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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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Asymmetric conditional volatility and firm size : evidence from Austalian equity portfolios
Henry, Ólan Thomas John; Sharma, John - In: Australian economic papers 38 (1999) 4, pp. 393-406
Persistent link: https://www.econbiz.de/10001429154
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Australian economic growth : non-linearities and international influences
Henry, Ólan Thomas John; Summers, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001460842
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A variance decomposition for the excess return on Australian stocks
Henry, Ólan Thomas John - 1995
Persistent link: https://www.econbiz.de/10000925965
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Asymmetric conditional volatility and firm size : evidence from Australian equity portfolios
Henry, Ólan Thomas John; Sharma, John - 1998
Persistent link: https://www.econbiz.de/10000981813
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Does the Australian dollar real exchange rate really display mean reversion?
Henry, Ólan Thomas John - 1998
Persistent link: https://www.econbiz.de/10000981814
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Identifying a currency crisis using treshold [threshold] autoregressions : Australia and the East Asian "meltdown"
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000995386
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Are private sector consumption decisions affected by public sector consumption?
Henry, Ólan Thomas John; Olekalns, Nilss - 1999
Persistent link: https://www.econbiz.de/10001393095
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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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Australian economic growth : nonlinearities and international influences
Henry, Ólan Thomas John; Summers, Peter M. - In: The economic record : er 76 (2000), pp. 365-373
Persistent link: https://www.econbiz.de/10001546921