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 1 2 3 374
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 1 1 1 195 1 3 3 419
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 0 0 1 1,895
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 0 0 2 98
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 0 0 125 1 2 5 496
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 0 34 0 0 0 114
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 88 0 0 1 203
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 0 0 0 1,161
Information transfer between stock market sectors: A comparison between the USA and China 0 2 2 6 0 2 3 23
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 0 0 2 528
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 0 1 2 452
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 0 1 2 687
The Financial Economics of Gold - a survey 0 0 1 178 4 6 13 324
The Macroeconomic Determinants of Volatility in Precious Metals Markets 1 1 1 266 1 6 10 765
The Recent Internationalisation of Japanese Banks 0 0 0 16 0 1 8 91
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 0 1 5 8
Volatility in the Gold Futures Market 1 1 1 329 1 2 3 885
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges 0 0 0 0 0 0 3 351
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 1 24 0 1 6 101
Total Working Papers 3 5 7 1,804 9 28 72 9,167
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 0 2 4 373
Addressing COP21 using a stock and oil market integration index 0 0 1 13 0 0 2 61
An analysis of the relationship between foreign direct investment and economic growth 0 0 5 337 0 2 19 1,104
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 0 0 1 230
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 0 114 0 1 2 370
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 0 80
Bank risk shifting and diversification in an emerging market 1 2 3 18 2 3 17 102
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 1 2 0 1 3 5
CONVERTIBLE BOND PRICING MODELS 0 2 11 101 2 12 46 315
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 0 0 0 12
Can inflation predict energy price volatility? 0 1 4 9 4 9 23 35
Can stock market investors hedge energy risk? Evidence from Asia 0 0 1 25 1 1 3 104
Carbon assurance: Does it have an impact on credit ratings? 0 0 0 0 0 2 2 2
Contagion risk in global banking sector 0 1 6 23 1 3 13 90
Convertible debt and asset substitution of multinational corporations 1 1 2 5 2 3 11 34
Corporate yield spreads and real interest rates 0 0 1 31 0 1 5 132
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 1 2 2 9
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 0 0 1 94
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 0 1 3 19
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 0 0 1 28
Determinants of Bank Profitability—Evidence from Vietnam 1 1 22 87 4 12 75 264
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 1 1 1 315
Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development? 0 0 0 0 0 0 4 4
Does ESG certification add firm value? 17 24 78 445 30 60 193 1,111
Does Portfolio Momentum Beat Analyst Advice? 0 0 0 2 0 2 3 6
Does globalization affect credit market controls? 0 0 0 1 2 2 4 12
Does intraday technical trading have predictive power in precious metal markets? 0 0 1 17 0 2 5 74
Does weather, or energy prices, affect carbon prices? 0 1 11 105 1 3 34 309
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 0 0 2 178
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 0 0 1 199
Erratum to "A perspective on credit derivatives" 0 0 0 21 0 1 1 83
Ethical Management Practice in Australia 0 0 0 0 1 1 1 32
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 0 1 1 32
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 0 1 2 12
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 0 0 1 198
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 0 0 1 13 2 3 11 55
Financial crisis, bank diversification, and financial stability: OECD countries 1 1 17 108 3 8 65 421
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 0 1 1 15
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 0 0 1 722
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 1 197 0 0 2 641
Foreign ownership in emerging stock markets 0 0 2 54 0 1 7 189
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 1 1 1 269
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 2 3 9 110
Hedging stocks with oil 0 0 5 29 2 3 11 72
Informed and uninformed trading on the Australian dollar 0 0 0 33 0 0 1 111
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 0 0 0 370
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 0 0 26 1 1 1 99
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 0 0 53 0 1 2 152
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 1 3 6 74
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 1 1 20 105 2 5 36 252
Liquidity and Return Relationships in an Emerging Market 1 1 2 90 2 2 6 267
Liquidity, surprise volume and return premia in the oil market 0 0 2 11 0 2 6 69
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 1 19 2 5 26 180
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 0 0 1 341
Metaverse and financial markets: A quantile-time-frequency connectedness analysis 0 0 1 1 0 3 8 10
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 0 25 0 0 0 95
New insights into bank asset securitization: The impact of religiosity 0 0 1 2 2 3 10 61
On the economic determinants of the gold–inflation relation 1 4 22 108 4 11 53 288
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 0 1 1 19
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 1 4 68
Pricing convertible bonds 1 1 9 52 4 4 20 162
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 0 0 1 8
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 1 180
Scaling relationships of Gaussian processes 0 0 0 12 0 1 1 87
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 0 1 1 163
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment 1 2 2 2 5 8 8 8
Should emerging market investors buy commodities? 0 0 0 2 0 1 2 24
Should you buy gold stocks or paper gold? 0 0 1 1 2 3 11 11
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 1 4 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 0 3 27 2 5 43 336
Stylized facts of intraday precious metals 0 0 0 1 0 0 2 20
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 0 1 1 10
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 0 1 5 43
Testing the Elasticity of Corporate Yield Spreads 0 0 0 25 0 0 2 81
The Recent Internationalization of Japanese Banks 0 0 0 12 0 1 1 63
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 0 0 0 73
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 0 0 1 131
The determinants of corporate cost of debt during a financial crisis 0 0 0 0 3 7 7 7
The determinates of equity portfolio holdings 0 0 0 25 0 0 0 184
The dynamic linkages between crude oil and natural gas markets 0 0 1 42 0 2 13 183
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 1 575
The financial economics of gold — A survey 0 0 2 95 5 10 36 539
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 2 53 1 1 7 238
The macroeconomic determinants of volatility in precious metals markets 1 1 7 196 3 9 29 648
The structure of gold and silver spread returns 0 0 0 20 0 1 10 80
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 0 2 3 94
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 0 5 36 0 2 19 107
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 1 1 1 160
Time-varying energy and stock market integration in Asia 0 0 0 14 0 2 3 61
Trends in the asset‐liability structure of Australian banks 0 0 0 0 0 0 1 13
Twitter matters for metaverse stocks amid economic uncertainty 0 0 2 4 0 0 7 20
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 0 1 1 9
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 1 3 9 19 2 7 25 49
Volatility impacts on the European banking sector: GFC and COVID-19 0 0 1 3 2 5 6 10
Volatility in the gold futures market 0 1 1 51 0 1 1 194
What determines the yen swap spread? 0 0 0 19 0 2 5 151
What drives the term and risk structure of Japanese bonds? 0 0 0 34 1 1 1 137
When Kamay Met Hill: Organisational Ethics in Practice 0 0 0 11 0 0 2 84
Which precious metals spill over on which, when and why? Some evidence 0 0 4 10 0 0 6 66
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 0 0 0 341
Total Journal Articles 28 48 272 4,637 107 268 1,045 17,601


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 2 4
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 0 0 0 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 2 2 2 109
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 0 2
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 2 0 2 3 37
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 0 0 0 13 0 1 3 51
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 1 5 0 1 5 15
Total Chapters 0 0 1 33 2 7 15 221


Statistics updated 2025-10-06