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 2 5 376
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 0 1 195 3 5 8 424
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 1 2 3 1,897
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 1 1 3 99
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 1 1 126 4 7 10 503
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 0 59 2 5 5 197
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 88 2 2 3 205
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 34 0 2 2 116
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 2 4 4 1,165
Information transfer between stock market sectors: A comparison between the USA and China 0 1 3 7 1 7 10 30
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 1 3 5 531
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 1 2 4 454
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 0 0 2 687
The Financial Economics of Gold - a survey 0 1 1 179 5 10 22 334
The Macroeconomic Determinants of Volatility in Precious Metals Markets 0 0 1 266 7 15 25 780
The Recent Internationalisation of Japanese Banks 0 0 0 16 1 3 9 94
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 0 0 1 1 1
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War 0 0 0 0 3 8 13 16
Volatility in the Gold Futures Market 0 2 3 331 2 7 10 892
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 3 3 5 354
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 1 24 3 4 9 105
Total Working Papers 0 5 11 1,809 42 93 158 9,260
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 1 168 1 2 6 375
Addressing COP21 using a stock and oil market integration index 0 0 1 13 0 1 2 62
An analysis of the relationship between foreign direct investment and economic growth 0 1 4 338 3 6 21 1,110
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 0 1 2 231
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 0 114 0 2 4 372
Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective 0 0 0 0 2 2 2 11
Bank internationalization since 1995 0 0 0 0 2 4 4 84
Bank risk shifting and diversification in an emerging market 2 3 6 21 3 13 27 115
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 1 2 1 2 5 7
CONVERTIBLE BOND PRICING MODELS 1 3 11 104 11 25 66 340
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 1 1 1 13
Can inflation predict energy price volatility? 1 1 5 10 1 4 23 39
Can stock market investors hedge energy risk? Evidence from Asia 0 0 0 25 1 10 12 114
Carbon assurance: Does it have an impact on credit ratings? 1 1 1 1 2 5 7 7
Contagion risk in global banking sector 0 0 5 23 2 8 20 98
Convertible debt and asset substitution of multinational corporations 0 1 3 6 4 7 17 41
Corporate yield spreads and real interest rates 0 0 1 31 0 0 5 132
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 1 2 4 11
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 1 4 5 98
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 0 1 4 20
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 0 0 1 28
Determinants of Bank Profitability—Evidence from Vietnam 0 11 27 98 5 26 81 290
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 0 0 1 315
Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development? 0 2 2 2 3 10 14 14
Does ESG certification add firm value? 9 20 82 465 23 60 205 1,171
Does Portfolio Momentum Beat Analyst Advice? 0 0 0 2 0 3 6 9
Does globalization affect credit market controls? 0 0 0 1 2 2 5 14
Does intraday technical trading have predictive power in precious metal markets? 0 0 1 17 5 12 17 86
Does weather, or energy prices, affect carbon prices? 0 2 6 107 4 12 30 321
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 2 7 9 185
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 1 1 2 200
Erratum to "A perspective on credit derivatives" 0 0 0 21 1 3 4 86
Ethical Management Practice in Australia 0 0 0 0 1 1 2 33
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 1 1 2 33
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 1 2 4 14
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 0 2 3 200
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 1 4 5 17 6 17 26 72
Financial crisis, bank diversification, and financial stability: OECD countries 1 4 14 112 2 10 56 431
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 0 1 2 16
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 0 0 0 722
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 1 197 0 1 3 642
Foreign ownership in emerging stock markets 1 2 3 56 4 5 8 194
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 0 1 2 270
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 41 54 60 164
Hedging stocks with oil 0 0 2 29 5 12 18 84
Informed and uninformed trading on the Australian dollar 0 0 0 33 0 1 2 112
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 0 3 3 373
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 0 0 26 2 8 9 107
