Details about Warren Hogan

This author is deceased (2009-12-17).

Access statistics for papers by Warren Hogan.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pho95

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Working Papers

2010

1. 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)

2006

2. Dynamic equilibrium correction modelling of yen Eurobond credit spreads
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)

2004

3. 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)
4. Policy Themes from Aged Care, 2004 Shann Memorial Lecture
   Economics Discussion / Working Papers, The University of Western Australia, Department of Economics

1996

5. Foreign Debt: Perceptions, Experiences and Issues
   Working Papers, University of Sydney, School of Economics
6. The Barings Collapse: Explanations and Implications
   Working Papers, University of Sydney, School of Economics View citations (3)
   See also Journal Article THE BARINGS COLLAPSE: EXPLANATIONS AND IMPLICATIONS, Economic Papers, The Economic Society of Australia (1996) View citations (3) (1996)

1993

7. MARKETS FOR ILLICIT DRUGS
   Working Papers, University of Sydney, School of Economics
8. Market Value Accounting in the Financial Service Sector
   Working Papers, University of Sydney, School of Economics

1991

9. NEW BANKS: IMPACT AND RESPONSE
   Working Papers, University of Sydney, School of Economics View citations (2)
   See also Journal Article NEW BANKS: IMPACT AND RESPONSE, Economic Papers, The Economic Society of Australia (1991) View citations (2) (1991)

1990

10. International Capital Adequacy Standards
    Working Papers, University of Sydney, School of Economics

1989

11. NEW BANKS IN AUSTRALIA
    Working Papers, University of Sydney, School of Economics
12. Prudential Regulation of Bank Ownership and Control
    Working Papers, University of Sydney, School of Economics
    See also Journal Article Prudential Regulation of Bank Ownership and Control, Economic Analysis and Policy, Elsevier (1989) View citations (1) (1989)

1988

13. INSIDER INFORMATION AND MARKET ADJUSTMENT
    Working Papers, University of Sydney, School of Economics

1987

14. Assessing Insider Trading
    Working Papers, University of Sydney, School of Economics
15. International Debt and Foreign Exchange Markets
    Working Papers, University of Sydney, School of Economics

1985

16. MARKET INFORMATION AND POTENTIAL INSOLVENCY OF AUSTRALIAN FINANCIAL INSTITUTIONS
    Working Papers, University of Sydney, School of Economics
    See also Journal Article Market Information and Potential Insolvency of Australian Financial Institutions, Australian Economic Papers, Wiley Blackwell (1988) View citations (1) (1988)

1982

17. Industry, Employment and Inflation
    Working Papers, University of Sydney, School of Economics
18. Short Term Management of the Australian Exchange Rate, 1977-82
    Working Papers, University of Sydney, School of Economics View citations (3)

1980

19. IMMIGRATION POLICIES AND ISSUES
    Working Papers, University of Sydney, School of Economics
20. THE 40 PER CENT INVESTMENT ALLOWANCE
    Working Papers, University of Sydney, School of Economics

1979

21. CONTROLLING EUROFlNANCE MARKETS
    Working Papers, University of Sydney, School of Economics
22. Eurofinancing: Currencies, Loans and Bonds
    Working Papers, University of Sydney, School of Economics
23. QUICKSANDS OF POLICY-MAKING
    Working Papers, University of Sydney, School of Economics View citations (1)
    See also Journal Article Quicksands of Policy-Making, Australian Economic Papers, Wiley Blackwell (1979) (1979)
24. REGULATION, RISK AND THE PRICING OF AUSTRALIAN BANK SHARES, 1957-76
    Working Papers, University of Sydney, School of Economics View citations (3)

1978

25. QUESTIONS ON STRUCTURAL ADJUSTMENT POLICIES
    Working Papers, University of Sydney, School of Economics

1977

26. THE CONNECTIONS BETWEEN FOREIGN TRADE AND ECONOMIC DEVELOPMENT An Empirical Study
    Working Papers, University of Sydney, School of Economics
    Also in Working Papers, University of Sydney, School of Economics (1977)

1976

27. Economic Strategies for Recovery
    Working Papers, University of Sydney, School of Economics

Journal Articles

2025

1. Should the Reserve Bank Cut Interest Rates?
   Australian Economic Review, 2025, 58, (1), 16-20

2011

2. The Role of Foreign Bond Issuance: The Case of Australia
   Australian Economic Review, 2011, 44, (1), 36-50 View citations (3)

2009

3. The Bank Deposit and Wholesale Guarantees of 12 October 2008: An Appraisal
   Agenda - A Journal of Policy Analysis and Reform, 2009, 16, (2), 5-20

2008

4. Economic and financial themes in Australian aged care
   Research in International Business and Finance, 2008, 22, (1), 40-55 View citations (1)

2006

5. Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
   Applied Financial Economics, 2006, 16, (8), 583-606 View citations (1)

