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Citations of
Warren Pat Hogan

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Jonathan A. Batten & Craig A. Ellis & Warren P. Hogan, 2004. "Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market," Quantitative Finance Papers math/0412344, arXiv.org. [Downloadable!]

    Cited by:

    1. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS. [Downloadable!]

  2. Hogan, W. & King, S., 1997. "Incomes Policies and Wages Outcomes in Australia," Papers 244, Sydney - Department of Economics.
    Other versions:

    Cited by:

    1. P.T. Vipraio, . "Industrial Districts in Italy: the Problems of Transition of Local Economies into Global Markets," Working Papers 245, University of Sydney, Department of Economics. [Downloadable!]

  3. Hogan, W.P., 1996. "The Barings Collapse: Explanations and Implications," Papers 235, Sydney - Department of Economics.
    Other versions:

    Cited by:

    1. P.T. Vipraio, . "Industrial Districts in Italy: the Problems of Transition of Local Economies into Global Markets," Working Papers 245, University of Sydney, Department of Economics. [Downloadable!]
    2. Edward J. Kane & Kimberly DeTrask, 1998. "Covering Up Trading Losses: Opportunity-Cost Accounting as an Internal Control Mechanism," NBER Working Papers 6823, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. W. Hogan, . "Foreign Debt: Perceptions, Experiences and Issues," Working Papers 225, University of Sydney, Department of Economics.
    Other versions:

    Cited by:

    1. P.T. Vipraio, . "Industrial Districts in Italy: the Problems of Transition of Local Economies into Global Markets," Working Papers 245, University of Sydney, Department of Economics. [Downloadable!]

Articles

  1. Jonathan A. Batten & Warren P. Hogan & Gady Jacoby, 2005. "Measuring credit spreads: evidence from Australian Eurobonds," Applied Financial Economics, Taylor and Francis Journals, vol. 15(9), pages 651-666, June. [Downloadable!] (restricted)

    Cited by:

    1. Gady Jacoby & Chuan Liao & Jonathan A. Batten, 2007. "A Pure Test for the Elasticity of Yield Spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp195, IIIS. [Downloadable!]
    2. Chee Jin Yap & Gerard Gannon, 2007. "Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds," Accounting, Finance, Financial Planning and Insurance Series 2007_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]

  2. Batten, Jonathan A. & Hogan, Warren P., 2003. "Time variation in the credit spreads on Australian Eurobonds," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 81-99, January. [Downloadable!] (restricted)

    Cited by:

    1. Jonathan A. Batten & Warren P. Hogan & Gady Jacoby, 2005. "Measuring credit spreads: evidence from Australian Eurobonds," Applied Financial Economics, Taylor and Francis Journals, vol. 15(9), pages 651-666, June. [Downloadable!] (restricted)
    2. Brock Johnson & Jonathan Batten, 2003. "Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market," Asia-Pacific Financial Markets, Springer, vol. 10(4), pages 335-357, December. [Downloadable!] (restricted)

  3. Batten, Jonathan & Hogan, Warren, 2002. "A perspective on credit derivatives," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 251-278. [Downloadable!] (restricted)

    Cited by:

    1. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Accounting, Finance, Financial Planning and Insurance Series 2007_12, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
      Other versions:
    2. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "Credit Spread Dynamics: Evidence from Latin America," Accounting, Finance, Financial Planning and Insurance Series 2007_13, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]

  4. Batten, Jonathan & Ellis, Craig & Hogan, Warren, 2002. "Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 331-344. [Downloadable!] (restricted)

    Cited by:

    1. Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, EconWPA. [Downloadable!]
      Other versions:
    2. D. Lee, . "ExploRing Persistence in Financial Time Series," Sonderforschungsbereich 373 2000-63, Humboldt Universitaet Berlin.

  5. Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo, 2000. "The dynamics of Australian dollar bonds with different credit qualities," International Review of Financial Analysis, Elsevier, vol. 9(4), pages 389-404. [Downloadable!] (restricted)

    Cited by:

    1. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Accounting, Finance, Financial Planning and Insurance Series 2007_12, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
      Other versions:

  6. Hogan, W. P. & Sharpe, I. G., 1984. "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, Elsevier, vol. 14(1), pages 73-79. [Downloadable!] (restricted)

    Cited by:

    1. N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 665-676, September. [Downloadable!] (restricted)
    2. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:

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This page was last updated on 2010-1-4.

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