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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
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2
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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3
Optimal hedging and the value of news
Brooks, Chris
;
Henry, Ólan Thomas John
;
Persand, Gita
-
1999
Persistent link: https://www.econbiz.de/10001427190
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4
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
-
1999
Persistent link: https://www.econbiz.de/10001430158
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5
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
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6
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:
7
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
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8
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
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9
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
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10
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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