2005

6. 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)
7. ECONOMIC AND FINANCIAL ASPECTS OF AGED CARE
   Economic Papers, 2005, 24, (1), 18-34
8. Informed and uninformed trading on the Australian dollar
   International Review of Financial Analysis, 2005, 14, (1), 61-75 View citations (2)
9. Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds
   Economic Notes, 2005, 34, (1), 35-50 View citations (3)
10. Measuring credit spreads: evidence from Australian Eurobonds
    Applied Financial Economics, 2005, 15, (9), 651-666 View citations (13)

2004

11. 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

12. Taxation and international banking
    International Review of Financial Analysis, 2003, 12, (5), 467-487
13. Taxing International Financial Institutions
    Economic Analysis and Policy, 2003, 33, (2), 293-306 View citations (1)
14. Time variation in the credit spreads on Australian Eurobonds
    Pacific-Basin Finance Journal, 2003, 11, (1), 81-99 View citations (12)

2002

15. A perspective on credit derivatives
    International Review of Financial Analysis, 2002, 11, (3), 251-278 View citations (8)
16. Erratum to "A perspective on credit derivatives"
    International Review of Financial Analysis, 2002, 11, (3), 249-249 View citations (5)
17. Expectations and Liquidity in Yen Bond Markets
    Journal of the Asia Pacific Economy, 2002, 7, (3), 335-354 View citations (1)
18. Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
    International Review of Financial Analysis, 2002, 11, (3), 331-344 View citations (5)
19. 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

20. PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET
    Economic Papers, 2001, 20, (S1), 64-74 View citations (1)

2000

21. The dynamics of Australian dollar bonds with different credit qualities
    International Review of Financial Analysis, 2000, 9, (4), 389-404 View citations (4)

1999

22. CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS
    Economic Papers, 1999, 18, (2), 19-41 View citations (2)
23. Colin George Frederick Simkin, 1915–1998
    The Economic Record, 1999, 75, (3), 313-322
24. The Future of Banking: A Survey
    The Economic Record, 1999, 75, (4), 417-427 View citations (1)
25. The social wage and the Accord in Australia
    Global Business and Economics Review, 1999, 1, (1), 93-107

1998

26. VALUE-AT-RISK ASSESSMENTS FOR BANKS AND OTHER PARTICIPANTS IN FINANCIAL MARKETS
    Economic Papers, 1998, 17, (2), 83-96

1997

27. Financial System Reform: Regulatory Structure, Financial Safety, Systemic Stability and Competition Policy
    The Economic and Labour Relations Review, 1997, 8, (2), 318-332
28. Prudential Regulation of the Financial System: A Functional Approach
    Agenda - A Journal of Policy Analysis and Reform, 1997, 4, (1), 15-28 View citations (6)
29. Wages, incomes policies and employment
    International Journal of Social Economics, 1997, 24, (1/2/3), 46-64
30. What Directions from Wallis?
    Australian Accounting Review, 1997, 7, (14), 40-44 View citations (1)

1996

31. THE BARINGS COLLAPSE: EXPLANATIONS AND IMPLICATIONS
    Economic Papers, 1996, 15, (3), 1-27 View citations (3)
    See also Working Paper The Barings Collapse: Explanations and Implications, Working Papers (1996) View citations (3) (1996)

1995

32. Foreign Debt and Foreign Exchange Markets
    Economic Analysis and Policy, 1995, 25, (2), 99-121

1994

33. Accounting Introspection
    Australian Accounting Review, 1994, 4, (8), 54-64

1991

34. NEW BANKS: IMPACT AND RESPONSE
    Economic Papers, 1991, 10, (1), 11-33 View citations (2)
    See also Working Paper NEW BANKS: IMPACT AND RESPONSE, Working Papers (1991) View citations (2) (1991)

1990

35. Prudential Supervision of Australian Banks
    The Economic Record, 1990, 66, (2), 127-145 View citations (4)
36. Risk-Based Capital Adequacy of Australian Banks
    Australian Journal of Management, 1990, 15, (1), 177-201 View citations (2)

1989

37. CAPITAL ADEQUACY RULES: IMPACT AND OPPORTUNITY
    Economic Papers, 1989, 8, (2), 57-72
38. Prudential Regulation of Bank Ownership and Control
    Economic Analysis and Policy, 1989, 19, (1), 73-89 View citations (1)
    See also Working Paper Prudential Regulation of Bank Ownership and Control, Working Papers (1989) (1989)

1988

39. MARKET SURVEILLANCE: BANKS AND SECURITIES A PERSPECTIVE
    Economic Papers, 1988, 7, (4), 16-18
40. Market Information and Potential Insolvency of Australian Financial Institutions
    Australian Economic Papers, 1988, 27, (50), 44-64 View citations (1)
    See also Working Paper MARKET INFORMATION AND POTENTIAL INSOLVENCY OF AUSTRALIAN FINANCIAL INSTITUTIONS, Working Papers (1985) (1985)
41. SUPERVISION OF BANK EXIT: A NOTE
    Economic Papers, 1988, 7, (2), 71-77 View citations (3)

