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Measuring the response of macroeconomic uncertainty to shocks
Shields, Kalvinder K.; Olekalns, Nilss; Henry, Ólan … - 2003
Persistent link: https://www.econbiz.de/10001750601
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The Impact of News on Measures of Undiversifiable Risk : Evidence from the UK Stock Market
Brooks, Chris - 2002
Using UK equity index data, this paper considers the impact of news on time varying measures of beta, the usual measure of undiversifiable risk. The results suggest that beta depends on two sources of news - news about the market and news about the sector. The asymmetric effect in beta is...
Persistent link: https://www.econbiz.de/10012741058
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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
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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
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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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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
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From trade-to-trade in US Treasuries
Dungey, Mardi H.; Henry, Ólan Thomas John; McKenzie, … - 2010
Persistent link: https://www.econbiz.de/10009384426
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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
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From trade-to-trade in US Treasuries
Dungey, Mardi H.; Henry, Ólan Thomas John; McKenzie, … - 2010
Persistent link: https://www.econbiz.de/10008698089
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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