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Information about:
Ólan Thomas Henry

Personal Details | Affiliation | Works
This is information that was supplied by Ólan Henry in registering through RePEc. If you are Ólan Thomas Henry , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ólan
Middle Name: Thomas
Last Name: Henry
Suffix:

RePEc Short-ID: phe111

Email:
Homepage: http://melbecon.unimelb.edu.au/staffprofile/ohenry/home.html
Postal Address: Department of Economics The University of Melbourne Vic 3010 Australia
Phone: + 613 8344 5312

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ólan Henry & Nilss Olekalns & Kalvinder Shields, 2008. "Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News," Department of Economics - Working Papers Series 1039, The University of Melbourne. [Downloadable!]

  2. Michael McKenzie & Olan T. Henry, 2007. "The Determinnts of Short Selling in the Hong Kong Equities Market," Department of Economics - Working Papers Series 1001, The University of Melbourne. [Downloadable!]

  3. Olan T Henry, 2007. "Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK," Department of Economics - Working Papers Series 1019, The University of Melbourne. [Downloadable!]

  4. O.T. Henry & S. Suardi, 2005. "Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect," Department of Economics - Working Papers Series 945, The University of Melbourne. [Downloadable!]

  5. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne. [Downloadable!]

  6. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series 907, The University of Melbourne. [Downloadable!]

  7. Shields, KalvInder & Kevin B Grier & Olan T Henry & Nilss Olekalns, 2003. "The Asymmetric Effects of Uncertainty on Inflation and Output Growth," Royal Economic Society Annual Conference 2003 187, Royal Economic Society. [Downloadable!]
    Published as:

  8. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne. [Downloadable!]
    Published as:

  9. Olan T. Henry & Michael McKenzie, 2003. "The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong," Department of Economics - Working Papers Series 869, The University of Melbourne. [Downloadable!]
    Other versions:

  10. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2003. "Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model," Department of Economics - Working Papers Series 868, The University of Melbourne. [Downloadable!]
    Published as:

  11. Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2002. "Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia," Department of Economics - Working Papers Series 857, The University of Melbourne. [Downloadable!]

  12. Grier, K.B. & Henry, O.T. & Olekalns, N., 2001. "The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model," Department of Economics - Working Papers Series 818, The University of Melbourne. [Downloadable!]

  13. Henry, O. & Olekalns, N., 2000. "The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence," Department of Economics - Working Papers Series 750, The University of Melbourne. [Downloadable!]

  14. Brooks, C. & Henry, O.T., 2000. "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Department of Economics - Working Papers Series 733, The University of Melbourne. [Downloadable!]
    Published as:

  15. Henry, O.T. & Summers, P.M., 2000. "Australian Economic Growth: Non-Linearities and Internaitonal Influences," Department of Economics - Working Papers Series 738, The University of Melbourne. [Downloadable!]

  16. Henry, O.T. & Olekalns, N., 2000. "The Effect of Recessions on the Relationship between Output Variability and Growth," Department of Economics - Working Papers Series 745, The University of Melbourne. [Downloadable!]
    Published as:

  17. Henry, O.T., 1999. "Are Shocks to Inflation Infinitely Persistent?," Department of Economics - Working Papers Series 718, The University of Melbourne.

  18. Henry, O. & Olekalns, N., 1999. "Are Private Sector Consumption Decisions Affected by Public Sector Consumption?," Department of Economics - Working Papers Series 687, The University of Melbourne.
    Published as:

  19. Brooks, C. & Henry, O.T., 1999. "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series 676, The University of Melbourne.
    Published as:

  20. Henry, O.T. & Olekalns, N., 1999. "A Comment on "Wage Growth and the Inflation Process: a Multivariate Cointegration Analysis"," Department of Economics - Working Papers Series 719, The University of Melbourne. [Downloadable!]

  21. Brooks, C. & Henry, O.T., 1999. "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series 723, The University of Melbourne.
    Published as:

  22. Brooks, C. & Henry, O.T. & Persand, G., 1999. "Optimal Hedging and the Value of News," Department of Economics - Working Papers Series 717, The University of Melbourne.

  23. Henry, O.T., 1999. "Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis," Department of Economics - Working Papers Series 720, The University of Melbourne.

  24. Henry, O. & Messinis, G. & Olekalns, N., 1999. "Rational Habit Modification: the Role of Credit," Department of Economics - Working Papers Series 729, The University of Melbourne. [Downloadable!]

  25. Henry, O.T. & Olekalns, N. & Summers, P.M., 1998. "Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"," Department of Economics - Working Papers Series 655, The University of Melbourne.

  26. Henry, O., 1998. "Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?," Department of Economics - Working Papers Series 616, The University of Melbourne.

  27. Henry, O.T., 1998. "The Volatility of U.S. Term Structure Term Premia 1952-1991," Department of Economics - Working Papers Series 620, The University of Melbourne.
    Published as:

  28. Henry, O. & Sharma, J., 1998. "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Department of Economics - Working Papers Series 617, The University of Melbourne.
    Published as:

  29. Henry, O.T.J., 1995. "A Variance Decomposition for the Excess Return on Australian Stocks," Department of Economics - Working Papers Series 497, The University of Melbourne.

  30. Henry, O.T.J., 1995. "Modelling the Assymetry of Stock Market Volatility," Department of Economics - Working Papers Series 487, The University of Melbourne.
    Published as:

  31. Henry, O.T.J., 1995. "GARCH Models of term Structure Term Premia: A Cautionary Note," Department of Economics - Working Papers Series 470, The University of Melbourne.