1987

42. AUSTRALIA'S FOREIGN DEBT
    Economic Papers, 1987, 6, (3), 65-76
43. MEETING THE DEBT CHALLENGE
    Economic Papers, 1987, 6, (2), 88-99

1986

44. POLICY TARGETS AND NATIONAL INCOME SERIES
    Economic Papers, 1986, 5, (2), 20-30

1985

45. Reply
    Economic Papers, 1985, 4, (1), 84-84 View citations (1)

1984

46. ISSUES IN IMMIGRATION AND MIGRANT SETTLEMENT PROBLEMS
    Economic Papers, 1984, 3, (2), 66-76 View citations (1)
47. On the relationship between the New York closing spot U.S.$[+45 degree rule]$A exchange rate and the Reserve Bank of Australia's official rate
    Economics Letters, 1984, 14, (1), 73-79 View citations (5)
48. Regulation, Risk and the Pricing of Australian Bank Shares, 1957–1976*
    The Economic Record, 1984, 60, (1), 34-44 View citations (6)

1983

49. ON PRUDENTIAL CONTROLS
    Economic Papers, 1983, 2, (S1), 144-165 View citations (3)

1982

50. Capital market efficiency and the relationship between equity returns, interest rates, and monetary aggregates in Australia
    Journal of Economics and Business, 1982, 34, (4), 377-385 View citations (2)
51. FINANCIAL EXEGESIS: REVIEWING THE AUSTRALIAN FINANCIAL SYSTEM
    Economic Papers, 1982, 1, (1), 49-64 View citations (1)

1981

52. The impact of reserve requirement changes on the valuation of Australian bank holding companies
    Economics Letters, 1981, 7, (1), 69-74

1980

53. Risk and regulation: An empirical test of the relationship
    Economics Letters, 1980, 6, (4), 373-379 View citations (2)

1979

54. Quicksands of Policy-Making
    Australian Economic Papers, 1979, 18, (33), 384-96
    See also Working Paper QUICKSANDS OF POLICY-MAKING, Working Papers (1979) View citations (1) (1979)

1978

55. CONCLUDING REMARKS
    Economic Papers, 1978, 1, (57), 78-79
56. THE ISSUES FOR POLICY DETERMINATION
    Economic Papers, 1978, 1, (57), 1-9

1977

57. Questions on Government Intervention in Economic Activity
    Economic Analysis and Policy, 1977, 7, (1), 2-19
58. WHAT POLICIES FOR ECONOMIC RECOVERY?
    Economic Papers, 1977, 1, (55), 29-57

1971

59. DEVELOPMENT PROSPECTS AND IMPORT POLICIES-super-1
    Economic Papers, 1971, 1, (37), 1-10

1969

60. Economic Effects of the Australian Protection System
    The Economic Record, 1969, 45, (4), 513-525
61. FURTHERING ASIAN DEVELOPMENT
    Economic Papers, 1969, 1, (31), 35-46
62. Some New Results in the Measurement of Capacity Utilization
    American Economic Review, 1969, 59, (1), 183-84

1966

63. BRITISH MANUFACTURING SUBSIDIARIES IN AUSTRALIA AND EXPORT FRANCHISES-super-1
    Economic Papers, 1966, 1, (22), 10-27 View citations (2)

1964

64. THE SOURCES OF AUSTRALIAN GROWTH
    Economic Papers, 1964, 1, (16), 3-24
65. THE SPECIAL ADVISORY AUTHORITY, TARIFFS AND MANUFACTURING DEVELOPMENT-super-1
    Economic Papers, 1964, 1, (17), 13-35

1961

66. A THEORY OF THE GROWTH OF THE FIRM
    The Economic Record, 1961, 37, (78), 171-182 View citations (1)
67. INFLATION AND COMPANY FINANCE:A REJOINDER
    The Economic Record, 1961, 37, (78), 232-232

1960

68. DEPRECIATION and THE CAPITAL STOCK: A REPLY
    The Economic Record, 1960, 36, (74), 274-276

1959

69. INFLATION AND COMPANY FINANCE: A COMMENT
    The Economic Record, 1959, 35, (71), 272-275
70. THE EQUALITY OF REPLACEMENT AND DEPRECIATION
    The Economic Record, 1959, 35, (71), 196-208

1956

71. THE NEW ZEALAND MONETARY COMMISSION, 1955‐56
    The Economic Record, 1956, 32, (2), 305-318

1955

72. ECONOMIC SURVEY OF NEW ZEALAND, 1954
    The Economic Record, 1955, 31, (1-2), 98-99

Chapters

2012

1. 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)

2008

2. Bank Governance: Perceptions from Experiences
   Chapter 10 in Handbook for Directors of Financial Institutions, 2008