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A/PROF OLAN THOMAS HENRY



Contact Details

Organization: Economics
Position: ASSOCIATE PROFESSOR
Email:
Homepage: http://www.economics.unimelb.edu.au/staffprofile/ohenry.htm
Work: 8344 5312
Fax: 8344 6899
Room: 526
Level: 05
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Country of Expertise
Macroeconomics and Financial Economics United States of America

International Linkages

Country Establishment Collaboration
Hong Kong Hong Kong Monetary Authority Research, Technical Assistance/Training
Germany Deutsche Bundesbank Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Bachelor of Arts The University of Dublin 06-Jul-1990
Master of Arts The University of Reading 05-Jul-1991
Doctor of Philosophy The University of Reading 01-Jul-1995

Memberships

Membership Type Membership Body Description Start Date End Date
Member Economic Society of Australia 01-Jan-1996 31-Dec-2006
Member Econometric Society 01-Jan-1991 31-Dec-2006

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Grants and Contracts

Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.

Grants

Title Role Funding Source Scheme Award Date
Causes and consequences of short selling for equity returns Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2004
Measuring the Effects of Interest Rate Volatility Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 01/01/2006

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2007

Journal Articles

  • Identifying Interdependencies between South-East Asian Stock Markets: A Non-linear Approach
    Year: 2007
    Journal: Australian Economic Papers
    Volume: 46
    Issue: 2
    Page numbers: 122-135
    Author(s):
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  • Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies
    Year: 2007
    Journal: Economics Letters
    Volume: 94
    Issue: 3
    Page numbers: 383-388
    Author(s):
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Reports

  • Between The Rock and a Hard Place: Regime Switching in the Relationship Between Short-Term Interest Rates and Equity Returns in the UK
    Year: 2007
    Report No:: 1019
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • The Determinants of Short Selling in the Hong Kong
    Year: 2007
    Report No:: 1001
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2006

Journal Articles

  • The impact of short selling on the price-volume relationship: evidence from Hong Kong
    Year: 2006
    Journal: The Journal of Business (Chicago)
    Volume: 79
    Issue: 2
    Page numbers: 671 - 691
    Author(s):
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Reports

  • Testing for rate-dependence and asymmetry in inflation uncertainty: evidence from the G7 economies
    Year: 2006
    Report No:: 959
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2005

Journal Articles

  • Measuring the response of macroeconomic uncertainty to shocks
    Year: 2005
    Journal: Review of Economics and Statistics
    Volume: 87
    Issue: 2
    Page numbers: 362-370
    Publisher: MIT Press(Cambridge)
    Author(s):
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Conference Publications/Papers

  • Equity return and short-term interest rate volatility: level effects and asymmetric dynamics
    Year: 2005
    Event name: Australian conference of economists 05
    Conference Publication: Australian conference of economists
    Page numbers: 1-45
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Author(s):

Reports

Publications in 2004

Journal Articles

  • Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
    Year: 2004
    Journal: Empirical Economics
    Volume: 29
    Issue: 3
    Page numbers: 527-540
    Publisher: Physica-Verlag
    Author(s):
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  • Is there a unit root in inflation?
    Year: 2004
    Journal: Journal of Macroeconomics
    Volume: 26
    Issue: 3
    Page numbers: 481-500
    Publisher: Elsevier Science, North Holland(Amsterdam)
    Author(s):
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  • The asymmetric effects of uncertainty on inflation and output growth
    Year: 2004
    Journal: Journal of Applied Econometrics
    Volume: 19
    Issue: 5
    Page numbers: 551-565
    Publisher: John Wiley & Sons(West Sussex)
    Author(s):
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Reports

Publications in 2003

Reports

  • Do stock market returns predict changes to output? Evidence from a nonlinear panel data model
    Year: 2003
    Report No:: 868
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • Measuring the response of macroeconomic uncertainty to shocks
    Year: 2003
    Report No:: 870
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
  • The impact of short selling on the price-volume relationship: evidence from Hong Kong
    Year: 2003
    Report No:: 869
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2002

Journal Articles

  • Does the Australian dollar real exchange rate display mean reversion?
    Year: 2002
    Journal: Journal of International Money and Finance
    Volume: 21
    Issue: 5
    Page numbers: 651-666
    Publisher: Pergamon
    Author(s):
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  • Long memory in stock returns: some international evidence
    Year: 2002
    Journal: Applied Financial Economics
    Volume: 12
    Issue: 10
    Page numbers: 725-729
    Publisher: Routledge
    Author(s):
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  • Rational habit modification in consumption
    Year: 2002
    Journal: Economic Modelling
    Volume: 19
    Issue: 4
    Page numbers: 665-678
    Publisher: Elsevier Science(Amsterdam)
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  • The effect of asymmetries on optimal hedge ratios
    Year: 2002
    Journal: The Journal of Business (Chicago)
    Volume: 75
    Issue: 2
    Page numbers: 333-352
    Publisher: University of Chicago Press, Journals Division
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  • The effect of recessions on the relationship between output variability and growth
    Year: 2002
    Journal: Southern Economic Journal
    Volume: 68
    Issue: 3
    Page numbers: 683-692
    Author(s):
    URL - open access http://eprints.infodiv.unimelb.edu.au/archive/00000053/01/745.pdf
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  • The impact of news on measures of undiversifiable risk: Evidence from the UK stock market
    Year: 2002
    Journal: Oxford Bulletin of Economics and Statistics
    Volume: 64
    Issue: 5
    Page numbers: 487-507
    Publisher: Blackwell Publishers(Oxford)
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Reports

  • Non-linear co-movements in output growth: Evidence from the United States and Australia
    Year: 2002
    Customer:
    Report No:: 857
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:

Publications in 2001

Journal Articles

  • Are private sector consumption decisions affected by public sector consumption?
    Year: 2001
    Journal: Economic Record
    Volume: 77
    Issue: 239
    Page numbers: 361-373
    Publisher: Economic Society of Australia(Burwood)
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  • Exchange rate instability: a threshold autoregressive approach.
    Year: 2001
    Journal: Economic Record
    Volume: 77
    Issue: 237
    Page numbers: 160-166
    Publisher: Economic Society of Australia(Burwood)
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Reports

  • The effects of uncertainty on macroeconomic performance: the importance of the conditional covariance model.
    Year: 2001
    Customer: Department of Economics, The University of Melbourne
    Report No:: 818
    Publisher: Department of Economics, The University of Melbourne(Melbourne)
    Authors:
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