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 0 371
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 0 1 194 1 2 6 415
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 0 0 2 1,893
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 0 0 1 95
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 0 0 125 0 0 0 489
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 1 34 0 1 3 114
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 1 88 0 0 2 202
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 0 0 1 1,161
Information transfer between stock market sectors: A comparison between the USA and China 0 0 0 4 0 0 1 19
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 0 0 0 526
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 0 0 0 450
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 0 0 0 685
The Financial Economics of Gold - a survey 1 2 4 177 2 5 13 309
The Macroeconomic Determinants of Volatility in Precious Metals Markets 1 2 2 265 1 3 7 754
The Recent Internationalisation of Japanese Banks 0 0 1 16 0 0 3 83
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 3 3
Volatility in the Gold Futures Market 0 0 1 328 0 1 5 882
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 0 0 0 348
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 0 23 1 1 2 95
Total Working Papers 2 4 11 1,797 6 15 49 9,086
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 0 167 0 0 3 369
Addressing COP21 using a stock and oil market integration index 0 1 1 12 0 1 5 59
An analysis of the relationship between foreign direct investment and economic growth 1 1 2 332 1 2 11 1,085
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 0 0 0 229
Are the East Asian markets integrated? Evidence from the ICAPM 0 1 2 114 0 2 4 368
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 1 80
Bank risk shifting and diversification in an emerging market 0 0 1 15 0 2 11 84
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 0 1 0 0 0 2
CONVERTIBLE BOND PRICING MODELS 1 4 16 89 1 6 26 266
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 0 0 0 12
Can inflation predict energy price volatility? 0 0 5 5 1 2 11 11
Can stock market investors hedge energy risk? Evidence from Asia 0 0 1 24 0 1 4 101
Contagion risk in global banking sector 0 1 3 17 0 1 8 77
Convertible debt and asset substitution of multinational corporations 0 0 0 3 0 1 4 23
Corporate yield spreads and real interest rates 0 0 1 29 0 0 2 125
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 1 1 0 0 7 7
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 0 0 2 93
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 0 0 0 16
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 0 0 0 27
Determinants of Bank Profitability—Evidence from Vietnam 2 4 24 64 6 14 62 186
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 0 0 0 314
Does ESG certification add firm value? 10 31 127 359 22 72 324 901
Does globalization affect credit market controls? 0 0 1 1 0 0 6 8
Does intraday technical trading have predictive power in precious metal markets? 0 0 2 16 1 1 6 69
Does weather, or energy prices, affect carbon prices? 1 4 28 94 3 16 78 273
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 0 0 1 176
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 0 0 0 198
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 2 31
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 0 0 3 31
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 0 0 0 10
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 2 54 0 0 2 197
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 0 0 2 11 0 3 13 42
Financial crisis, bank diversification, and financial stability: OECD countries 1 4 20 91 3 14 63 350
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 1 2 0 0 1 14
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 0 0 1 720
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 3 196 0 0 4 638
Foreign ownership in emerging stock markets 0 0 4 52 0 1 12 180
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 1 1 1 268
Gold and silver manipulation: What can be empirically verified? 0 0 1 13 0 0 2 101
Hedging stocks with oil 0 1 13 24 0 2 30 60
Informed and uninformed trading on the Australian dollar 0 0 0 33 0 0 0 110
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 1 89 0 0 2 370
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 1 1 53 0 1 1 149
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 0 0 1 66
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 0 3 14 83 0 5 28 212
Liquidity and Return Relationships in an Emerging Market 0 0 2 88 1 1 8 260
Liquidity, surprise volume and return premia in the oil market 0 0 0 9 0 1 2 63
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 1 16 24 35 59 147
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 0 0 0 340
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 3 25 0 0 4 95
New insights into bank asset securitization: The impact of religiosity 0 0 0 0 0 0 11 48
On the economic determinants of the gold–inflation relation 0 3 11 85 0 5 23 232
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 0 0 2 64
Pricing convertible bonds 0 0 4 42 0 2 8 141
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 0 0 1 7
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 1 1 2 162
Should emerging market investors buy commodities? 0 0 0 2 0 0 2 22
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 0 0 12
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 2 43 0 0 3 191
Strategic insider trading in foreign exchange markets 0 1 4 23 8 17 61 289
Stylized facts of intraday precious metals 0 0 1 1 0 0 4 18
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 0 0 0 8
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 0 0 2 38
Testing the Elasticity of Corporate Yield Spreads 0 0 0 25 0 0 0 79
The Recent Internationalization of Japanese Banks 0 0 0 12 0 0 1 62
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 0 0 1 73
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 0 0 0 130
The determinates of equity portfolio holdings 0 0 0 25 0 0 0 184
The dynamic linkages between crude oil and natural gas markets 1 2 9 40 4 6 21 168
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 0 0 1 574
The financial economics of gold — A survey 0 1 10 93 3 6 47 502
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 3 51 0 1 12 231
The macroeconomic determinants of volatility in precious metals markets 2 2 9 187 3 5 30 615
The structure of gold and silver spread returns 0 0 1 20 0 0 2 70
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 1 27 0 0 1 91
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 0 6 30 0 3 18 87
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 0 0 1 159
Time-varying energy and stock market integration in Asia 0 0 0 14 0 0 3 58
Trends in the asset‐liability structure of Australian banks 0 0 0 0 0 3 3 12
Twitter matters for metaverse stocks amid economic uncertainty 0 1 2 2 2 3 13 13
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 1 1 0 0 2 8
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 0 3 10 10 1 8 23 23
Volatility impacts on the European banking sector: GFC and COVID-19 0 1 1 1 0 2 3 3
Volatility in the gold futures market 0 0 1 50 0 0 1 193
What determines the yen swap spread? 0 1 2 19 0 1 2 146
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 1 1 2 11 1 2 4 82
Which precious metals spill over on which, when and why? Some evidence 0 0 0 6 0 0 1 58
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 0 0 0 341
Total Journal Articles 20 72 363 4,338 87 250 1,124 16,470


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 1 1 0 1 2 2
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 1 1 0 0 2 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 1 106
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 2 2
Foreign Bond Markets and Financial Market Development: International Perspectives 0 1 2 2 0 2 4 34
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 1 1 13 0 1 3 48
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 1 4 4 0 1 6 10
Total Chapters 0 3 9 32 0 5 20 205


Statistics updated 2024-09-04