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 3 4 20 392
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 1 2 196 5 7 21 437
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 13 19 28 1,923
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 0 2 4 102
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 0 1 126 7 12 26 520
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 0 59 0 1 12 204
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 34 0 1 7 121
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 88 1 2 10 213
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 5 5 10 1,171
Information transfer between stock market sectors: A comparison between the USA and China 0 0 3 7 3 6 16 37
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 2 2 8 535
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 1 2 8 459
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 1 2 5 691
The Financial Economics of Gold - a survey 0 4 6 184 13 26 56 372
The Macroeconomic Determinants of Volatility in Precious Metals Markets 1 5 7 272 8 17 47 805
The Recent Internationalisation of Japanese Banks 0 0 0 16 6 8 16 105
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 0 2 3 5 5
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War 0 0 0 0 3 8 20 25
Volatility in the Gold Futures Market 0 1 4 332 18 53 69 952
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 0 1 5 356
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 1 2 25 3 7 18 116
Total Working Papers 1 12 25 1,823 94 188 411 9,541
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 0 0 168 1 1 9 380
Addressing COP21 using a stock and oil market integration index 0 0 1 13 4 5 11 71
An analysis of the relationship between foreign direct investment and economic growth 0 0 1 338 3 3 18 1,116
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 1 1 5 235
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 0 114 2 4 17 386
Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective 1 1 1 1 2 3 5 14
Bank internationalization since 1995 0 0 0 0 3 4 10 90
Bank risk shifting and diversification in an emerging market 0 1 7 22 3 5 29 125
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 0 2 2 3 9 13
CONVERTIBLE BOND PRICING MODELS 0 2 12 109 9 15 77 366
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 0 0 2 14
Can inflation predict energy price volatility? 0 0 5 11 5 13 36 58
Can stock market investors hedge energy risk? Evidence from Asia 0 0 0 25 2 10 23 126
Carbon assurance: Does it have an impact on credit ratings? 0 0 1 1 3 3 12 12
Contagion risk in global banking sector 0 0 2 23 2 9 26 111
Convertible debt and asset substitution of multinational corporations 0 0 2 6 5 9 23 53
Corporate yield spreads and real interest rates 0 0 1 31 0 0 3 132
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 3 5 9 16
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 6 8 16 109
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 3 5 9 26
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 1 2 2 30
Determinants of Bank Profitability—Evidence from Vietnam 2 10 30 112 18 46 115 350
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 2 2 5 319
Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development? 0 0 2 2 2 3 19 20
Does ESG certification add firm value? 7 25 89 497 16 54 232 1,250
Does Portfolio Momentum Beat Analyst Advice? 0 0 0 2 5 6 14 17
Does globalization affect credit market controls? 0 0 0 1 5 5 14 24
Does intraday technical trading have predictive power in precious metal markets? 4 7 8 24 12 35 59 130
Does weather, or energy prices, affect carbon prices? 0 5 11 114 0 14 38 337
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 1 2 15 193
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 3 3 9 208
Erratum to "A perspective on credit derivatives" 0 0 0 21 1 1 8 90
Ethical Management Practice in Australia 0 0 0 0 1 2 6 37
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 4 4 6 37
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 3 6 14 24
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 2 6 14 211
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 0 0 4 17 2 6 34 84
Financial crisis, bank diversification, and financial stability: OECD countries 1 2 9 114 4 16 55 451
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 1 1 4 18
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 0 0 6 728
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 0 197 3 5 7 648
Foreign ownership in emerging stock markets 0 0 4 57 4 7 24 210
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 1 2 7 275
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 7 49 139 245
Hedging stocks with oil 0 2 2 31 3 14 34 103
Informed and uninformed trading on the Australian dollar 0 0 0 33 1 1 4 115
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 2 4 7 377
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 1 1 27 2 4 16 114
International swap market contagion and volatility 0 0 0 16 3 3 12 86
Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka 0 0 0 1 1 2 7 31
Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen 0 0 0 53 1 2 9 159
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 4 12 25 94
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 3 3 21 120 11 24 62 303
Liquidity and Return Relationships in an Emerging Market 0 0 1 90 1 1 8 273
Liquidity, surprise volume and return premia in the oil market 0 0 1 12 1 5 24 90
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 1 1 20 6 11 45 217
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 4 4 12 353
Metaverse and financial markets: A quantile-time-frequency connectedness analysis 0 0 2 3 3 3 18 23
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 0 0 54 2 2 5 254
Multifractality and value-at-risk forecasting of exchange rates 0 0 0 25 2 3 6 101
New insights into bank asset securitization: The impact of religiosity 0 0 1 2 3 9 26 80
On the economic determinants of the gold–inflation relation 1 1 9 112 2 8 50 320
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 1 1 6 24
Paramater estimation bias and volatility scaling in Black-Scholes option prices 0 0 0 60 3 3 5 211
Price and volatility spillovers across the international steam coal market 0 0 0 7 3 5 17 82
Pricing convertible bonds 0 1 3 54 2 5 17 175
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 0 0 3 10
Sample period selection and long-term dependence: New evidence from the Dow Jones index 0 0 0 1 1 2 5 28
Scaling laws in variance as a measure of long-term dependence 0 0 0 37 2 2 7 186
Scaling relationships of Gaussian processes 0 0 0 12 1 2 7 93
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 3 4 7 169
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment 0 0 2 2 8 13 30 30
Should emerging market investors buy commodities? 0 0 0 2 6 9 15 38
Should you buy gold stocks or paper gold? 0 0 3 3 3 7 29 35
Small Firm Behaviour in Sri Lanka 0 0 0 47 0 0 2 245
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 43 1 4 9 202
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 0 0 1 4 19
Strategic insider trading in foreign exchange markets 0 0 2 28 7 20 63 387
Stylized facts of intraday precious metals 0 0 1 2 9 12 23 43
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 1 2 6 15
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 0 2 10 51
Testing the Elasticity of Corporate Yield Spreads 0 0 0 25 1 2 8 88
The Recent Internationalization of Japanese Banks 0 0 1 13 1 2 13 75
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 2 4 12 85
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 1 4 12 143
The determinants of corporate cost of debt during a financial crisis 0 1 2 2 6 23 49 49
The determinates of equity portfolio holdings 0 0 0 25 0 2 7 191
The dynamic linkages between crude oil and natural gas markets 1 1 1 43 3 7 26 206
The dynamics of Australian dollar bonds with different credit qualities 0 0 0 25 3 3 5 241
The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration 0 0 0 143 0 0 7 581
The financial economics of gold — A survey 3 4 9 104 14 27 70 594
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 0 53 11 14 26 263
The macroeconomic determinants of volatility in precious metals markets 1 3 4 199 9 19 53 690
The structure of gold and silver spread returns 0 0 0 20 1 3 12 91
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 0 2 8 100
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 2 7 42 3 12 36 137
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 0 1 9 168
Time-varying energy and stock market integration in Asia 0 0 1 15 3 4 20 79
Trends in the asset‐liability structure of Australian banks 0 0 0 0 4 4 9 22
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 4 1 3 15 33
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 2 2 8 16
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 0 2 11 23 3 12 54 83
Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 3 3 6 30 35
Volatility in the gold futures market 0 0 1 51 1 2 7 200
What determines the yen swap spread? 0 0 0 19 1 1 10 158
What drives the term and risk structure of Japanese bonds? 0 0 0 34 0 0 6 142
When Kamay Met Hill: Organisational Ethics in Practice 0 0 0 11 3 3 9 92
Which precious metals spill over on which, when and why? Some evidence 0 0 3 10 1 3 17 79
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 8 8 12 353
Total Journal Articles 24 75 280 4,822 345 762 2,380 19,519


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 0 0 5 7
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 1 3 6 8
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 2 2 11 118
Derivatives Securities Pricing and Modelling 0 0 0 0 1 3 4 5
Encouraging Growth in Asia with Multi-Pillar Financial Systems 0 0 0 0 2 2 5 7
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 2 1 8 19 54
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 0 0 13 1 3 5 55
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 0 5 0 5 7 21
Total Chapters 0 0 0 33 8 26 62 275


Statistics updated 2026-05-06