Information about:
Warren Pat Hogan

Other registered authors

Email:
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=8602
Postal Address: PO Box 123 Broadway NSW 2007 Australia
Phone: +61 2 9514 7730

Affiliation

• School of Finance and Economics
  University of Technology

  Location: Sydney, Australia
  Homepage: http://www.business.uts.edu.au/finance/
  Email:
  Phone: +61 2 9514 7777
  Fax: +61 2 9514 7711
  Postal: PO Box 123, Broadway, NSW 2007
  Handle: RePEc:edi:sfutsau (registered authors at this institution)

Working papers

1. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Dynamic equilibrium correction modelling of yen Eurobond credit spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp127, IIIS. [Downloadable!]

2. 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!]

3. W.P. Hogan, 2004. "Policy Themes from Aged Care, 2004 Shann Memorial Lecture," Economics Discussion / Working Papers 04-19, The University of Western Australia, Department of Economics. [Downloadable!]

4. Batten, Jonathan & Warren Hogan, 2001. "The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data," Accounting, Finance, Financial Planning and Insurance Series 2001_03, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]

5. Hogan, W. & King, S., 1997. "Incomes Policies and Wages Outcomes in Australia," Papers 244, Sydney - Department of Economics.
   Other versions:
   • W.P. Hogan & S. King, . "Incomes Policies and Wages Outcomes in Australia," Working Papers 244, University of Sydney, Department of Economics. [Downloadable!]

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

7. Hogan, W.P., 1993. "Market Value Accounting in the Financial Service Sector," Papers 191, Sydney - Department of Economics.

8. Hogan, W.P., 1992. "Financial Deregulation: Fact and Fantasy," Papers 171, Sydney - Department of Economics.

9. Hogan, W.P., 1991. "New Banks: Impact and Response," Papers 158, Sydney - Department of Economics.

10. Hogan, W.P., 1990. "International Capital Adequacy Standards," Papers 146, Sydney - Department of Economics.

11. Hogan, W.P. & Sharp, I.G., 1989. "Prudential Regulation Of Bank Ownership And Control," Papers 122, Sydney - Department of Economics.
    Published as:
    • Hogan, W.P., 1989. "Prudential Regulation of Bank Ownership and Control," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 19(1), pages 73-89. [Downloadable!]

12. Hogan, W.P., 1989. "New Banks In Australia," Papers 134, Sydney - Department of Economics.

13. Hogan, W.P., 1988. "Insider Information And Market Adjustment," Papers 118, Sydney - Department of Economics.

14. W. Hogan, . "Markets for Illicit Drugs," Working Papers 181, University of Sydney, Department of Economics.
    Other versions:
    • Hogan, W.P., 1993. "Markets for Illicit Drugs," Papers 181, Sydney - Department of Economics.

15. W. Hogan, . "Market Value Accounting in the Financial Sector," Working Papers 191, University of Sydney, Department of Economics.

16. W. Hogan, . "Foreign Debt: Perceptions, Experiences and Issues," Working Papers 225, University of Sydney, Department of Economics.
    Other versions:
    • Hogan, W.P., 1996. "Foreign Debt: Perceptions, Experiences and Issues," Papers 225, Sydney - Department of Economics.

1. Hogan, Warren P., 2008. "Economic and financial themes in Australian aged care," Research in International Business and Finance, Elsevier, vol. 22(1), pages 40-55, January. [Downloadable!] (restricted)

2. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Modelling credit spreads on yen Eurobonds within an equilibrium correction framework," Applied Financial Economics, Taylor and Francis Journals, vol. 16(8), pages 583-606, May. [Downloadable!] (restricted)

3. 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)

4. Hogan, Warren P. & Batten, Jonathan A., 2005. "Informed and uninformed trading on the Australian dollar," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 61-75. [Downloadable!] (restricted)

5. Niklas Wagner & Warren Hogan & Jonathan Batten, 2005. "Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 34(1), pages 35-50, 02. [Downloadable!] (restricted)

6. Young, Martin & Hogan, Warren & Batten, Jonathan, 2004. "The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration," International Review of Financial Analysis, Elsevier, vol. 13(1), pages 13-25. [Downloadable!] (restricted)

7. Hogan, Warren P., 2003. "Taxation and international banking," International Review of Financial Analysis, Elsevier, vol. 12(5), pages 467-487. [Downloadable!] (restricted)

8. Hogan, W. P., 2003. "Taxing International Financial Institutions," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 33(2), pages 293-306, September. [Downloadable!]

