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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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Long memory in stock-returns : some international evidence
Henry, Ólan Thomas John - In: Applied financial economics 12 (2002) 10, pp. 725-729
Persistent link: https://www.econbiz.de/10001702512
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Regime switching in the relationship between equity returns and short-term interest rates in the UK
Henry, Ólan Thomas John - In: Journal of banking & finance 33 (2009) 2, pp. 405-414
Persistent link: https://www.econbiz.de/10003803123
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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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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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Does the Australian dollar real exchange rate really display mean reversion?
Henry, Ólan Thomas John - 1998
Persistent link: https://www.econbiz.de/10000981814
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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
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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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Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John - 1995
Persistent link: https://www.econbiz.de/10000921523
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Identifying a currency crisis using treshold [threshold] autoregressions : Australia and the East Asian "meltdown"
Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000995386