Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The impact of jumps and thin t...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Financial crisis
75
Finanzkrise
71
Australia
66
Schätzung
65
Australien
64
Estimation
64
USA
53
United States
53
Volatility
51
Volatilität
51
Welt
50
Theorie
49
Theory
49
World
48
Ansteckungseffekt
32
Contagion effect
32
Börsenkurs
31
Share price
31
International financial market
29
Internationaler Finanzmarkt
29
Schock
28
Shock
28
Stock market
27
Systemic risk
26
Aktienmarkt
25
Capital income
24
Kapitaleinkommen
24
Systemrisiko
24
Inflation
23
Spillover effect
22
Spillover-Effekt
22
Time series analysis
22
Zeitreihenanalyse
22
Economic growth
21
Wirtschaftswachstum
21
Geldpolitik
18
Monetary policy
18
ARCH model
17
ARCH-Modell
17
Asia
17
more ...
less ...
Online availability
All
Free
230
Undetermined
79
Type of publication
All
Book / Working Paper
270
Article
229
Other
1
Type of publication (narrower categories)
All
Working Paper
127
Arbeitspapier
120
Graue Literatur
114
Non-commercial literature
114
Article in journal
107
Aufsatz in Zeitschrift
107
Aufsatz im Buch
8
Book section
8
Article
3
Nachruf
2
Collection of articles of several authors
1
Conference proceedings
1
Congress Report
1
Hochschulschrift
1
Konferenzschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
315
Undetermined
185
Author
All
Dungey, Mardi H.
201
Dungey, Mardi
185
Henry, Ólan Thomas John
67
Olekalns, Nilss
42
Fry, Renee
37
Martin, Vance
30
Fry, Renée
29
Martin, Vance L.
22
Hvozdyk, Lyudmyla
19
Henry, Ólan T.
17
Veredas, David
16
González-Hermosillo, Brenda
15
Luciani, Matteo
15
Osborn, Denise R.
15
Jacobs, Jan
14
Tian, Jing
14
Volkov, V. V.
14
Alexeev, Vitali
12
Brooks, Chris
12
Claus, Edda
11
Flavin, Thomas
11
McKenzie, Michael D.
11
Shields, Kalvinder K.
11
Volkov, Vladimir
11
Gajurel, Dinesh
10
González Hermosillo, Brenda
10
Kangogo, Moses
10
McKenzie, Michael
10
Milunovich, George
10
Thorp, Susan
10
Yalama, Abdullah
10
Yao, Wenying
10
Henry, Olan
9
Chowdhury, Biplob
8
Flavin, Thomas J.
8
Matei, Marius
8
Suardi, Sandy
8
Vahid, Farshid
8
Wells, Graeme
8
DUNGEY, MARDI
7
more ...
less ...
Institution
All
Crawford School of Public Policy, Australian National University
18
School of Economics and Finance, Tasmanian School of Business and Economics
16
College of Business and Economics, Australian National University
12
International Monetary Fund (IMF)
5
Research School of Economics, College of Business and Economics
5
Center for Pacific Basin Monetary and Economic Studies, Economic Research
4
Reserve Bank of Australia
4
Australian National University / Centre for Economic Policy Research
3
Australian National University / Faculty of Economics and Commerce
3
National Centre for Econometric Research (NCER)
3
Department of Economics, Faculty of Business and Economics
2
Econometric Society
2
Inter-American Development Bank
2
Oxford University Press
2
Research School of Pacific and Asian Studies, College of Asia and the Pacific
2
School of Economics, University of Manchester
2
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics, National University of Ireland
1
Department of Economics, School of Business and Economics
1
Department of Economics, University of California-Riverside
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Faculteit Economie en Bedrijfskunde, Rijksuniversiteit Groningen
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of Philadelphia
1
Finance Discipline Group, Business School
1
Internationaler Währungsfonds
1
Money Macro and Finance Research Group
1
Tinbergen Instituut
1
University of Melbourne / Department of Economics
1
more ...
less ...
Published in...
All
CAMA Working Papers
28
Research paper / University of Melbourne, Department of Economics
24
Working Papers / School of Economics and Finance, Tasmanian School of Business and Economics
16
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
15
The economic record : er
15
Discussion paper / UTAS, School of Economics and Finance
14
CAMA working paper series
13
Economic modelling
11
Australian economic papers
10
Journal of banking & finance
10
Working papers
8
Journal of applied econometrics
7
CAMA Working Paper
6
Applied economics
5
CEPR Discussion Papers
5
CFAP working papers
5
Economics letters
5
Global finance journal
5
IMF Working Papers
5
IMF working paper
5
IMF working papers
5
Journal of Asian economics
5
Journal of empirical finance
5
Australian Economic Papers
4
Discussion paper / Centre for Economic Policy Research, Australian National University
4
Journal of Applied Econometrics
4
Pacific Basin Working Paper Series
4
The Australian economic review
4
The Economic Record
4
Working paper / Cambridge Endowment for Research in Finance
4
Applied Financial Economics
3
Applied financial economics
3
Australian Economic Review
3
CIFR Paper
3
Economic Modelling
3
Economic Record
3
International review of financial analysis
3
Journal of Banking & Finance
3
Journal of macroeconomics
3
NCER Working Paper Series
3
more ...
less ...
Source
All
ECONIS (ZBW)
291
RePEc
150
OLC EcoSci
42
EconStor
10
Other ZBW resources
4
BASE
3
Showing
1
-
10
of
500
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
-
2012
Persistent link: https://www.econbiz.de/10009671885
Saved in:
2
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10008698089
Saved in:
3
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10009384426
Saved in:
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Economic activity and the stock market : the asymmetric impact of fundamental and non-fundamental news
Henry, Ólan Thomas John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003712882
Saved in:
9
The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John
;
McKenzie, Michael D.
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 671-691
Persistent link: https://www.econbiz.de/10003310332
Saved in:
10
Identifying interdependencies between South East Asian stock markets : a non-linear approach
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Lakshman, …
- In:
Australian economic papers
46
(
2007
)
2
,
pp. 122-135
Persistent link: https://www.econbiz.de/10003480835
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
