Details about Jonathan Andrew Batten

Homepage:	https://www.rmit.edu.au/contact/staff-contacts/academic-staff/b/batten-professor-jonathan
Phone:	Tel: +61 3 9925 8985
Postal address:	Professor of Finance School of Economics, Finance and Marketing RMIT University, Melbourne City Campus 124 La Trobe St, Melbourne Victoria, 3000, Australia GPO Box 2476, Melbourne, Victoria, 3001, Aus
Workplace:	School of Economics, Finance and Marketing, RMIT University, (more information at EDIRC)

Access statistics for papers by Jonathan Andrew Batten.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pba244

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Jump to Journal Articles Edited books Chapters

Working Papers

2023

1. Twitter matters for metaverse stocks amid economic uncertainty
   Post-Print, HAL View citations (8)
   See also Journal Article Twitter matters for metaverse stocks amid economic uncertainty, Finance Research Letters, Elsevier (2023) View citations (5) (2023)
2. Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War
   Post-Print, HAL View citations (8)
   See also Journal Article Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war, Journal of Economic Behavior & Organization, Elsevier (2023) View citations (8) (2023)

2020

3. Information transfer between stock market sectors: A comparison between the USA and China
   Papers, arXiv.org View citations (8)

2015

4. The Financial Economics of Gold - a survey
   MPRA Paper, University Library of Munich, Germany View citations (106)
   See also Journal Article The financial economics of gold — A survey, International Review of Financial Analysis, Elsevier (2015) View citations (78) (2015)

2014

5. Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (10)
   See also Journal Article Which precious metals spill over on which, when and why? Some evidence, Applied Economics Letters, Taylor & Francis Journals (2015) View citations (73) (2015)

2011

6. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis
   MPRA Paper, University Library of Munich, Germany View citations (2)

2010

7. Foreign Bond Markets and Financial Market Development: International Perspectives
   Working Papers, eSocialSciences
   Also in ADBI Working Papers, Asian Development Bank Institute (2009) View citations (3)
   See also Chapter Foreign Bond Markets and Financial Market Development: International Perspectives, Chapters, Edward Elgar Publishing (2012) (2012)
8. The Recent Internationalisation of Japanese Banks
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The Recent Internationalization of Japanese Banks, Japanese Economy, Taylor & Francis Journals (2011) View citations (3) (2011)

2008

9. The Macroeconomic Determinants of Volatility in Precious Metals Markets
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (8)
   See also Journal Article The macroeconomic determinants of volatility in precious metals markets, Resources Policy, Elsevier (2010) View citations (238) (2010)

2007

10. A Pure Test for the Elasticity of Yield Spreads
    The Institute for International Integration Studies Discussion Paper Series, IIIS
11. Volatility in the Gold Futures Market
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
    See also Journal Article Volatility in the gold futures market, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (31) (2010)

2006

12. Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
13. Developing Foreign Bond Markets: The Arirang Bond Experience in Korea
    The Institute for International Integration Studies Discussion Paper Series, IIIS
14. Dynamic equilibrium correction modelling of yen Eurobond credit spreads
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)

2004

15. Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market
    Papers, arXiv.org View citations (2)
    See also Journal Article Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) View citations (4) (2005)

1995

16. Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure
    Working Papers, Western Sydney - School of Business And Technology

1993

17. Interest Rate Risk Management Practices and Products Used by Australian Firms
    Working Papers, Western Sydney - School of Business And Technology
18. Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges
    Working Papers, Western Sydney - School of Business And Technology View citations (2)

1992

19. Foreign Exchange Risk Management Practices and Products used by Australian Firms
    Working Papers, Western Sydney - School of Business And Technology View citations (2)
    See also Journal Article Foreign Exchange Risk Management Practices and Products Used by Australian Firms, Journal of International Business Studies, Palgrave Macmillan (1993) View citations (15) (1993)

1990

20. THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK
    Working Papers, Western Sydney - School of Business And Technology

