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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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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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Do stock market returns predict changes to output? : Evidence from a nonlinear panel data model
Henry, Ólan Thomas John; Olekalns, Nilss; Thong, Jonathan - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 527-540
Persistent link: https://www.econbiz.de/10002222631
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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/10003448337
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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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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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Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John - 1995
Persistent link: https://www.econbiz.de/10000921523
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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