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Details about Jonathan Andrew Batten

E-mail:
Homepage:http://www.sefb.uum.edu.my/index.php/visitor/cimb-chair-professor
Phone:Tel: +60 (0) 4-928 6940
Postal address:CIMB-UUM Chair in Banking and Finance Universiti Utara Malaysia 06010 UUM Sintok Kedah Darul Uman, Malaysia Email: jabatten@gmail.com
Workplace:College of Business, Universiti Utara Malaysia (Northern University of Malaysia), (more information at EDIRC)

Access statistics for papers by Jonathan Andrew Batten.

Last updated 2018-09-02. Update your information in the RePEc Author Service.

Short-id: pba244


Jump to Journal Articles Edited books Chapters Editor

Working Papers

2015

  1. The Financial Economics of Gold - a survey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (43)
    See also Journal Article in International Review of Financial Analysis (2015)

2014

  1. Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (6)
    See also Journal Article in Applied Economics Letters (2015)

2011

  1. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Foreign Bond Markets and Financial Market Development: International Perspectives
    Working Papers, eSocialSciences Downloads
    Also in ADBI Working Papers, Asian Development Bank Institute (2009) Downloads View citations (3)

    See also Chapter (2012)
  2. The Recent Internationalisation of Japanese Banks
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Japanese Economy (2011)

2008

  1. The Macroeconomic Determinants of Volatility in Precious Metals Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (9)
    See also Journal Article in Resources Policy (2010)

2007

  1. A Pure Test for the Elasticity of Yield Spreads
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  2. Volatility in the Gold Futures Market
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (5)
    See also Journal Article in Applied Economics Letters (2010)

2006

  1. 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 Downloads View citations (1)
  2. Developing Foreign Bond Markets: The Arirang Bond Experience in Korea
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  3. Dynamic equilibrium correction modelling of yen Eurobond credit spreads
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)

2004

  1. Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)

1995

  1. 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

  1. Interest Rate Risk Management Practices and Products Used by Australian Firms
    Working Papers, Western Sydney - School of Business And Technology
  2. 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

  1. Foreign Exchange Risk Management Practices and Products used by Australian Firms
    Working Papers, Western Sydney - School of Business And Technology View citations (3)
    See also Journal Article in Journal of International Business Studies (1993)

1990

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

Journal Articles

2018

  1. Addressing COP21 using a stock and oil market integration index
    Energy Policy, 2018, 116, (C), 127-136 Downloads View citations (3)
  2. Does intraday technical trading have predictive power in precious metal markets?
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 102-113 Downloads View citations (1)
  3. Pricing convertible bonds
    Journal of Banking & Finance, 2018, 92, (C), 216-236 Downloads
  4. When Kamay Met Hill: Organisational Ethics in Practice
    Journal of Business Ethics, 2018, 147, (4), 779-792 Downloads

2017

  1. Can stock market investors hedge energy risk? Evidence from Asia
    Energy Economics, 2017, 66, (C), 559-570 Downloads View citations (8)
  2. Is the price of gold to gold mining stocks asymmetric?
    Economic Modelling, 2017, 60, (C), 402-407 Downloads View citations (2)
  3. The dynamic linkages between crude oil and natural gas markets
    Energy Economics, 2017, 62, (C), 155-170 Downloads View citations (12)

2016

  1. Gold and silver manipulation: What can be empirically verified?
    Economic Modelling, 2016, 56, (C), 168-176 Downloads View citations (2)
  2. The internationalisation of the RMB: New starts, jumps and tipping points
    Emerging Markets Review, 2016, 28, (C), 221-238 Downloads View citations (8)