9. 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)

10. Batten, Jonathan & Hogan, Warren & In, Francis, 2002. "Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework," Australian Economic Papers, Blackwell Publishing, vol. 41(1), pages 115-28, March. [Downloadable!] (restricted)

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

12. Batten, Jonathan & Hogan, Warren, 2002. "Erratum to "A perspective on credit derivatives"," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 249-249. [Downloadable!] (restricted)

13. 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)

14. 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)

15. Hogan, Warren P, 1999. "Colin George Frederick Simkin, 1915-1998," The Economic Record, The Economic Society of Australia, vol. 75(230), pages 313-22, September.

16. Hogan, W P, 1999. "The Future of Banking: A Survey," The Economic Record, The Economic Society of Australia, vol. 75(231), pages 417-27, December.

17. Hogan, Warren, 1995. "Foreign Debt and Foreign Exchange Markets," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 25(2), pages 99-121, September. [Downloadable!]

18. Hogan, W P & Sharpe, Ian G, 1990. "Prudential Supervision of Australian Banks," The Economic Record, The Economic Society of Australia, vol. 66(193), pages 127-45, June.

19. Hogan, W.P., 1989. "Prudential Regulation of Bank Ownership and Control," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 19(1), pages 73-89. [Downloadable!]
    Other versions:
    • Hogan, W.P. & Sharp, I.G., 1989. "Prudential Regulation Of Bank Ownership And Control," Papers 122, Sydney - Department of Economics.

20. Gross, E & Hogan, Warren P & Sharpe, Ian G, 1988. "Market Information and Potential Insolvency of Australian Financial Institutions," Australian Economic Papers, Blackwell Publishing, vol. 27(50), pages 44-64, June.

21. 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)

22. Hogan, Warren P & Sharpe, Ian G, 1984. "Regulation, Risk and the Pricing of Australian Bank Shares, 1957-1976," The Economic Record, The Economic Society of Australia, vol. 60(168), pages 34-44, March.

23. Hogan, W. P. & Sharpe, I. G. & Volker, P. A., 1982. "Capital market efficiency and the relationship between equity returns, interest rates, and monetary aggregates in Australia," Journal of Economics and Business, Elsevier, vol. 34(4), pages 377-385. [Downloadable!] (restricted)

24. Hogan, W. P. & Sharpe, I. G. & Volker, P. A., 1981. "The impact of reserve requirement changes on the valuation of Australian bank holding companies," Economics Letters, Elsevier, vol. 7(1), pages 69-74. [Downloadable!] (restricted)

25. Hogan, W. P. & Sharpe, I. G. & Volker, P. A., 1980. "Risk and regulation : An empirical test of the relationship," Economics Letters, Elsevier, vol. 6(4), pages 373-379. [Downloadable!] (restricted)

26. Hogan, W P, 1979. "Quicksands of Policy-Making," Australian Economic Papers, Blackwell Publishing, vol. 18(33), pages 384-96, December.

27. Hogan, W.P., 1977. "Questions on Government Intervention in Economic Activity," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 7(1), pages 2-19. [Downloadable!]

28. Hogan, W P, 1969. "Some New Results in the Measurement of Capacity Utilization," American Economic Review, American Economic Association, vol. 59(1), pages 183-84, March. [Downloadable!] (restricted)

29. Hogan, W P, 1969. "Economic Effects of the Australian Protection System," The Economic Record, The Economic Society of Australia, vol. 45(112), pages 513-25, December.

1. NEP-FIN: Finance (1) 2006-04-22 Author is listed
2. NEP-FMK: Financial Markets (1) 2006-04-22 Author is listed
3. NEP-LAB: Labour Economics (1) 2001-12-19 Author is listed
4. NEP-MON: Monetary Economics (1) 2006-04-22 Author is listed
5. NEP-SEA: South East Asia (1) 2006-04-22 Author is listed

This page was last updated on 2009-10-30.