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ECONIS (ZBW)
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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 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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3
A comment on "Wage growth and the inflation process : a multivariate cointegration analysis"
Henry, Ólan Thomas John
;
Olekalns, Nilss
-
1999
Persistent link: https://www.econbiz.de/10001427338
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4
Changes in regime and the long run Fisher effect : a threshold cointegration analysis
Henry, Ólan Thomas John
-
1999
Persistent link: https://www.econbiz.de/10001427342
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5
The effect of recessions on the relationship between output variability and growth
Henry, Ólan Thomas John
;
Olekalns, Nilss
-
2000
Persistent link: https://www.econbiz.de/10001477699
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6
GARCH models of term structure term premia : a cautionary note
Henry, Ólan Thomas John
-
1995
Persistent link: https://www.econbiz.de/10000916429
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7
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
-
1998
Persistent link: https://www.econbiz.de/10000983163
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8
The rational expectations hypothesis of the term structure : an econometric analysis of the US Treasury yield curve 1952 - 1991
Henry, Ólan Thomas John
-
1995
Persistent link: https://www.econbiz.de/10000939264
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9
Non-linear co-movements in output growth : evidence from the United States and Australia
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Shields, …
-
2002
Persistent link: https://www.econbiz.de/10001704955
Saved in:
10
The effect of recessions on the relationship between output variability and growth
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Southern economic journal
68
(
2002
)
3
,
pp. 683-692
Persistent link: https://www.econbiz.de/10001647766
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