Olan T. Henry

University of Melbourne - Department of Economics

Victoria 3010, 3010

Australia

http://melbecon.unimelb.edu.au/staffprofile/ohenry/home.html

  • University of Melbourne - Department of Economics

    • Email
    • Tel: +613 3 8344 5312
    • Fax: +613 3 8344 6899
SCHOLARLY PAPERS

6

DOWNLOADS

421

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (6)

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1.

The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market

Downloads 279 (153,853)

The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market

Number of pages: 33 Posted: 18 Jun 2002
Chris Brooks and Olan T. Henry
University of Bristol - School of Economics, Finance and Management and University of Melbourne - Department of Economics
Downloads 250 (171,140)

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Stock Index, Multivariate Asymmetric GARCH, News Impact Surfaces, Conditional Beta Surfaces

The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market

Number of pages: 21 Posted: 10 Feb 2003
Chris Brooks and Olan T. Henry
University of Bristol - School of Economics, Finance and Management and University of Melbourne - Department of Economics
Downloads 29 (654,685)

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2.

Modelling Trade Duration in U.S. Treasury Markets

Number of pages: 23 Posted: 02 Dec 2010
Michael D. McKenzie, Olan T. Henry and Mardi Dungey
The University of Sydney - Discipline of Finance, University of Melbourne - Department of Economics and University of Cambridge - Cambridge Endowment for Research in Finance (CERF)
Downloads 112 (336,715)

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US Treasuries, trade duration, workups, news

3.

Identifying Interdependencies between South-East Asian Stock Markets: A Non-Linear Approach

Australian Economic Papers, Vol. 46, No. 2, pp. 122-135, June 2007
Number of pages: 14 Posted: 01 Jun 2007
Olan T. Henry, Nilss Olekalns and Rajith W.D. Lakshman
University of Melbourne - Department of Economics, University of Melbourne - Department of Economics and University of Colombo - Department of Economics
Downloads 30 (630,856)

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4.

Testing for Rate Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies

Economics Letters, Vol. 94, No. 3, 2007
Posted: 28 Apr 2012
Olan T. Henry, Nilss Olekalns and Sandy Suardi
University of Melbourne - Department of Economics, University of Melbourne - Department of Economics and University of Wollongong

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5.

Rational Habit Modification in Consumption

Economic Modelling, Vol. 19, No. 4, 2002
Posted: 19 Oct 2009
George Messinis, Olan T. Henry and Nilss Olekalns
Victoria University - Victoria Institute of Strategic Economic Studies, University of Melbourne - Department of Economics and University of Melbourne - Department of Economics

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Consumption, Habit formation, Credit, Habit modification, GMM estimation

6.

The Effect of Asymmetries on Optimal Hedge Ratios

Posted: 03 Oct 2002
Chris Brooks, Olan T. Henry and Gita Persand
University of Bristol - School of Economics, Finance and Management, University of Melbourne - Department of Economics and University of Bristol - Department of Economics

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