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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
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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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Regime switching in the relationship between equity returns and short-term interest rates in the UK
Henry, Ólan Thomas John - In: Journal of banking & finance 33 (2009) 2, pp. 405-414
Persistent link: https://www.econbiz.de/10003803123
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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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Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
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The volatility of real exchange rates : the Australian case
Henry, Ólan Thomas John; Summers, Peter M. - In: Australian economic papers 38 (1999) 2, pp. 79-90
Persistent link: https://www.econbiz.de/10001393982
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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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Deviations from uncovered interest parity in Malaysia
Soo Khoon Goh; Lim, Guay C.; Olekalns, Nilss - In: Applied financial economics 16 (2006) 10, pp. 745-759
Persistent link: https://www.econbiz.de/10003334987