Journal Articles

2024

1. Can inflation predict energy price volatility?
   Energy Economics, 2024, 129, (C) View citations (3)
2. Correction to: Volatility impacts on the European banking sector: GFC and COVID-19
   Annals of Operations Research, 2024, 332, (1), 1195-1195

2023

3. Does globalization affect credit market controls?
   International Review of Economics & Finance, 2023, 85, (C), 21-43
4. Twitter matters for metaverse stocks amid economic uncertainty
   Finance Research Letters, 2023, 56, (C) View citations (5)
   See also Working Paper Twitter matters for metaverse stocks amid economic uncertainty, Post-Print (2023) View citations (8) (2023)
5. Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war
   Journal of Economic Behavior & Organization, 2023, 215, (C), 325-350 View citations (8)
   See also Working Paper Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War, Post-Print (2023) View citations (8) (2023)
6. Volatility impacts on the European banking sector: GFC and COVID-19
   Annals of Operations Research, 2023, 330, (1), 335-360

2022

7. Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity
   Abacus, 2022, 58, (3), 567-588 View citations (14)
8. Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal
   Abacus, 2022, 58, (1), 1-23 View citations (1)

2021

9. Convertible debt and asset substitution of multinational corporations
   Journal of Corporate Finance, 2021, 67, (C) View citations (2)
10. Does ESG certification add firm value?
    Finance Research Letters, 2021, 39, (C) View citations (76)
11. Does weather, or energy prices, affect carbon prices?
    Energy Economics, 2021, 96, (C) View citations (43)
12. Hedging stocks with oil
    Energy Economics, 2021, 93, (C) View citations (63)
13. Major shareholders’ trust and market risk: Substituting weak institutions with trust
    Journal of Corporate Finance, 2021, 66, (C) View citations (17)
14. New insights into bank asset securitization: The impact of religiosity
    Journal of Financial Stability, 2021, 54, (C) View citations (9)
15. Strategic insider trading in foreign exchange markets
    Journal of Corporate Finance, 2021, 69, (C) View citations (5)
16. Time for gift giving: Abnormal share repurchase returns and uncertainty
    Journal of Corporate Finance, 2021, 66, (C) View citations (12)

2020

17. Financial crisis, bank diversification, and financial stability: OECD countries
    International Review of Economics & Finance, 2020, 65, (C), 94-104 View citations (32)

2019

18. Contagion risk in global banking sector
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) View citations (36)
19. Determinants of Bank Profitability—Evidence from Vietnam
    Emerging Markets Finance and Trade, 2019, 55, (6), 1417-1428 View citations (16)
20. LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET
    The Singapore Economic Review (SER), 2019, 64, (02), 365-376 View citations (13)
21. Liquidity, surprise volume and return premia in the oil market
    Energy Economics, 2019, 77, (C), 93-104 View citations (15)
22. Price and volatility spillovers across the international steam coal market
    Energy Economics, 2019, 77, (C), 119-138 View citations (25)
23. Time-varying energy and stock market integration in Asia
    Energy Economics, 2019, 80, (C), 777-792 View citations (29)

2018

24. Addressing COP21 using a stock and oil market integration index
    Energy Policy, 2018, 116, (C), 127-136 View citations (17)
25. Does intraday technical trading have predictive power in precious metal markets?
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 102-113 View citations (16)
26. Pricing convertible bonds
    Journal of Banking & Finance, 2018, 92, (C), 216-236 View citations (10)
27. When Kamay Met Hill: Organisational Ethics in Practice
    Journal of Business Ethics, 2018, 147, (4), 779-792 View citations (3)

2017

28. Can stock market investors hedge energy risk? Evidence from Asia
    Energy Economics, 2017, 66, (C), 559-570 View citations (47)
29. Is the price of gold to gold mining stocks asymmetric?
    Economic Modelling, 2017, 60, (C), 402-407 View citations (9)
30. Stylized facts of intraday precious metals
    PLOS ONE, 2017, 12, (4), 1-21 View citations (9)
31. The dynamic linkages between crude oil and natural gas markets
    Energy Economics, 2017, 62, (C), 155-170 View citations (84)

