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Time variation and asymmetry in the world price of covariance risk : the implications for international diversification
Henry, Ólan Thomas John (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002134142
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Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Henry, Ólan Thomas John; Olekalns, Nilss; Shields, … - In: Handbook of research methods and applications in …, (pp. 457-475). 2013
Persistent link: https://www.econbiz.de/10011897560
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Meta Taylor rules for the UK and Australia ; accommodating regime uncertainty in monetary policy analysis using model averaging methods
Lee, Kevin C.; Olekalns, Nilss; Shields, Kalvinder K. - 2012
Persistent link: https://www.econbiz.de/10009553210
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Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388
Persistent link: https://www.econbiz.de/10003436860
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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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Testing for rate-dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003448349
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Testing for rate-dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003289637
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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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Exchange rate instability : a threshold autoregressive approach
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - In: The economic record : er 77 (2001), pp. 160-166
Persistent link: https://www.econbiz.de/10001601863
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Does the Australian dollar real exchange rate display mean reversion
Henry, Ólan Thomas John; Olekalns, Nilss - In: Journal of international money and finance 21 (2002) 5, pp. 651-666
Persistent link: https://www.econbiz.de/10001703885