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 12 14 17 388
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 0 1 195 6 11 14 430
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 7 9 10 1,904
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 1 2 4 100
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 1 1 126 5 11 15 508
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 0 59 6 11 11 203
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 88 6 8 9 211
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 34 4 5 6 120
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 1 4 5 1,166
Information transfer between stock market sectors: A comparison between the USA and China 0 1 3 7 1 5 11 31
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 2 4 7 533
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 3 5 6 457
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 2 2 3 689
The Financial Economics of Gold - a survey 1 2 2 180 12 20 33 346
The Macroeconomic Determinants of Volatility in Precious Metals Markets 1 1 2 267 8 18 32 788
The Recent Internationalisation of Japanese Banks 0 0 0 16 3 6 10 97
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 0 1 1 2 2
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War 0 0 0 0 1 8 14 17
Volatility in the Gold Futures Market 0 1 3 331 7 13 17 899
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 1 4 4 355
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 1 24 4 8 13 109
Total Working Papers 2 6 13 1,811 93 169 243 9,353
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 4 6 10 379
Addressing COP21 using a stock and oil market integration index 0 0 1 13 4 5 6 66
An analysis of the relationship between foreign direct investment and economic growth 0 1 3 338 3 7 20 1,113
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 3 3 5 234
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 0 114 10 12 13 382
Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective 0 0 0 0 0 2 2 11
Bank internationalization since 1995 0 0 0 0 2 6 6 86
Bank risk shifting and diversification in an emerging market 0 2 6 21 5 14 31 120
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 1 2 3 5 8 10
CONVERTIBLE BOND PRICING MODELS 3 5 14 107 11 30 74 351
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 1 2 2 14
Can inflation predict energy price volatility? 1 2 6 11 6 9 27 45
Can stock market investors hedge energy risk? Evidence from Asia 0 0 0 25 2 9 14 116
Carbon assurance: Does it have an impact on credit ratings? 0 1 1 1 2 4 9 9
Contagion risk in global banking sector 0 0 5 23 4 11 24 102
Convertible debt and asset substitution of multinational corporations 0 1 2 6 3 9 17 44
Corporate yield spreads and real interest rates 0 0 1 31 0 0 4 132
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 0 1 4 11
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 3 7 8 101
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 1 1 5 21
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 0 0 1 28
Determinants of Bank Profitability—Evidence from Vietnam 4 11 26 102 14 33 87 304
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 2 2 3 317
Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development? 0 1 2 2 3 10 17 17
Does ESG certification add firm value? 7 24 83 472 25 67 219 1,196
Does Portfolio Momentum Beat Analyst Advice? 0 0 0 2 2 4 8 11
Does globalization affect credit market controls? 0 0 0 1 5 7 10 19
Does intraday technical trading have predictive power in precious metal markets? 0 0 1 17 9 17 25 95
Does weather, or energy prices, affect carbon prices? 2 3 8 109 2 11 30 323
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 6 12 14 191
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 5 6 7 205
Erratum to "A perspective on credit derivatives" 0 0 0 21 3 5 7 89
Ethical Management Practice in Australia 0 0 0 0 2 3 4 35
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 0 1 2 33
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 4 5 8 18
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 5 6 8 205
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 0 3 5 17 6 21 31 78
Financial crisis, bank diversification, and financial stability: OECD countries 0 2 13 112 4 8 56 435
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 1 2 3 17
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 6 6 6 728
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 0 197 1 1 3 643
Foreign ownership in emerging stock markets 1 3 4 57 9 14 17 203
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 3 4 5 273
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 32 80 92 196
Hedging stocks with oil 0 0 2 29 5 14 22 89
Informed and uninformed trading on the Australian dollar 0 0 0 33 2 2 4 114
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 0 1 3 373
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 0 0 26 3 6 12 110
International swap market contagion and volatility 0 0 0 16 2 8 9 83
Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka 0 0 0 1 3 4 5 29
Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen 0 0 0 53 3 5 7 157
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 5 7 13 82
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 3 9 21 117 8 22 47 279
Liquidity and Return Relationships in an Emerging Market 0 0 1 90 3 5 8 272
Liquidity, surprise volume and return premia in the oil market 1 1 3 12 12 14 22 85
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 1 19 11 21 41 206
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 5 8 8 349
Metaverse and financial markets: A quantile-time-frequency connectedness analysis 0 1 2 3 1 9 15 20
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 0 0 54 0 1 3 252
Multifractality and value-at-risk forecasting of exchange rates 0 0 0 25 0 2 3 98
New insights into bank asset securitization: The impact of religiosity 0 0 1 2 3 6 20 71
On the economic determinants of the gold–inflation relation 1 2 15 111 8 20 58 312
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 3 4 5 23
Paramater estimation bias and volatility scaling in Black-Scholes option prices 0 0 0 60 1 1 2 208
Price and volatility spillovers across the international steam coal market 0 0 0 7 4 7 13 77
Pricing convertible bonds 1 1 7 53 4 6 19 170
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 1 2 3 10
Sample period selection and long-term dependence: New evidence from the Dow Jones index 0 0 0 1 0 2 3 26
Scaling laws in variance as a measure of long-term dependence 0 0 0 37 3 4 5 184
Scaling relationships of Gaussian processes 0 0 0 12 4 4 5 91
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 2 2 3 165
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment 0 0 2 2 4 8 17 17
Should emerging market investors buy commodities? 0 0 0 2 2 3 7 29
Should you buy gold stocks or paper gold? 1 1 3 3 7 12 26 28
Small Firm Behaviour in Sri Lanka 0 0 0 47 0 2 2 245
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 43 5 5 7 198
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 0 2 2 5 18
Strategic insider trading in foreign exchange markets 0 0 3 28 12 27 52 367
Stylized facts of intraday precious metals 0 1 1 2 6 11 12 31
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 3 3 4 13
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 3 5 9 49
Testing the Elasticity of Corporate Yield Spreads 0 0 0 25 3 4 6 86
The Recent Internationalization of Japanese Banks 0 1 1 13 6 10 11 73
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 6 7 8 81
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 4 6 9 139
The determinants of corporate cost of debt during a financial crisis 0 0 1 1 8 14 26 26
The determinates of equity portfolio holdings 0 0 0 25 2 5 5 189
The dynamic linkages between crude oil and natural gas markets 0 0 0 42 3 12 23 199
The dynamics of Australian dollar bonds with different credit qualities 0 0 0 25 2 2 2 238
The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration 0 0 0 143 3 4 7 581
The financial economics of gold — A survey 1 4 5 100 6 21 51 567
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 1 53 5 11 13 249
The macroeconomic determinants of volatility in precious metals markets 0 0 3 196 8 20 43 671
The structure of gold and silver spread returns 0 0 0 20 3 6 13 88
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 2 4 7 98
Time for gift giving: Abnormal share repurchase returns and uncertainty 1 3 7 40 4 15 31 125
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 5 6 8 167
Time-varying energy and stock market integration in Asia 0 1 1 15 6 11 17 75
Trends in the asset‐liability structure of Australian banks 0 0 0 0 3 4 5 18
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 4 8 9 12 30
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 2 5 6 14
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 0 1 11 21 7 17 45 71
Volatility impacts on the European banking sector: GFC and COVID-19 0 0 1 3 8 16 25 29
Volatility in the gold futures market 0 0 1 51 2 4 5 198
What determines the yen swap spread? 0 0 0 19 3 5 10 157
What drives the term and risk structure of Japanese bonds? 0 0 0 34 2 4 6 142
When Kamay Met Hill: Organisational Ethics in Practice 0 0 0 11 3 5 6 89
Which precious metals spill over on which, when and why? Some evidence 0 0 3 10 7 10 14 76
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 3 4 4 345
Total Journal Articles 27 85 280 4,747 480 974 1,869 18,757


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 3 5 7
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 1 2 3 5
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 3 5 9 116
Derivatives Securities Pricing and Modelling 0 0 0 0 1 1 1 2
Encouraging Growth in Asia with Multi-Pillar Financial Systems 0 0 0 0 2 3 3 5
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 2 6 8 12 46
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 0 0 13 1 1 4 52
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 0 5 0 1 3 16
Total Chapters 0 0 0 33 16 24 40 249


Statistics updated 2026-02-12