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~subject:"Volatilität"
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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 impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
-
2000
Persistent link: https://www.econbiz.de/10001456109
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3
The effect of asymmetries on optimal hedge ratios
Brooks, Chris
;
Henry, Ólan Thomas John
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10001682432
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4
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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5
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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6
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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7
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
-
1995
Persistent link: https://www.econbiz.de/10000921523
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8
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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9
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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10
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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