  32. Sandy Suardi & O.T.Henry & N. Olekalns, . "Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics," MRG Discussion Paper Series 0206, School of Economics, University of Queensland, Australia. [Downloadable!]
    Other versions:

  33. Sandy Suardi & O.T.Henry & N. Olekalns, . "Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies," MRG Discussion Paper Series 0306, School of Economics, University of Queensland, Australia. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. Henry, Ólan T., 2009. "Regime switching in the relationship between equity returns and short-term interest rates in the UK," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 405-414, February. [Downloadable!] (restricted)

  2. Henry, Olan T. & Olekalns, Nilss & Suardi, Sandy, 2007. "Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies," Economics Letters, Elsevier, vol. 94(3), pages 383-388, March. [Downloadable!] (restricted)
    Other versions:

  3. Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005. "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, 07. [Downloadable!] (restricted)
    Other versions:

  4. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2004. "Do stock market returns predict changes to output? Evidence from a nonlinear panel data model," Empirical Economics, Springer, vol. 29(3), pages 527-540, 09. [Downloadable!] (restricted)
    Other versions:

  5. Henry, Olan T. & Shields, Kalvinder, 2004. "Is there a unit root in inflation?," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 481-500, September. [Downloadable!] (restricted)

  6. Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "The asymmetric effects of uncertainty on inflation and output growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 551-565. [Downloadable!]
    Other versions:

  7. Chris Brooks & Olan T. Henry & Gita Persand, 2002. "The Effect of Asymmetries on Optimal Hedge Ratios," Journal of Business, University of Chicago Press, vol. 75(2), pages 333-352, April. [Downloadable!]

  8. Henry, Olan T. & Olekalns, Nilss, 2002. "Does the Australian dollar real exchange rate display mean reversion," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 651-666, October. [Downloadable!] (restricted)

  9. Brooks, Chris & Henry, Olan T, 2002. " The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 487-507, December. [Downloadable!] (restricted)
    Other versions:

  10. Ólan T. Henry & Nilss Olekalns, 2002. "The Effect of Recessions on the Relationship between Output Variability and Growth," Southern Economic Journal, Southern Economic Association, vol. 68(3), pages 683-692, January.
    Other versions:

  11. Messinis, George & Henry, Olan & Olekalns, Nilss, 2002. "Rational habit modification in consumption," Economic Modelling, Elsevier, vol. 19(4), pages 665-678, August. [Downloadable!] (restricted)

  12. Henry, Olan T, 2002. "Long Memory in Stock Returns: Some International Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 12(10), pages 725-29, October. [Downloadable!] (restricted)

  13. Henry, Olan T & Summers, Peter M, 2001. "Australian Economic Growth: Nonlinearities and International Influences: Corrigendum," The Economic Record, The Economic Society of Australia, vol. 77(237), pages 223-24, June. [Downloadable!] (restricted)

  14. Henry, Olan T & Olekalns, Nilss, 2001. "Are Private Sector Consumption Decisions Affected by Public Sector Consumption?," The Economic Record, The Economic Society of Australia, vol. 77(239), pages 361-73, December. [Downloadable!] (restricted)
    Other versions:

  15. Henry, Olan T & Olekalns, Nilss & Summers, Peter M, 2001. "Exchange Rate Instability: A Threshold Autoregressive Approach," The Economic Record, The Economic Society of Australia, vol. 77(237), pages 160-66, June. [Downloadable!] (restricted)

  16. Brooks, Chris & Henry, Olan T., 2000. "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, vol. 17(4), pages 497-513, December. [Downloadable!] (restricted)
    Other versions:

  17. Brooks, Chris & Henry, Olan T., 2000. "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, vol. 67(3), pages 245-251, June. [Downloadable!] (restricted)
    Other versions:

  18. Henry, Olan T & Summers, Peter M, 2000. "Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 365-73, December.

  19. Henry, Olan T & Sharma, John, 1999. "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Australian Economic Papers, Blackwell Publishing, vol. 38(4), pages 393-406, December. [Downloadable!] (restricted)
    Other versions:

  20. Henry, Olan T, 1999. "The Volatility of US Term Structure Term Premia 1952-1991," Applied Financial Economics, Taylor and Francis Journals, vol. 9(3), pages 263-71, June. [Downloadable!] (restricted)
    Other versions:

  21. Henry, Olan T & Summers, Peter M, 1999. "The Volatility of Real Exchange Rates: The Australian Case," Australian Economic Papers, Blackwell Publishing, vol. 38(2), pages 79-90, June. [Downloadable!] (restricted)

  22. Henry, Olan, 1998. "Modelling the Asymmetry of Stock Market Volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 8(2), pages 145-53, April. [Downloadable!] (restricted)
    Other versions:

  23. Ãlan T. Henry, 1998. "Web-Based Resources for the Macroeconomist," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 31(4), pages 430-434. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-03-11 2006-03-18 2008-01-05 Author is listed
  2. NEP-CFN: Corporate Finance (2) 2006-03-11 2006-03-18
  3. NEP-ECM: Econometrics (1) 2006-03-18
  4. NEP-ETS: Econometric Time Series (2) 2006-03-11 2006-03-18
  5. NEP-FIN: Finance (2) 2006-03-18 2006-03-25
  6. NEP-FMK: Financial Markets (2) 2006-03-11 2006-03-25
  7. NEP-MAC: Macroeconomics (5) 2006-03-11 2006-03-18 2006-03-18 2006-03-25 2008-11-25 Author is listed
  8. NEP-MON: Monetary Economics (3) 2006-03-11 2006-03-18 2008-01-05 Author is listed
  9. NEP-SEA: South East Asia (1) 2007-09-24
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This page was last updated on 2009-11-19.

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