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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
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The asymmetric effects of uncertainty on inflation and output growth
Grier, Kevin; Henry, Ólan Thomas John; Olekalns, Nilss; … - In: Journal of applied econometrics 19 (2004) 5, pp. 551-565
Persistent link: https://www.econbiz.de/10002342758
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Sign and phase asymmetry : news, economic activity and the stock market
Henry, Ólan Thomas John; Olekalns, Nilss; Shields, … - In: Journal of macroeconomics 32 (2010) 4, pp. 1083-1100
Persistent link: https://www.econbiz.de/10008937775
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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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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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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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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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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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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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The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John - 1998
Persistent link: https://www.econbiz.de/10000983163