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 0 61 0 0 1 372
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 0 0 194 0 0 3 416
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 0 0 2 1,895
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 0 1 3 98
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 0 0 125 0 1 5 494
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 0 59 0 0 0 192
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 88 0 0 1 203
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 34 0 0 1 114
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 0 0 0 1,161
Information transfer between stock market sectors: A comparison between the USA and China 0 0 0 4 0 1 2 21
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 1 1 2 528
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 0 0 1 451
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 0 0 1 686
The Financial Economics of Gold - a survey 0 0 3 178 2 4 14 318
The Macroeconomic Determinants of Volatility in Precious Metals Markets 0 0 2 265 0 2 7 758
The Recent Internationalisation of Japanese Banks 0 0 0 16 0 2 6 89
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 0 0 0 0 0
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War 0 0 0 0 1 2 5 6
Volatility in the Gold Futures Market 0 0 0 328 0 0 2 883
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 0 0 3 351
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 1 1 1 24 2 3 6 100
Total Working Papers 1 1 6 1,799 6 17 65 9,136
5 registered items for which data could not be found


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 1 168 0 2 2 371
Addressing COP21 using a stock and oil market integration index 1 1 2 13 1 1 3 61
An analysis of the relationship between foreign direct investment and economic growth 0 0 6 337 2 3 17 1,100
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 0 0 1 230
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 1 114 0 0 3 369
Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective 0 0 0 0 0 0 0 9
Bank internationalization since 1995 0 0 0 0 0 0 0 80
Bank risk shifting and diversification in an emerging market 1 1 1 16 1 6 15 97
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 1 2 0 1 2 4
CONVERTIBLE BOND PRICING MODELS 1 3 13 98 5 12 34 294
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 0 0 0 12
Can inflation predict energy price volatility? 2 3 3 8 2 4 15 24
Can stock market investors hedge energy risk? Evidence from Asia 0 0 1 25 0 0 3 103
Contagion risk in global banking sector 1 3 6 22 1 6 10 86
Convertible debt and asset substitution of multinational corporations 0 0 1 4 1 2 9 31
Corporate yield spreads and real interest rates 0 0 1 30 0 0 4 129
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 0 0 0 7
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 0 0 0 93
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 0 0 1 17
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 0 0 1 28
Determinants of Bank Profitability—Evidence from Vietnam 1 5 23 83 5 18 68 240
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 0 0 0 314
Does ESG certification add firm value? 5 17 85 413 16 41 205 1,034
Does globalization affect credit market controls? 0 0 0 1 0 1 2 10
Does intraday technical trading have predictive power in precious metal markets? 1 1 1 17 1 1 4 72
Does weather, or energy prices, affect carbon prices? 1 2 14 104 2 7 44 301
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 0 0 2 178
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 0 1 1 199
Erratum to "A perspective on credit derivatives" 0 0 0 21 0 0 0 82
Ethical Management Practice in Australia 0 0 0 0 0 0 0 31
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 0 0 0 31
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 1 1 1 11
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 1 1 1 198
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 0 1 2 13 2 5 13 52
Financial crisis, bank diversification, and financial stability: OECD countries 2 7 20 107 8 21 68 404
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 0 0 0 14
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 0 0 2 722
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 1 197 0 0 3 641
Foreign ownership in emerging stock markets 0 0 1 53 1 1 8 187
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 0 0 1 268
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 1 1 6 107
Hedging stocks with oil 0 2 6 29 0 2 11 69
Informed and uninformed trading on the Australian dollar 0 0 0 33 0 0 1 111
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 0 0 0 370
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 0 0 26 0 0 0 98
International swap market contagion and volatility 0 0 0 16 0 0 0 74
Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka 0 0 0 1 0 0 0 24
Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen 0 0 1 53 0 0 2 150
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 0 0 3 69
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 1 4 20 100 2 11 36 243
Liquidity and Return Relationships in an Emerging Market 0 0 1 89 0 0 6 265
Liquidity, surprise volume and return premia in the oil market 0 1 2 11 0 1 4 66
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 3 19 2 5 62 174
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 0 0 1 341
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 0 0 54 0 0 0 249
Multifractality and value-at-risk forecasting of exchange rates 0 0 0 25 0 0 0 95
New insights into bank asset securitization: The impact of religiosity 1 1 2 2 1 2 7 55
On the economic determinants of the gold–inflation relation 0 6 21 103 3 15 46 273
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 0 0 0 18
Paramater estimation bias and volatility scaling in Black-Scholes option prices 0 0 0 60 0 0 0 206
Price and volatility spillovers across the international steam coal market 0 0 0 7 2 3 3 67
Pricing convertible bonds 0 3 9 51 0 3 19 158
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 1 1 1 8
Sample period selection and long-term dependence: New evidence from the Dow Jones index 0 0 0 1 0 0 0 23
Scaling laws in variance as a measure of long-term dependence 0 0 0 37 0 0 0 179
Scaling relationships of Gaussian processes 0 0 0 12 0 0 0 86
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 0 0 1 162
Should emerging market investors buy commodities? 0 0 0 2 0 0 1 23
Small Firm Behaviour in Sri Lanka 0 0 0 47 0 0 0 243
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 0 0 1 3 15
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 43 0 2 2 193
Strategic insider trading in foreign exchange markets 0 1 4 26 3 9 55 327
Stylized facts of intraday precious metals 0 0 0 1 0 1 2 20
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 0 0 1 9
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 0 1 3 41
Testing the Elasticity of Corporate Yield Spreads 0 0 0 25 1 1 2 81
The Recent Internationalization of Japanese Banks 0 0 0 12 0 0 0 62
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 0 0 0 73
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 0 0 1 131
The determinates of equity portfolio holdings 0 0 0 25 0 0 0 184
The dynamic linkages between crude oil and natural gas markets 0 0 4 42 0 1 18 180
The dynamics of Australian dollar bonds with different credit qualities 0 0 0 25 0 0 0 236
The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration 0 0 0 143 1 1 1 575
The financial economics of gold — A survey 0 0 3 95 5 9 33 529
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 2 53 0 0 7 237
The macroeconomic determinants of volatility in precious metals markets 0 2 10 195 2 7 29 639
The structure of gold and silver spread returns 0 0 0 20 0 1 9 79
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 0 1 1 92
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 2 5 35 1 6 18 102
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 0 0 0 159
Time-varying energy and stock market integration in Asia 0 0 0 14 0 0 1 59
Trends in the asset‐liability structure of Australian banks 0 0 0 0 0 0 4 13
Twitter matters for metaverse stocks amid economic uncertainty 0 0 3 4 1 1 9 19
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 0 0 0 8
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 2 4 7 14 7 9 21 36
Volatility impacts on the European banking sector: GFC and COVID-19 0 1 3 3 0 1 4 5
Volatility in the gold futures market 0 0 0 50 0 0 0 193
What determines the yen swap spread? 0 0 1 19 0 1 3 148
What drives the term and risk structure of Japanese bonds? 0 0 0 34 0 0 0 136
When Kamay Met Hill: Organisational Ethics in Practice 0 0 1 11 0 0 3 83
Which precious metals spill over on which, when and why? Some evidence 3 3 4 10 4 4 8 66
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 0 0 0 341
Total Journal Articles 23 75 296 4,562 87 236 991 17,211


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Equilibrium Relationships between Issuers in the Asia Pacific Region 0 0 0 0 0 0 0 0
Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century 0 0 0 1 1 1 2 3
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 0 0 0 2
Comments on Qianying Chen, Andrew Filardo, Dong He and Feng Zhu's paper "The impact of central bank balance sheet policies on the emerging economies" 0 0 0 11 0 0 1 107
Derivatives Securities Pricing and Modelling 0 0 0 0 0 0 0 1
Encouraging Growth in Asia with Multi-Pillar Financial Systems 0 0 0 0 0 0 0 2
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 1 2 0 0 3 35
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 0 1 13 0 2 3 50
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 2 5 0 1 5 14
Total Chapters 0 0 4 33 1 4 14 214


Statistics updated 2025-06-06