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 4 21 393
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 0 2 196 1 7 23 439
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 0 15 30 1,925
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 0 0 4 102
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 1 1 2 127 3 10 29 523
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 0 59 0 2 14 206
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 34 0 0 7 121
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 88 0 2 11 214
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 0 6 11 1,172
Information transfer between stock market sectors: A comparison between the USA and China 0 0 3 7 1 4 17 38
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 0 2 7 535
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 0 1 8 459
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 0 1 5 691
The Financial Economics of Gold - a survey 0 0 6 184 5 21 62 380
The Macroeconomic Determinants of Volatility in Precious Metals Markets 0 1 7 272 2 13 51 810
The Recent Internationalisation of Japanese Banks 0 0 0 16 0 6 15 105
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 0 0 2 5 5
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War 0 0 0 0 1 4 19 26
Volatility in the Gold Futures Market 0 0 4 332 11 46 97 980
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 0 0 5 356
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 1 25 0 4 17 117
Total Working Papers 1 2 25 1,824 24 150 458 9,597
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 4 12 383
Addressing COP21 using a stock and oil market integration index 0 0 0 13 0 6 12 73
An analysis of the relationship between foreign direct investment and economic growth 0 0 1 338 0 4 15 1,117
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 0 1 5 235
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 0 114 0 3 18 387
Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective 0 1 1 1 0 2 5 14
Bank internationalization since 1995 0 0 0 0 0 4 11 91
Bank risk shifting and diversification in an emerging market 0 0 6 22 0 4 27 126
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 0 2 0 4 11 15
CONVERTIBLE BOND PRICING MODELS 0 2 12 111 2 14 68 371
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 0 1 3 15
Can inflation predict energy price volatility? 0 0 3 11 2 9 36 62
Can stock market investors hedge energy risk? Evidence from Asia 0 0 0 25 2 8 29 132
Carbon assurance: Does it have an impact on credit ratings? 0 0 1 1 1 6 15 15
Contagion risk in global banking sector 0 0 1 23 1 3 25 112
Convertible debt and asset substitution of multinational corporations 0 0 2 6 2 7 24 55
Corporate yield spreads and real interest rates 1 2 2 33 1 4 5 136
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 0 4 10 17
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 0 6 15 109
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 0 4 9 27
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 0 2 3 31
Determinants of Bank Profitability—Evidence from Vietnam 2 7 31 117 14 43 123 375
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 0 2 5 319
Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development? 0 0 2 2 0 4 18 22
Does ESG certification add firm value? 5 25 94 515 11 48 231 1,282
Does Portfolio Momentum Beat Analyst Advice? 0 0 0 2 1 8 16 20
Does globalization affect credit market controls? 0 0 0 1 0 6 15 25
Does intraday technical trading have predictive power in precious metal markets? 1 5 8 25 6 20 66 138
Does weather, or energy prices, affect carbon prices? 0 2 12 116 2 7 38 344
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 0 1 15 193
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 0 3 9 208
Erratum to "A perspective on credit derivatives" 0 0 0 21 0 1 8 90
Ethical Management Practice in Australia 0 0 0 0 1 3 8 39
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 0 4 6 37
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 0 4 14 25
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 0 2 13 211
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 0 0 4 17 1 3 33 85
Financial crisis, bank diversification, and financial stability: OECD countries 1 3 9 116 1 10 44 457
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 0 2 5 19
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 0 3 7 648
Foreign ownership in emerging stock markets 0 0 3 57 2 9 27 215
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 1 2 8 276
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 5 20 151 258
Hedging stocks with oil 0 0 2 31 2 8 39 108
Informed and uninformed trading on the Australian dollar 0 0 0 33 0 1 4 115
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 0 2 7 377
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 0 1 27 0 3 17 115
International swap market contagion and volatility 0 0 0 16 2 5 14 88
Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka 0 0 0 1 0 1 7 31
Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen 0 0 0 53 0 1 8 159
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 0 4 23 94
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 2 5 18 122 6 24 69 316
Liquidity and Return Relationships in an Emerging Market 0 0 1 90 0 1 8 273
Liquidity, surprise volume and return premia in the oil market 0 0 1 12 0 1 23 90
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 1 20 0 7 43 218
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 0 4 12 353
Metaverse and financial markets: A quantile-time-frequency connectedness analysis 0 0 2 3 0 3 16 23
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 0 0 54 1 3 6 255
Multifractality and value-at-risk forecasting of exchange rates 0 0 0 25 1 4 8 103
New insights into bank asset securitization: The impact of religiosity 0 0 0 2 1 6 25 83
On the economic determinants of the gold–inflation relation 0 4 11 115 1 9 50 327
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 1 3 8 26
Paramater estimation bias and volatility scaling in Black-Scholes option prices 0 0 0 60 0 3 5 211
Price and volatility spillovers across the international steam coal market 0 0 0 7 1 7 19 86
Pricing convertible bonds 1 1 4 55 2 4 19 177
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 1 1 3 11
Sample period selection and long-term dependence: New evidence from the Dow Jones index 0 0 0 1 0 1 5 28
Scaling laws in variance as a measure of long-term dependence 0 0 0 37 0 2 6 186
Scaling relationships of Gaussian processes 0 0 0 12 0 1 7 93
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 0 4 8 170
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment 0 1 3 3 4 15 37 37
Should emerging market investors buy commodities? 1 1 1 3 1 8 17 40
Should you buy gold stocks or paper gold? 0 0 2 3 2 5 29 37
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 0 1 9 202
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 0 0 0 4 19
Strategic insider trading in foreign exchange markets 0 0 1 28 1 10 59 390
Stylized facts of intraday precious metals 0 0 1 2 1 10 24 44
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 1 3 8 17
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 1 3 12 54
Testing the Elasticity of Corporate Yield Spreads 1 1 1 26 1 2 8 89
The Recent Internationalization of Japanese Banks 0 0 1 13 0 1 13 75
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 0 3 13 86
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 0 1 12 143
The determinants of corporate cost of debt during a financial crisis 0 0 2 2 2 10 53 53
The determinates of equity portfolio holdings 0 0 0 25 0 0 7 191
The dynamic linkages between crude oil and natural gas markets 0 2 2 44 2 6 28 209
The dynamics of Australian dollar bonds with different credit qualities 0 0 0 25 0 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 6 581
The financial economics of gold — A survey 5 12 18 113 11 37 88 617
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 0 53 0 11 26 263
The macroeconomic determinants of volatility in precious metals markets 0 2 5 200 6 18 60 699
The structure of gold and silver spread returns 0 0 0 20 2 4 15 94
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 0 0 8 100
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 1 7 43 2 10 39 144
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 0 0 9 168
Time-varying energy and stock market integration in Asia 0 0 1 15 0 6 23 82
Trends in the asset‐liability structure of Australian banks 0 0 0 0 0 4 9 22
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 4 0 1 13 33
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 0 2 8 16
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 0 1 8 24 4 16 54 96
Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 3 0 3 30 35
Volatility in the gold futures market 0 0 1 51 0 3 9 202
What determines the yen swap spread? 0 0 0 19 1 2 10 159
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 0 6 11 95
Which precious metals spill over on which, when and why? Some evidence 0 0 0 10 2 3 15 81
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 0 8 12 353
Total Journal Articles 20 78 287 4,876 120 633 2,474 19,807


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 2 2 6 9
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 0 3 8 10
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 2 11 118
Derivatives Securities Pricing and Modelling 0 0 0 0 0 1 4 5
Encouraging Growth in Asia with Multi-Pillar Financial Systems 0 0 0 0 0 2 5 7
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 2 0 2 20 55
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 0 0 13 0 1 5 55
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 0 5 1 1 8 22
Total Chapters 0 0 0 33 3 14 67 281


Statistics updated 2026-07-10