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Information about:
Jonathan Andrew Batten

Personal Details | Affiliation | Works
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Personal Details

First Name: Jonathan
Middle Name: Andrew
Last Name: Batten
Suffix:

RePEc Short-ID: pba244

Email:
Homepage: http://www.bm.ust.hk/fina/staff/jabatten.html
Postal Address: Department of Finance Hong Kong University of Science and Technology Clear Water Bay, New Territories, Hong Kong Office: +852-2358-8202 Fax: +852-2358-1749
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jonathan A. Batten, Cetin Ciner and Brian M. Lucey, 2008. "The Macroeconomic Determinants of Volatility in Precious Metals Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp255, IIIS. [Downloadable!]

  2. 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!]

  3. 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. 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!]
    Published as:

  5. Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS. [Downloadable!]

  6. Jonathan A. Batten & Peter G. Szilagyi, 2006. "Developing Foreign Bond Markets: The Arirang Bond Experience in Korea," The Institute for International Integration Studies Discussion Paper Series iiisdp138, IIIS. [Downloadable!]

  7. 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!]

  8. 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!]

  9. 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!]

  10. Jonathan Batten & Craig Ellis, 2001. "Scaling Foreign Exchange Volatility," Accounting, Finance, Financial Planning and Insurance Series 2001_01, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]

  11. 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!]

  12. Batten, Jonathan & Craig Ellis, 2001. "Scaling Relationships of Gaussian Processes," Accounting, Finance, Financial Planning and Insurance Series 2001_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    Published as:

  13. Batten, J. & Ellis, C., 1995. "Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure," Papers e9505, Western Sydney - School of Business And Technology.

  14. Batten, J. & Mellor, R. & Van, V., 1993. "Interest Rate Risk Management Practices and Products Used by Australian Firms," Papers e9319, Western Sydney - School of Business And Technology.

  15. Batten, J. & Bhar, R., 1993. "Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges," Papers e9318, Western Sydney - School of Business And Technology.

  16. Batten, J. & Mellor, R. & Wan, V., 1992. "Foreign Exchange Risk Management Practices and Products used by Australian Firms," Papers e9209, Western Sydney - School of Business And Technology.
    Published as:

  17. Batten, J. & Kelly, M., 1990. "Theoretical Issues In Measuring Interest Rate Risk," Papers e9005, Western Sydney - School of Business And Technology.

Articles

  1. Jonathan Batten & Xuan Vinh Vo, 2009. "An analysis of the relationship between foreign direct investment and economic growth," Applied Economics, Taylor and Francis Journals, vol. 41(13), pages 1621-1641. [Downloadable!] (restricted)

  2. Jacoby, Gady & Liao, Rose C. & Batten, Jonathan A., 2009. "Testing the Elasticity of Corporate Yield Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(03), pages 641-656, June. [Downloadable!]

  3. Thuraisamy, Kannan S. & Gannon, Gerard L. & Batten, Jonathan A., 2008. "The credit spread dynamics of Latin American euro issues in international bond markets," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 328-345, October. [Downloadable!] (restricted)
    Other versions:

  4. Jonathan A. Batten & Peter G. Szilagyi, 2007. "Domestic Bond Market Development: The Arirang Bond Experience in Korea," World Bank Research Observer, Oxford University Press, vol. 22(2), pages 165-195, September. [Downloadable!] (restricted)

  5. Jonathan A. Batten & Francis In, 2006. "Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework," Applied Financial Economics, Taylor and Francis Journals, vol. 16(12), pages 881-892, August. [Downloadable!] (restricted)

  6. 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)

  7. Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak, 2006. "Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 57-70, February. [Downloadable!] (restricted)

  8. 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)

  9. 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)

  10. Batten, Jonathan A. & Ellis, Craig A., 2005. "Paramater estimation bias and volatility scaling in Black-Scholes option prices," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 165-176. [Downloadable!] (restricted)

  11. Francis In & Jonathan A. Batten, 2005. "Expectations and Equilibrium in High-Grade Australian Bond Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 573-592. [Downloadable!] (restricted)

  12. 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)

  13. 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)

  14. 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)

  15. Peter Szilagyi & Jonathan Batten & Thomas Fetherston, 2003. "Disintermediation and the Development of Bond Markets in Emerging Europe," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 10(1), pages 67-82, January. [Downloadable!] (restricted)

  16. 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)

  17. Jonathan Batten & Peter Szilagyi, 2003. "Why Japan Needs to Develop its Corporate Bond Market," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 10(1), pages 83-108, January. [Downloadable!] (restricted)

  18. Gerard, Bruno & Thanyalakpark, Kessara & Batten, Jonathan A., 2003. "Are the East Asian markets integrated? Evidence from the ICAPM," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 585-607. [Downloadable!] (restricted)

  19. In, Francis & Batten, Jonathan & Kim, Sangbae, 2003. "What drives the term and risk structure of Japanese bonds?," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 518-541. [Downloadable!] (restricted)

  20. 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)

  21. 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)

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

  23. 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)

  24. Batten, Jonathan & Ellis, Craig, 2001. "Scaling relationships of Gaussian processes," Economics Letters, Elsevier, vol. 72(3), pages 291-296, September. [Downloadable!] (restricted)
    Other versions:

  25. Batten, Jonathan & Ellis, Craig & Fetherston, Thomas A., 2000. "Are long-term return anomalies illusions?: Evidence from the spot Yen," Japan and the World Economy, Elsevier, vol. 12(4), pages 337-349, December. [Downloadable!] (restricted)

  26. 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)

  27. Batten, Jonathan & Hettihewa, Samanthala, 1999. " Small Firm Behaviour in Sri Lanka," Small Business Economics, Springer, vol. 13(3), pages 201-17, November. [Downloadable!] (restricted)

  28. Batten, Jonathan & Ellis, Craig & Mellor, Robert, 1999. "Scaling laws in variance as a measure of long-term dependence," International Review of Financial Analysis, Elsevier, vol. 8(2), pages 123-138, June. [Downloadable!] (restricted)

  29. Batten, Jonathan & Ellis, Craig, 1996. "Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen," Japan and the World Economy, Elsevier, vol. 8(4), pages 411-421, December. [Downloadable!] (restricted)

  30. Jonathan Batten & Robert Mellor & Victor Wan, 1993. "Foreign Exchange Risk Management Practices and Products Used by Australian Firms," Journal of International Business Studies, Palgrave Macmillan Journals, vol. 24(3), pages 557-573, September. [Downloadable!] (restricted)
    Other versions:

Editor

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

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2006-04-22
  2. NEP-FMK: Financial Markets (5) 2006-04-22 2006-04-22 2006-05-27 2007-01-13 2007-09-24 Author is listed
  3. NEP-IFN: International Finance (1) 2006-04-22
  4. NEP-MAC: Macroeconomics (1) 2006-04-22
  5. NEP-MON: Monetary Economics (2) 2006-04-22 2006-04-22 Author is listed
  6. NEP-MST: Market Microstructure (1) 2007-09-24
  7. NEP-SEA: South East Asia (2) 2006-04-22 2006-05-27 Author is listed
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This page was last updated on 2009-11-18.

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