2016

32. Bank risk shifting and diversification in an emerging market
    Risk Management, 2016, 18, (4), 217-235 View citations (25)
33. Gold and silver manipulation: What can be empirically verified?
    Economic Modelling, 2016, 56, (C), 168-176 View citations (8)
34. The internationalisation of the RMB: New starts, jumps and tipping points
    Emerging Markets Review, 2016, 28, (C), 221-238 View citations (20)

2015

35. Foreign ownership in emerging stock markets
    Journal of Multinational Financial Management, 2015, 32-33, 15-24 View citations (31)
36. International swap market contagion and volatility
    Economic Modelling, 2015, 47, (C), 355-371 View citations (3)
37. Should emerging market investors buy commodities?
    Applied Economics, 2015, 47, (39), 4228-4246 View citations (21)
38. TIME VARYING ASIAN STOCK MARKET INTEGRATION
    The Singapore Economic Review (SER), 2015, 60, (01), 1-24 View citations (11)
39. The financial economics of gold — A survey
    International Review of Financial Analysis, 2015, 41, (C), 186-205 View citations (78)
    See also Working Paper The Financial Economics of Gold - a survey, MPRA Paper (2015) View citations (106) (2015)
40. What determines the yen swap spread?
    International Review of Financial Analysis, 2015, 40, (C), 1-13 View citations (1)
41. Which precious metals spill over on which, when and why? Some evidence
    Applied Economics Letters, 2015, 22, (6), 466-473 View citations (73)
    See also Working Paper Which Precious Metals Spill Over on Which, When and Why? – Some Evidence, The Institute for International Integration Studies Discussion Paper Series (2014) View citations (10) (2014)

2014

42. CONVERTIBLE BOND PRICING MODELS
    Journal of Economic Surveys, 2014, 28, (5), 775-803 View citations (10)
43. Corporate yield spreads and real interest rates
    International Review of Financial Analysis, 2014, 34, (C), 89-100 View citations (6)
44. Liquidity and Return Relationships in an Emerging Market
    Emerging Markets Finance and Trade, 2014, 50, (1), 5-21 View citations (31)
45. Multifractality and value-at-risk forecasting of exchange rates
    Physica A: Statistical Mechanics and its Applications, 2014, 401, (C), 71-81 View citations (18)
46. On the economic determinants of the gold–inflation relation
    Resources Policy, 2014, 41, (C), 101-108 View citations (65)
47. Stock Market Spread Trading: Argentina and Brazil Stock Indexes
    Emerging Markets Finance and Trade, 2014, 50, (03), 61-76 View citations (2)
    Also in Emerging Markets Finance and Trade, 2014, 50, (S3), 61-76 (2014) View citations (2)

2013

48. The structure of gold and silver spread returns
    Quantitative Finance, 2013, 13, (4), 561-570 View citations (31)

2012

49. Bank internationalization since 1995
    Journal of Financial Transformation, 2012, 35, 91-105
50. International banking during the Global Financial Crisis: U.K. and U.S. perspectives
    International Review of Financial Analysis, 2012, 25, (C), 136-141 View citations (3)

2011

51. Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective
    Journal of the Asia Pacific Economy, 2011, 16, (3), 372-392 View citations (2)
52. Financial sector reform and regulation in the Asia-Pacific region: a perspective
    Journal of the Asia Pacific Economy, 2011, 16, (3), 285-293 View citations (1)
53. The Recent Internationalization of Japanese Banks
    Japanese Economy, 2011, 38, (1), 81-120 View citations (3)
    See also Working Paper The Recent Internationalisation of Japanese Banks, MPRA Paper (2010) (2010)
54. The Role of Foreign Bond Issuance: The Case of Australia
    Australian Economic Review, 2011, 44, (1), 36-50 View citations (3)
55. Threshold non-linear dynamics between Hang Seng stock index and futures returns
    The European Journal of Finance, 2011, 17, (7), 471-486 View citations (5)

