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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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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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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
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Testing for a level effect in short-term interest rates
Henry, Ólan Thomas John (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002582053