Details about Jonathan Andrew Batten

Access statistics for papers by Jonathan Andrew Batten.

Last updated 2009-11-18. Update your information in the RePEc Author Service.

Short-id: pba244

Working Papers

2008

1. The Macroeconomic Determinants of Volatility in Precious Metals Markets
   The Institute for International Integration Studies Discussion Paper Series, IIIS

2007

2. A Pure Test for the Elasticity of Yield Spreads
   The Institute for International Integration Studies Discussion Paper Series, IIIS
3. Credit Spread Dynamics: Evidence from Latin America
   Accounting, Finance, Financial Planning and Insurance Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
4. The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets
   Accounting, Finance, Financial Planning and Insurance Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
   See also Journal Article in Journal of Multinational Financial Management (2008)
5. Volatility in the Gold Futures Market
   The Institute for International Integration Studies Discussion Paper Series, IIIS

2006

6. 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
7. Developing Foreign Bond Markets: The Arirang Bond Experience in Korea
   The Institute for International Integration Studies Discussion Paper Series, IIIS
8. Dynamic equilibrium correction modelling of yen Eurobond credit spreads
   The Institute for International Integration Studies Discussion Paper Series, IIIS

2004

9. Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market
   Quantitative Finance Papers, arXiv.org View citations

2001

10. Scaling Foreign Exchange Volatility
    Accounting, Finance, Financial Planning and Insurance Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
11. Scaling Relationships of Gaussian Processes
    Accounting, Finance, Financial Planning and Insurance Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
    See also Journal Article in Economics Letters (2001)
12. The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data
    Accounting, Finance, Financial Planning and Insurance Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance

1995

13. 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

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

1992

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

1990

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

Journal Articles

2009

1. An analysis of the relationship between foreign direct investment and economic growth
   Applied Economics, 2009, 41, (13), 1621-1641
2. Testing the Elasticity of Corporate Yield Spreads
   Journal of Financial and Quantitative Analysis, 2009, 44, (03), 641-656

2008

3. The credit spread dynamics of Latin American euro issues in international bond markets
   Journal of Multinational Financial Management, 2008, 18, (4), 328-345
   See also Working Paper (2007)

2007

4. Domestic Bond Market Development: The Arirang Bond Experience in Korea
   World Bank Research Observer, 2007, 22, (2), 165-195

2006

5. Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
   Applied Financial Economics, 2006, 16, (12), 881-892
6. 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
7. Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
   Applied Financial Economics, 2006, 16, (8), 583-606

2005

8. Expectations and Equilibrium in High-Grade Australian Bond Markets
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (04), 573-592
9. Informed and uninformed trading on the Australian dollar
   International Review of Financial Analysis, 2005, 14, (1), 61-75
10. Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds
    Economic Notes, 2005, 34, (1), 35-50
11. Measuring credit spreads: evidence from Australian Eurobonds
    Applied Financial Economics, 2005, 15, (9), 651-666 View citations
12. Paramater estimation bias and volatility scaling in Black-Scholes option prices
    International Review of Financial Analysis, 2005, 14, (2), 165-176

2004

13. 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

2003

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

2002

20. A perspective on credit derivatives
    International Review of Financial Analysis, 2002, 11, (3), 251-278 View citations
21. Erratum to "A perspective on credit derivatives"
    International Review of Financial Analysis, 2002, 11, (3), 249-249
22. Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
    International Review of Financial Analysis, 2002, 11, (3), 331-344 View citations
23. Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework
    Australian Economic Papers, 2002, 41, (1), 115-28

2001

24. Scaling relationships of Gaussian processes
    Economics Letters, 2001, 72, (3), 291-296
    See also Working Paper (2001)

2000

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

1999

27. Scaling laws in variance as a measure of long-term dependence
    International Review of Financial Analysis, 1999, 8, (2), 123-138 View citations
28. Small Firm Behaviour in Sri Lanka
    Small Business Economics, 1999, 13, (3), 201-17

1996

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

1993

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

Editor

1. Emerging Markets Review
   Elsevier
2. International Review of Financial Analysis
   Elsevier