Access Statistics for Jonathan Andrew Batten

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Pure Test for the Elasticity of Yield Spreads 0 0 12 42 5 14 61 254
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 10 20 72 245 35 96 341 1,214
Credit Spread Dynamics: Evidence from Latin America 0 1 5 5 1 4 15 15
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 1 3 25 64 8 20 92 259
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 9 47 1 2 29 138
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 8 26 99 962
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 3 7 40 455
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 1 3 14 408
Scaling Foreign Exchange Volatility 0 4 9 9 0 4 15 15
Scaling Relationships of Gaussian Processes 1 1 1 1 1 1 7 7
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 4 11 45 620
The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets 1 2 5 5 2 3 15 15
The Macroeconomic Determinants of Volatility in Precious Metals Markets 5 8 51 67 8 17 109 156
The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data 1 3 7 7 2 9 20 20
Volatility in the Gold Futures Market 5 7 46 108 10 26 139 297
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 2 6 27 292
Total Working Papers 24 49 242 607 91 249 1,068 5,127

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A perspective on credit derivatives 0 1 13 125 1 4 26 226
An analysis of the relationship between foreign direct investment and economic growth 7 15 15 15 16 39 40 40
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 1 2 14 2 5 13 83
Are the East Asian markets integrated? Evidence from the ICAPM 1 1 5 81 1 2 19 249
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 9 45 2 4 29 187
Domestic Bond Market Development: The Arirang Bond Experience in Korea 1 2 7 7 3 5 16 16
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 1 1 10 35 1 4 35 100
Erratum to "A perspective on credit derivatives" 0 0 1 14 0 0 1 51
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 3 3 2 4 22 29
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 2 31 1 2 14 101
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 1 4 17 154 7 18 80 555
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 1 6 48 0 4 29 191
Informed and uninformed trading on the Australian dollar 1 2 6 29 1 2 12 82
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 1 3 8 74 1 6 31 264
Measuring credit spreads: evidence from Australian Eurobonds 2 4 11 63 4 8 38 207
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 3 12 37 0 4 26 168
Paramater estimation bias and volatility scaling in Black-Scholes option prices 1 1 9 40 1 1 20 142
Scaling laws in variance as a measure of long-term dependence 0 0 4 29 1 2 16 138
Scaling relationships of Gaussian processes 0 0 1 10 0 0 2 48
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 2 3 4 40 2 3 8 116
Small Firm Behaviour in Sri Lanka 2 4 6 35 7 9 28 160
Testing the Elasticity of Corporate Yield Spreads 4 7 7 7 5 10 10 10
The credit spread dynamics of Latin American euro issues in international bond markets 1 3 10 21 5 11 37 54
The dynamics of Australian dollar bonds with different credit qualities 0 2 3 15 1 3 37 159
The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration 2 2 10 129 2 3 38 520
Time variation in the credit spreads on Australian Eurobonds 0 1 2 22 0 2 5 80
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 1 2 3 76 2 4 15 279
What drives the term and risk structure of Japanese bonds? 0 0 4 31 1 2 9 89
Why Japan Needs to Develop its Corporate Bond Market 0 2 16 105 5 8 45 247
Total Journal Articles 28 65 206 1,335 74 169 701 4,591
1 registered items for which data could not be found
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Statistics updated 2009-11-04