2015

  1. Foreign ownership in emerging stock markets
    Journal of Multinational Financial Management, 2015, 32-33, 15-24 Downloads View citations (9)
  2. International swap market contagion and volatility
    Economic Modelling, 2015, 47, (C), 355-371 Downloads View citations (3)
  3. Should emerging market investors buy commodities?
    Applied Economics, 2015, 47, (39), 4228-4246 Downloads View citations (10)
  4. TIME VARYING ASIAN STOCK MARKET INTEGRATION
    The Singapore Economic Review (SER), 2015, 60, (01), 1-24 Downloads View citations (3)
  5. The financial economics of gold — A survey
    International Review of Financial Analysis, 2015, 41, (C), 186-205 Downloads View citations (43)
    See also Working Paper (2015)
  6. What determines the yen swap spread?
    International Review of Financial Analysis, 2015, 40, (C), 1-13 Downloads
  7. Which precious metals spill over on which, when and why? Some evidence
    Applied Economics Letters, 2015, 22, (6), 466-473 Downloads View citations (18)
    See also Working Paper (2014)

2014

  1. CONVERTIBLE BOND PRICING MODELS
    Journal of Economic Surveys, 2014, 28, (5), 775-803 Downloads View citations (2)
  2. Corporate yield spreads and real interest rates
    International Review of Financial Analysis, 2014, 34, (C), 89-100 Downloads View citations (1)
  3. Liquidity and Return Relationships in an Emerging Market
    Emerging Markets Finance and Trade, 2014, 50, (1), 5-21 Downloads View citations (9)
  4. Multifractality and value-at-risk forecasting of exchange rates
    Physica A: Statistical Mechanics and its Applications, 2014, 401, (C), 71-81 Downloads View citations (9)
  5. On the economic determinants of the gold–inflation relation
    Resources Policy, 2014, 41, (C), 101-108 Downloads View citations (44)
  6. Stock Market Spread Trading: Argentina and Brazil Stock Indexes
    Emerging Markets Finance and Trade, 2014, 50, (S3), 61-76 Downloads
    Also in Emerging Markets Finance and Trade, 2014, 50, (03), 61-76 (2014) Downloads View citations (2)

2013

  1. The structure of gold and silver spread returns
    Quantitative Finance, 2013, 13, (4), 561-570 Downloads View citations (16)

2012

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

2011

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

2010

  1. Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen
    Applied Economics Letters, 2010, 17, (3), 283-287 Downloads View citations (4)
  2. The determinates of equity portfolio holdings
    Applied Financial Economics, 2010, 20, (14), 1125-1132 Downloads View citations (6)
  3. The macroeconomic determinants of volatility in precious metals markets
    Resources Policy, 2010, 35, (2), 65-71 Downloads View citations (112)
    See also Working Paper (2008)
  4. Volatility in the gold futures market
    Applied Economics Letters, 2010, 17, (2), 187-190 Downloads View citations (14)
    See also Working Paper (2007)

2009

  1. An analysis of the relationship between foreign direct investment and economic growth
    Applied Economics, 2009, 41, (13), 1621-1641 Downloads View citations (28)
  2. Testing the Elasticity of Corporate Yield Spreads
    Journal of Financial and Quantitative Analysis, 2009, 44, (03), 641-656 Downloads View citations (7)

2008

  1. Ethical Management Practice in Australia
    Global Business Review, 2008, 9, (1), 1-18 Downloads View citations (1)
  2. The credit spread dynamics of Latin American euro issues in international bond markets
    Journal of Multinational Financial Management, 2008, 18, (4), 328-345 Downloads View citations (2)

2007

  1. 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 Downloads View citations (3)
  2. Domestic Bond Market Development: The Arirang Bond Experience in Korea
    World Bank Research Observer, 2007, 22, (2), 165-195 Downloads View citations (5)
  3. Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka
    Asia Pacific Business Review, 2007, 13, (1), 59-78 Downloads View citations (1)

2006

  1. Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
    Applied Financial Economics, 2006, 16, (12), 881-892 Downloads View citations (2)
  2. 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 Downloads View citations (8)
  3. Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
    Applied Financial Economics, 2006, 16, (8), 583-606 Downloads View citations (2)

