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~subject:"Volatilität"
~type_genre:"Working Paper"
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Henry, Ólan Thomas John
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Henry, Ólan T.
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Research paper / University of Melbourne, Department of Economics
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ECONIS (ZBW)
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1
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
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2
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
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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/10003448349
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4
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
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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/10003448337
Saved in:
6
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:
7
Testing for a level effect in short-term interest rates
Henry, Ólan Thomas John
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002582053
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8
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:
9
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:
10
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
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