2010

56. Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen
    Applied Economics Letters, 2010, 17, (3), 283-287 View citations (4)
57. The determinates of equity portfolio holdings
    Applied Financial Economics, 2010, 20, (14), 1125-1132 View citations (7)
58. The macroeconomic determinants of volatility in precious metals markets
    Resources Policy, 2010, 35, (2), 65-71 View citations (238)
    See also Working Paper The Macroeconomic Determinants of Volatility in Precious Metals Markets, The Institute for International Integration Studies Discussion Paper Series (2008) View citations (8) (2008)
59. Volatility in the gold futures market
    Applied Economics Letters, 2010, 17, (2), 187-190 View citations (31)
    See also Working Paper Volatility in the Gold Futures Market, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (9) (2007)

2009

60. An analysis of the relationship between foreign direct investment and economic growth
    Applied Economics, 2009, 41, (13), 1621-1641 View citations (62)
61. Testing the Elasticity of Corporate Yield Spreads
    Journal of Financial and Quantitative Analysis, 2009, 44, (3), 641-656 View citations (10)

2008

62. Ethical Management Practice in Australia
    Global Business Review, 2008, 9, (1), 1-18 View citations (3)
63. Sample period selection and long-term dependence: New evidence from the Dow Jones index
    Chaos, Solitons & Fractals, 2008, 36, (5), 1126-1140 View citations (12)
64. The credit spread dynamics of Latin American euro issues in international bond markets
    Journal of Multinational Financial Management, 2008, 18, (4), 328-345 View citations (4)

2007

65. Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen
    Physica A: Statistical Mechanics and its Applications, 2007, 376, (C), 409-421 View citations (5)
66. Domestic Bond Market Development: The Arirang Bond Experience in Korea
    The World Bank Research Observer, 2007, 22, (2), 165-195 View citations (5)
67. Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka
    Asia Pacific Business Review, 2007, 13, (1), 59-78 View citations (1)

2006

68. Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
    Applied Financial Economics, 2006, 16, (12), 881-892 View citations (2)
69. Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (1), 57-70 View citations (10)
70. Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
    Applied Financial Economics, 2006, 16, (8), 583-606 View citations (1)

2005

71. Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market
    Physica A: Statistical Mechanics and its Applications, 2005, 352, (2), 558-572 View citations (4)
    See also Working Paper Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market, Papers (2004) View citations (2) (2004)
72. Defining Corporate Citizenship: Evidence from Australia
    Asia Pacific Business Review, 2005, 11, (3), 293-308 View citations (3)
73. Expectations and Equilibrium in High-Grade Australian Bond Markets
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (04), 573-592 View citations (1)
74. Informed and uninformed trading on the Australian dollar
    International Review of Financial Analysis, 2005, 14, (1), 61-75 View citations (2)
75. Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds
    Economic Notes, 2005, 34, (1), 35-50 View citations (3)
76. Measuring credit spreads: evidence from Australian Eurobonds
    Applied Financial Economics, 2005, 15, (9), 651-666 View citations (13)
77. Paramater estimation bias and volatility scaling in Black-Scholes option prices
    International Review of Financial Analysis, 2005, 14, (2), 165-176 View citations (1)
78. Return anomalies on the Nikkei: Are they statistical illusions?
    Chaos, Solitons & Fractals, 2005, 23, (4), 1125-1136 View citations (5)

2004

79. THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET
    Journal of the Asia Pacific Economy, 2004, 9, (3), 288-300 View citations (5)
80. The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
    International Review of Financial Analysis, 2004, 13, (1), 13-25 View citations (3)