International swap market contagion and volatility 0 0 0 16 3 7 7 81
Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka 0 0 0 1 1 2 2 26
Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen 0 0 0 53 0 2 4 154
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 0 3 8 77
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 3 9 19 114 9 19 41 271
Liquidity and Return Relationships in an Emerging Market 0 0 1 90 0 2 6 269
Liquidity, surprise volume and return premia in the oil market 0 0 2 11 0 4 10 73
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 1 19 4 15 32 195
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 0 3 3 344
Metaverse and financial markets: A quantile-time-frequency connectedness analysis 0 2 2 3 5 9 14 19
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 0 0 54 0 3 3 252
Multifractality and value-at-risk forecasting of exchange rates 0 0 0 25 2 3 3 98
New insights into bank asset securitization: The impact of religiosity 0 0 1 2 1 7 17 68
On the economic determinants of the gold–inflation relation 1 2 17 110 7 16 56 304
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 0 1 2 20
Paramater estimation bias and volatility scaling in Black-Scholes option prices 0 0 0 60 0 1 1 207
Price and volatility spillovers across the international steam coal market 0 0 0 7 0 5 9 73
Pricing convertible bonds 0 0 7 52 2 4 18 166
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 1 1 2 9
Sample period selection and long-term dependence: New evidence from the Dow Jones index 0 0 0 1 1 3 3 26
Scaling laws in variance as a measure of long-term dependence 0 0 0 37 0 1 2 181
Scaling relationships of Gaussian processes 0 0 0 12 0 0 1 87
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 0 0 1 163
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment 0 0 2 2 2 5 13 13
Should emerging market investors buy commodities? 0 0 0 2 1 3 5 27
Should you buy gold stocks or paper gold? 0 1 2 2 2 10 20 21
Small Firm Behaviour in Sri Lanka 0 0 0 47 1 2 2 245
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 0 0 0 3 16
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 43 0 0 2 193
Strategic insider trading in foreign exchange markets 0 1 3 28 12 19 44 355
Stylized facts of intraday precious metals 1 1 1 2 5 5 6 25
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 0 0 1 10
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 0 3 7 46
Testing the Elasticity of Corporate Yield Spreads 0 0 0 25 1 2 4 83
The Recent Internationalization of Japanese Banks 1 1 1 13 1 4 5 67
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 1 2 2 75
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 2 4 5 135
The determinants of corporate cost of debt during a financial crisis 0 1 1 1 2 11 18 18
The determinates of equity portfolio holdings 0 0 0 25 1 3 3 187
The dynamic linkages between crude oil and natural gas markets 0 0 0 42 2 13 22 196
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 3 4 578
The financial economics of gold — A survey 1 4 5 99 9 22 50 561
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 1 53 3 6 9 244
The macroeconomic determinants of volatility in precious metals markets 0 0 4 196 10 15 38 663
The structure of gold and silver spread returns 0 0 0 20 2 5 10 85
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 1 2 5 96
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 3 6 39 4 14 28 121
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 1 2 3 162
Time-varying energy and stock market integration in Asia 1 1 1 15 4 8 11 69
Trends in the asset‐liability structure of Australian banks 0 0 0 0 1 2 3 15
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 4 1 2 6 22
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 2 3 4 12
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 1 2 11 21 4 15 38 64
Volatility impacts on the European banking sector: GFC and COVID-19 0 0 1 3 4 11 17 21
Volatility in the gold futures market 0 0 1 51 0 2 3 196
What determines the yen swap spread? 0 0 0 19 1 3 8 154
What drives the term and risk structure of Japanese bonds? 0 0 0 34 2 3 4 140
When Kamay Met Hill: Organisational Ethics in Practice 0 0 0 11 1 2 3 86
Which precious metals spill over on which, when and why? Some evidence 0 0 3 10 2 3 7 69
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 0 1 1 342
Total Journal Articles 26 83 275 4,720 266 676 1,471 18,277


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 1 3 5
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 1 2 2 4
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 1 4 6 113
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 1 1 3
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 2 0 3 6 40
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 0 0 13 0 0 3 51
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 1 5 1 1 4 16
Total Chapters 0 0 1 33 3 12 25 233


Statistics updated 2026-01-09