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 1 20 394
An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis 0 0 1 196 0 1 21 440
Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen 0 0 0 386 4 6 36 1,931
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market 0 0 0 30 0 1 5 103
Developing Foreign Bond Markets: The Arirang Bond Experience in Korea 0 0 2 127 0 2 29 525
Dynamic equilibrium correction modelling of yen Eurobond credit spreads 0 0 0 59 0 0 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 1 12 215
Foreign Exchange Risk Management Practices and Products used by Australian Firms 0 0 0 6 0 3 14 1,175
Information transfer between stock market sectors: A comparison between the USA and China 0 0 1 7 1 9 24 47
Interest Rate Risk Management Practices and Products Used by Australian Firms 0 0 0 0 0 0 7 535
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure 0 0 0 0 1 1 8 460
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK 0 0 0 1 1 1 5 692
The Financial Economics of Gold - a survey 1 1 7 185 3 8 64 388
The Macroeconomic Determinants of Volatility in Precious Metals Markets 0 2 8 274 1 8 53 818
The Recent Internationalisation of Japanese Banks 0 0 0 16 0 0 14 105
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 0 0 1 6 6
Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War 0 0 0 0 0 0 18 26
Volatility in the Gold Futures Market 0 1 4 333 3 21 116 1,001
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 0 16 117
Total Working Papers 1 4 24 1,828 14 64 494 9,661
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 1 11 384
Addressing COP21 using a stock and oil market integration index 0 0 0 13 0 0 12 73
An analysis of the relationship between foreign direct investment and economic growth 0 0 1 338 1 4 17 1,121
Are long-term return anomalies illusions?: Evidence from the spot Yen 0 0 0 23 0 1 6 236
Are the East Asian markets integrated? Evidence from the ICAPM 0 0 0 114 0 0 17 387
Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective 0 0 1 1 0 1 6 15
Bank internationalization since 1995 0 0 0 0 0 1 12 92
Bank risk shifting and diversification in an emerging market 0 0 4 22 0 2 26 128
Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity 0 0 0 2 0 1 11 16
CONVERTIBLE BOND PRICING MODELS 2 5 15 116 6 13 69 384
CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS 0 0 0 3 0 1 4 16
Can inflation predict energy price volatility? 0 0 2 11 0 1 28 63
Can stock market investors hedge energy risk? Evidence from Asia 0 1 1 26 1 5 33 137
Carbon assurance: Does it have an impact on credit ratings? 0 0 1 1 0 1 14 16
Contagion risk in global banking sector 0 0 0 23 0 1 23 113
Convertible debt and asset substitution of multinational corporations 0 0 1 6 3 6 27 61
Corporate yield spreads and real interest rates 0 0 2 33 1 3 7 139
Correction to: Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 1 1 4 12 21
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen 0 0 0 10 0 0 15 109
Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market 0 0 0 2 0 0 8 27
Defining Corporate Citizenship: Evidence from Australia 0 0 0 3 1 1 4 32
Determinants of Bank Profitability—Evidence from Vietnam 0 4 34 121 3 12 123 387
Disintermediation and the Development of Bond Markets in Emerging Europe 0 0 0 79 0 1 5 320
Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development? 1 1 3 3 2 4 22 26
Does ESG certification add firm value? 4 15 85 530 9 30 201 1,312
Does Portfolio Momentum Beat Analyst Advice? 0 0 0 2 0 1 15 21
Does globalization affect credit market controls? 0 0 0 1 0 0 13 25
Does intraday technical trading have predictive power in precious metal markets? 1 4 12 29 19 38 102 176
Does weather, or energy prices, affect carbon prices? 0 0 11 116 2 4 39 348
Domestic Bond Market Development: The Arirang Bond Experience in Korea 0 0 0 39 0 0 15 193
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework 0 0 0 50 0 0 9 208
Erratum to "A perspective on credit derivatives" 0 0 0 21 1 1 8 91
Ethical Management Practice in Australia 0 0 0 0 0 1 8 40
Expectations and Equilibrium in High-Grade Australian Bond Markets 0 0 0 0 0 0 5 37
Expectations and Liquidity in Yen Bond Markets 0 0 0 1 0 1 14 26
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region 0 0 0 54 0 0 13 211
Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal 2 2 6 19 4 5 35 90
Financial crisis, bank diversification, and financial stability: OECD countries 1 2 10 118 4 7 43 464
Financial sector reform and regulation in the Asia-Pacific region: a perspective 0 0 0 2 1 3 7 22
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market 0 0 0 200 0 2 8 730
Foreign Exchange Risk Management Practices and Products Used by Australian Firms 0 0 0 197 1 2 9 650
Foreign ownership in emerging stock markets 0 0 3 57 2 8 34 223
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen 0 0 0 67 0 0 7 276
Gold and silver manipulation: What can be empirically verified? 0 0 0 13 2 8 156 266
Hedging stocks with oil 0 3 5 34 2 6 42 114
Informed and uninformed trading on the Australian dollar 0 0 0 33 0 0 4 115
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds 0 0 0 89 0 0 7 377
International banking during the Global Financial Crisis: U.K. and U.S. perspectives 0 0 1 27 0 1 17 116
International swap market contagion and volatility 0 0 0 16 0 3 17 91
Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka 0 0 0 1 0 2 9 33
Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen 0 0 0 53 0 1 8 160
Is the price of gold to gold mining stocks asymmetric? 0 0 0 15 0 4 24 98
LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET 2 4 21 126 6 13 77 329
Liquidity and Return Relationships in an Emerging Market 0 0 0 90 0 2 8 275
Liquidity, surprise volume and return premia in the oil market 0 0 1 12 0 0 21 90
Major shareholders’ trust and market risk: Substituting weak institutions with trust 0 0 1 20 1 2 40 220
Measuring credit spreads: evidence from Australian Eurobonds 0 0 0 93 0 1 13 354
Metaverse and financial markets: A quantile-time-frequency connectedness analysis 0 0 2 3 0 2 15 25
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework 0 0 0 54 1 1 7 256
Multifractality and value-at-risk forecasting of exchange rates 0 0 0 25 0 0 8 103
New insights into bank asset securitization: The impact of religiosity 0 0 0 2 0 0 22 83
On the economic determinants of the gold–inflation relation 0 0 7 115 1 5 44 332
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET 0 0 0 4 0 0 7 26
Paramater estimation bias and volatility scaling in Black-Scholes option prices 0 0 0 60 0 0 5 211
Price and volatility spillovers across the international steam coal market 0 0 0 7 1 3 21 89
Pricing convertible bonds 1 2 5 57 2 6 21 183
Return anomalies on the Nikkei: Are they statistical illusions? 0 0 0 0 0 1 4 12
Sample period selection and long-term dependence: New evidence from the Dow Jones index 0 0 0 1 0 0 5 28
Scaling laws in variance as a measure of long-term dependence 0 0 0 37 0 0 6 186
Scaling relationships of Gaussian processes 0 0 0 12 0 0 6 93
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds 0 0 0 47 0 3 10 173
Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment 1 2 3 5 2 8 37 45
Should emerging market investors buy commodities? 0 0 1 3 0 2 18 42
Should you buy gold stocks or paper gold? 0 0 2 3 1 3 29 40
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 0 0 0 3 19
Stock Market Spread Trading: Argentina and Brazil Stock Indexes 0 0 0 43 1 1 10 203
Strategic insider trading in foreign exchange markets 0 0 1 28 1 3 57 393
Stylized facts of intraday precious metals 0 0 1 2 1 2 26 46
THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET 0 0 0 0 0 1 8 18
TIME VARYING ASIAN STOCK MARKET INTEGRATION 0 0 0 9 1 2 13 56
Testing the Elasticity of Corporate Yield Spreads 0 0 1 26 1 1 9 90
The Recent Internationalization of Japanese Banks 0 0 1 13 0 0 12 75
The Role of Foreign Bond Issuance: The Case of Australia 0 0 0 0 0 1 14 87
The credit spread dynamics of Latin American euro issues in international bond markets 0 0 0 30 2 5 17 148
The determinants of corporate cost of debt during a financial crisis 2 4 6 6 5 10 56 63
The determinates of equity portfolio holdings 0 0 0 25 0 1 8 192
The dynamic linkages between crude oil and natural gas markets 0 0 2 44 2 4 30 213
The dynamics of Australian dollar bonds with different credit qualities 0 0 0 25 0 0 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 2 5 23 118 8 34 112 651
The internationalisation of the RMB: New starts, jumps and tipping points 0 0 0 53 1 2 27 265
The macroeconomic determinants of volatility in precious metals markets 1 4 8 204 3 17 68 716
The structure of gold and silver spread returns 0 0 0 20 2 4 18 98
Threshold non-linear dynamics between Hang Seng stock index and futures returns 0 0 0 27 1 1 7 101
Time for gift giving: Abnormal share repurchase returns and uncertainty 0 0 7 43 2 2 39 146
Time variation in the credit spreads on Australian Eurobonds 0 0 0 42 0 0 8 168
Time-varying energy and stock market integration in Asia 0 0 1 15 1 1 22 83
Trends in the asset‐liability structure of Australian banks 0 0 0 0 0 1 10 23
Twitter matters for metaverse stocks amid economic uncertainty 0 0 0 4 0 2 15 35
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework 0 0 0 1 0 1 8 17
Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war 0 0 5 24 0 1 48 97
Volatility impacts on the European banking sector: GFC and COVID-19 0 0 0 3 0 1 26 36
Volatility in the gold futures market 0 0 0 51 2 6 14 208
What determines the yen swap spread? 0 0 0 19 0 0 8 159
What drives the term and risk structure of Japanese bonds? 0 0 0 34 0 0 5 142
When Kamay Met Hill: Organisational Ethics in Practice 0 0 0 11 0 1 12 96
Which precious metals spill over on which, when and why? Some evidence 0 0 0 10 0 1 16 82
Why Japan Needs to Develop its Corporate Bond Market 0 0 0 135 0 0 12 353
Total Journal Articles 20 58 297 4,934 116 350 2,556 20,157


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 0 5 9
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence 0 0 0 1 1 2 10 12
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 9 118
Derivatives Securities Pricing and Modelling 0 0 0 0 1 1 5 6
Encouraging Growth in Asia with Multi-Pillar Financial Systems 0 0 0 0 0 0 5 7
Foreign Bond Markets and Financial Market Development: International Perspectives 0 0 0 2 0 2 20 57
Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing 1 1 1 14 1 1 5 56
The Impact of the Global Financial Crisis on Emerging Financial Markets 0 0 0 5 0 0 7 22
Total Chapters 1 1 1 34 3 6 66 287


Statistics updated 2026-10-11