2003

81. Are the East Asian markets integrated? Evidence from the ICAPM
    Journal of Economics and Business, 2003, 55, (5-6), 585-607 View citations (59)
82. Disintermediation and the Development of Bond Markets in Emerging Europe
    International Journal of the Economics of Business, 2003, 10, (1), 67-82 View citations (6)
83. Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market
    Asia-Pacific Financial Markets, 2003, 10, (4), 335-357
84. Time variation in the credit spreads on Australian Eurobonds
    Pacific-Basin Finance Journal, 2003, 11, (1), 81-99 View citations (12)
85. What drives the term and risk structure of Japanese bonds?
    The Quarterly Review of Economics and Finance, 2003, 43, (3), 518-541 View citations (5)
86. Why Japan Needs to Develop its Corporate Bond Market
    International Journal of the Economics of Business, 2003, 10, (1), 83-108 View citations (4)

2002

87. A perspective on credit derivatives
    International Review of Financial Analysis, 2002, 11, (3), 251-278 View citations (8)
88. Erratum to "A perspective on credit derivatives"
    International Review of Financial Analysis, 2002, 11, (3), 249-249 View citations (5)
89. Expectations and Liquidity in Yen Bond Markets
    Journal of the Asia Pacific Economy, 2002, 7, (3), 335-354 View citations (1)
90. Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
    International Review of Financial Analysis, 2002, 11, (3), 331-344 View citations (5)
91. Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework
    Australian Economic Papers, 2002, 41, (1), 115-128 View citations (1)

2001

92. PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET
    Economic Papers, 2001, 20, (S1), 64-74 View citations (1)
93. Scaling relationships of Gaussian processes
    Economics Letters, 2001, 72, (3), 291-296 View citations (2)

2000

94. Are long-term return anomalies illusions?: Evidence from the spot Yen
    Japan and the World Economy, 2000, 12, (4), 337-349 View citations (1)
95. The dynamics of Australian dollar bonds with different credit qualities
    International Review of Financial Analysis, 2000, 9, (4), 389-404 View citations (4)

1999

96. CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS
    Economic Papers, 1999, 18, (2), 19-41 View citations (2)
97. Scaling laws in variance as a measure of long-term dependence
    International Review of Financial Analysis, 1999, 8, (2), 123-138 View citations (12)
98. Small Firm Behaviour in Sri Lanka
    Small Business Economics, 1999, 13, (3), 201-17 View citations (2)

1997

99. Trends in the asset‐liability structure of Australian banks
    Journal of the Asia Pacific Economy, 1997, 2, (1), 28-57

1996

100. Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen
     Japan and the World Economy, 1996, 8, (4), 411-421 View citations (7)

1993

101. Foreign Exchange Risk Management Practices and Products Used by Australian Firms
     Journal of International Business Studies, 1993, 24, (3), 557-573 View citations (15)
     See also Working Paper Foreign Exchange Risk Management Practices and Products used by Australian Firms, Working Papers (1992) View citations (2) (1992)

Edited books

2013

1. Advances in Financial Risk Management
   Palgrave Macmillan Books, Palgrave Macmillan View citations (9)

Chapters

2014

1. Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing
   A chapter in Risk Management Post Financial Crisis: A Period of Monetary Easing, 2014, vol. 96, pp 3-13 View citations (2)

2012

2. Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence
   A chapter in Derivative Securities Pricing and Modelling, 2012, pp 379-398
3. 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"
   A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 265-284
4. Derivatives Securities Pricing and Modelling
   A chapter in Derivative Securities Pricing and Modelling, 2012, pp 3-14
5. Foreign Bond Markets and Financial Market Development: International Perspectives
   Chapter 12 in Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, 2012
   See also Working Paper Foreign Bond Markets and Financial Market Development: International Perspectives, eSocialSciences (2010) (2010)

2011

6. The Impact of the Global Financial Crisis on Emerging Financial Markets
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 3-16 View citations (2)

2005

7. A Note on the Equilibrium Relationships between Issuers in the Asia Pacific Region
   A chapter in Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, 2005, pp 167-176
8. Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century
   A chapter in Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, 2005, pp 1-25
9. Encouraging Growth in Asia with Multi-Pillar Financial Systems
   A chapter in Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, 2005, pp 361-415