2005

  1. 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 Downloads View citations (3)
    See also Working Paper (2004)
  2. Defining Corporate Citizenship: Evidence from Australia
    Asia Pacific Business Review, 2005, 11, (3), 293-308 Downloads View citations (3)
  3. Expectations and Equilibrium in High-Grade Australian Bond Markets
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2005, 08, (04), 573-592 Downloads
  4. Informed and uninformed trading on the Australian dollar
    International Review of Financial Analysis, 2005, 14, (1), 61-75 Downloads View citations (2)
  5. Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds
    Economic Notes, 2005, 34, (1), 35-50 Downloads View citations (1)
  6. Measuring credit spreads: evidence from Australian Eurobonds
    Applied Financial Economics, 2005, 15, (9), 651-666 Downloads View citations (10)
  7. Paramater estimation bias and volatility scaling in Black-Scholes option prices
    International Review of Financial Analysis, 2005, 14, (2), 165-176 Downloads View citations (1)

2004

  1. THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET
    Journal of the Asia Pacific Economy, 2004, 9, (3), 288-300 Downloads View citations (2)
  2. 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 Downloads View citations (1)

2003

  1. Are the East Asian markets integrated? Evidence from the ICAPM
    Journal of Economics and Business, 2003, 55, (5-6), 585-607 Downloads View citations (49)
  2. Disintermediation and the Development of Bond Markets in Emerging Europe
    International Journal of the Economics of Business, 2003, 10, (1), 67-82 Downloads View citations (3)
  3. Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market
    Asia-Pacific Financial Markets, 2003, 10, (4), 335-357 Downloads
  4. Time variation in the credit spreads on Australian Eurobonds
    Pacific-Basin Finance Journal, 2003, 11, (1), 81-99 Downloads View citations (8)
  5. What drives the term and risk structure of Japanese bonds?
    The Quarterly Review of Economics and Finance, 2003, 43, (3), 518-541 Downloads View citations (5)
  6. Why Japan Needs to Develop its Corporate Bond Market
    International Journal of the Economics of Business, 2003, 10, (1), 83-108 Downloads View citations (3)

2002

  1. A perspective on credit derivatives
    International Review of Financial Analysis, 2002, 11, (3), 251-278 Downloads View citations (7)
  2. Erratum to "A perspective on credit derivatives"
    International Review of Financial Analysis, 2002, 11, (3), 249-249 Downloads View citations (5)
  3. Expectations and Liquidity in Yen Bond Markets
    Journal of the Asia Pacific Economy, 2002, 7, (3), 335-354 Downloads View citations (1)
  4. Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
    International Review of Financial Analysis, 2002, 11, (3), 331-344 Downloads View citations (5)
  5. Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework
    Australian Economic Papers, 2002, 41, (1), 115-28 Downloads View citations (1)

2001

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

2000

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

1999

  1. CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS
    Economic Papers, 1999, 18, (2), 19-41 Downloads View citations (1)
  2. Scaling laws in variance as a measure of long-term dependence
    International Review of Financial Analysis, 1999, 8, (2), 123-138 Downloads View citations (11)
  3. Small Firm Behaviour in Sri Lanka
    Small Business Economics, 1999, 13, (3), 201-17 Downloads View citations (1)

1997

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

1996

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

1993

  1. Foreign Exchange Risk Management Practices and Products Used by Australian Firms
    Journal of International Business Studies, 1993, 24, (3), 557-573 Downloads View citations (9)
    See also Working Paper (1992)

Edited books

2014

  1. Risk Management Post Financial Crisis: A Period of Monetary Easing, vol 96
    Contemporary Studies in Economic and Financial Analysis, Emerald Publishing Ltd Downloads View citations (1)

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 Downloads

2012

  1. 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 Downloads
  2. 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 Downloads
    See also Working Paper (2010)

Editor

  1. Emerging Markets Review
    Elsevier
 
Page updated 2019-05-21