in:
20
Do stock market returns predict changes to output? : Evidence from a nonlinear panel data model
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Thong, Jonathan
-
2003
Persistent link: https://www.econbiz.de/10001739254
Saved in:
21
The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John
;
McKenzie, Michael D.
-
2003
Persistent link: https://www.econbiz.de/10001739272
Saved in:
22
Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.
;
Olekalns, Nilss
;
Henry, Ólan …
-
2003
Persistent link: https://www.econbiz.de/10001750601
Saved in:
23
Peacock and Wiseman's displacement hypothesis : some new long-run evidence for the UK
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1455-1460
Persistent link: https://www.econbiz.de/10008658416
Saved in:
24
Sign and phase asymmetry : news, economic activity and the stock market
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Shields, …
- In:
Journal of macroeconomics
32
(
2010
)
4
,
pp. 1083-1100
Persistent link: https://www.econbiz.de/10008937775
Saved in:
25
Regime switching in the relationship between equity returns and short-term interest rates in the UK
Henry, Ólan Thomas John
- In:
Journal of banking & finance
33
(
2009
)
2
,
pp. 405-414
Persistent link: https://www.econbiz.de/10003803123
Saved in:
26
Identifying interdependencies between South East Asian stock markets : a non-linear approach
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Lakshman, …
- In:
Australian economic papers
46
(
2007
)
2
,
pp. 122-135
Persistent link: https://www.econbiz.de/10003480835
Saved in:
27
Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Suardi, Sandy
- In:
Economics letters
94
(
2007
)
3
,
pp. 383-388
Persistent link: https://www.econbiz.de/10003436860
Saved in:
28
The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John
;
McKenzie, Michael D.
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 671-691
Persistent link: https://www.econbiz.de/10003310332
Saved in:
29
Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.
;
Olekalns, Nilss
;
Henry, Ólan …
- In:
The review of economics and statistics
87
(
2005
)
2
,
pp. 362-370
Persistent link: https://www.econbiz.de/10002937376
Saved in:
30
Do stock market returns predict changes to output? : Evidence from a nonlinear panel data model
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Thong, Jonathan
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 527-540
Persistent link: https://www.econbiz.de/10002222631
Saved in:
31
The asymmetric effects of uncertainty on inflation and output growth
Grier, Kevin
;
Henry, Ólan Thomas John
;
Olekalns, Nilss
; …
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 551-565
Persistent link: https://www.econbiz.de/10002342758
Saved in:
32
Is there a unit root in inflation?
Henry, Ólan Thomas John
;
Shields, Kalvinder K.
- In:
Journal of macroeconomics
26
(
2004
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10002343411
Saved in:
33
Long memory in stock-returns : some international evidence
Henry, Ólan Thomas John
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 725-729
Persistent link: https://www.econbiz.de/10001702512
Saved in:
34
Does the Australian dollar real exchange rate display mean reversion
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Journal of international money and finance
21
(
2002
)
5
,
pp. 651-666
Persistent link: https://www.econbiz.de/10001703885
Saved in:
35
Non-linear co-movements in output growth : evidence from the United States and Australia
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Shields, …
-
2002
Persistent link: https://www.econbiz.de/10001704955
Saved in:
36
The effect of recessions on the relationship between output variability and growth
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Southern economic journal
68
(
2002
)
3
,
pp. 683-692
Persistent link: https://www.econbiz.de/10001647766
Saved in:
37
The impact of news on measures of unidiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 487-507
Persistent link: https://www.econbiz.de/10001741987
Saved in:
38
Rational habit modification in consumption
Messinis, George
;
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Economic modelling
19
(
2002
)
4
,
pp. 665-678
Persistent link: https://www.econbiz.de/10001676461
Saved in:
39
The effect of asymmetries on optimal hedge ratios
Brooks, Chris
;
Henry, Ólan Thomas John
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10001682432
Saved in:
40
Exchange rate instability : a threshold autoregressive approach
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Summers, Peter M.
- In:
The economic record : er
77
(
2001
),
pp. 160-166
Persistent link: https://www.econbiz.de/10001601863
Saved in:
41
The effects of uncertainty on macroeconomic performance : the importance of the conditional covariance model
Grier, Kevin
;
Henry, Ólan Thomas John
;
Olekalns, Nilss
-
2001
Persistent link: https://www.econbiz.de/10001626602
Saved in:
42
Are private sector consumption decisions affected by public sector consumption?
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
The economic record : er
77
(
2001
),
pp. 361-373
Persistent link: https://www.econbiz.de/10001752385
Saved in:
43
Australian economic growth : nonlinearities and international influences
Henry, Ólan Thomas John
;
Summers, Peter M.
- In:
The economic record : er
76
(
2000
),
pp. 365-373
Persistent link: https://www.econbiz.de/10001546921
Saved in:
44
The displacement hypothesis and government spending in the United Kingdom : some new long-run evidence
Henry, Ólan Thomas John
;
Olekalns, Nilss
-
2000
Persistent link: https://www.econbiz.de/10001491437
Saved in:
45
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
-
2000
Persistent link: https://www.econbiz.de/10001456109
Saved in:
46
Australian economic growth : non-linearities and international influences
Henry, Ólan Thomas John
;
Summers, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001460842
Saved in:
47
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
48
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economics letters
67
(
2000
)
3
,
pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Saved in:
49
The effect of recessions on the relationship between output variability and growth
Henry, Ólan Thomas John
;
Olekalns, Nilss
-
2000
Persistent link: https://www.econbiz.de/10001477699
Saved in:
50
Optimal hedging and the value of news
Brooks, Chris
;
Henry, Ólan Thomas John
;
Persand, Gita
-
1999
Persistent link: https://www.econbiz.de/10001427190
Saved in:
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