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~person:"Henry, Ólan Thomas John"
~subject:"Volatilität"
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Volatilität
Theorie
24
Theory
24
Volatility
23
Estimation
20
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20
USA
19
United States
19
Australia
14
Australien
14
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14
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14
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13
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13
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11
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9
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Aktienmarkt
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7
Time series analysis
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Yield curve
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Zinsstruktur
7
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6
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Schock
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Shock
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Hongkong
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English
23
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Henry, Ólan Thomas John
Olekalns, Nilss
10
Suardi, Sandy
7
Brooks, Chris
4
Grier, Kevin
3
Sharma, John
2
Shields, Kalvinder K.
2
Henry, Ólan T.
1
Lakshman, Rajith W. D.
1
McKenzie, Michael D.
1
Persand, Gita
1
Savva, Christos S.
1
Summers, Peter M.
1
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Research paper / University of Melbourne, Department of Economics
5
Working papers
5
Australian economic papers
3
Applied financial economics
2
Journal of applied econometrics
2
Macroeconomic Research Group discussion paper series
2
Economic modelling
1
Economics letters
1
Southern economic journal
1
The journal of business : B
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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