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Jonathan Andrew Batten

Personal Details

First Name:Jonathan
Middle Name:Andrew
Last Name:Batten
Suffix:
RePEc Short-ID:pba244
[This author has chosen not to make the email address public]
https://www.rmit.edu.au/contact/staff-contacts/academic-staff/b/batten-professor-jonathan
Professor of Finance School of Economics, Finance and Marketing RMIT University, Melbourne City Campus 124 La Trobe St, Melbourne Victoria, 3000, Australia GPO Box 2476, Melbourne, Victoria, 3001, Aus
Tel: +61 3 9925 8985
Terminal Degree:1997 Discipline of Finance; Business School; University of Sydney (from RePEc Genealogy)

Affiliation

School of Economics, Finance and Marketing
RMIT University

Melbourne, Australia
https://www.rmit.edu.au/about/schools-colleges/economics-finance-and-marketing
RePEc:edi:dermiau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. J.A. Batten & Sabri Boubaker & H. Kinateder & T. Choudhury & N.F. Wagner, 2023. "Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War," Post-Print hal-04435440, HAL.
  2. Ahmet Faruk Aysan & Jonathan Batten & Giray Gozgor & Rabeh Khalfaoui & Zhamal Nanaeva, 2023. "Twitter matters for metaverse stocks amid economic uncertainty," Post-Print hal-04316403, HAL.
  3. Peng Yue & Yaodong Fan & Jonathan A. Batten & Wei-Xing Zhou, 2020. "Information transfer between stock market sectors: A comparison between the USA and China," Papers 2004.07612, arXiv.org.
  4. O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015. "The Financial Economics of Gold - a survey," MPRA Paper 65484, University Library of Munich, Germany.
  5. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014. "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp460, IIIS.
  6. Vo, Xuan Vinh & Batten, Jonathan, 2010. "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper 29862, University Library of Munich, Germany, revised 10 Jan 2011.
  7. Jonathan A. Batten & Warren P. Hogan & Peter G Szilagyi, 2010. "Foreign Bond Markets and Financial Market Development: International Perspectives," Working Papers id:3042, eSocialSciences.
  8. Batten, Jonathan & Szilagyi, Peter, 2010. "The Recent Internationalisation of Japanese Banks," MPRA Paper 48049, University Library of Munich, Germany.
  9. 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.
  10. 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.
  11. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Working Papers 2007_12, Deakin University, Department of Economics.
  12. Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS.
  13. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "Credit Spread Dynamics: Evidence from Latin America," Working Papers 2007_13, Deakin University, Department of Economics.
  14. 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.
  15. 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.
  16. 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.
  17. Jonathan A. Batten & Craig A. Ellis & Warren P. Hogan, 2004. "Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market," Papers math/0412344, arXiv.org.
  18. Jonathan Batten & Craig Ellis, 2001. "Scaling Foreign Exchange Volatility," Working Papers 2001_01, Deakin University, Department of Economics.
  19. Batten, Jonathan & Craig Ellis, 2001. "Scaling Relationships of Gaussian Processes," Working Papers 2001_02, Deakin University, Department of Economics.
  20. Batten, Jonathan & Warren Hogan, 2001. "The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data," Working Papers 2001_03, Deakin University, Department of Economics.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Batten, J. & Kelly, M., 1990. "Theoretical Issues In Measuring Interest Rate Risk," Papers e9005, Western Sydney - School of Business And Technology.

Articles

  1. Batten, Jonathan A. & Mo, Di & Pourkhanali, Armin, 2024. "Can inflation predict energy price volatility?," Energy Economics, Elsevier, vol. 129(C).
  2. Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2024. "Correction to: Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, vol. 332(1), pages 1195-1195, January.
  3. Aysan, Ahmet Faruk & Batten, Jonathan A. & Gozgor, Giray & Khalfaoui, Rabeh & Nanaeva, Zhamal, 2023. "Twitter matters for metaverse stocks amid economic uncertainty," Finance Research Letters, Elsevier, vol. 56(C).
  4. Batten, Jonathan A. & Bilgin, Mehmet Huseyin & Demir, Ender & Gozgor, Giray, 2023. "Does globalization affect credit market controls?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 21-43.
  5. Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023. "Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 325-350.
  6. Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2023. "Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, vol. 330(1), pages 335-360, November.
  7. Jonathan A. Batten & Harald Kinateder & Niklas Wagner, 2022. "Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 567-588, September.
  8. Jonathan A. Batten & Igor LonČarski & Peter G. Szilagyi, 2022. "Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal," Abacus, Accounting Foundation, University of Sydney, vol. 58(1), pages 1-23, March.
  9. Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021. "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, vol. 66(C).
  10. Batten, Jonathan A. & Maddox, Grace E. & Young, Martin R., 2021. "Does weather, or energy prices, affect carbon prices?," Energy Economics, Elsevier, vol. 96(C).
  11. Abdelsalam, Omneya & Elnahass, Marwa & Batten, Jonathan A. & Mollah, Sabur, 2021. "New insights into bank asset securitization: The impact of religiosity," Journal of Financial Stability, Elsevier, vol. 54(C).
  12. Abdelsalam, Omneya & Chantziaras, Antonios & Batten, Jonathan A. & Aysan, Ahmet Faruk, 2021. "Major shareholders’ trust and market risk: Substituting weak institutions with trust," Journal of Corporate Finance, Elsevier, vol. 66(C).
  13. Wong, Woei Chyuan & Batten, Jonathan A. & Ahmad, Abd Halim & Mohamed-Arshad, Shamsul Bahrain & Nordin, Sabariah & Adzis, Azira Abdul, 2021. "Does ESG certification add firm value?," Finance Research Letters, Elsevier, vol. 39(C).
  14. Batten, Jonathan A. & Lončarski, Igor & Szilagyi, Peter G., 2021. "Strategic insider trading in foreign exchange markets," Journal of Corporate Finance, Elsevier, vol. 69(C).
  15. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021. "Hedging stocks with oil," Energy Economics, Elsevier, vol. 93(C).
  16. Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R., 2021. "Convertible debt and asset substitution of multinational corporations," Journal of Corporate Finance, Elsevier, vol. 67(C).
  17. Kim, Hakkon & Batten, Jonathan A. & Ryu, Doojin, 2020. "Financial crisis, bank diversification, and financial stability: OECD countries," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 94-104.
  18. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, vol. 77(C), pages 93-104.
  19. Jonathan Batten & Xuan Vinh Vo, 2019. "Determinants of Bank Profitability—Evidence from Vietnam," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(6), pages 1417-1428, May.
  20. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, vol. 80(C), pages 777-792.
  21. Jonathan Batten & Xuan Vinh Vo, 2019. "Liquidity And Firm Value In An Emerging Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 365-376, March.
  22. Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa, 2019. "Price and volatility spillovers across the international steam coal market," Energy Economics, Elsevier, vol. 77(C), pages 119-138.
  23. Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019. "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
  24. Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew, 2018. "Does intraday technical trading have predictive power in precious metal markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 102-113.
  25. Jonathan A. Batten & Igor Lončarski & Peter G. Szilagyi, 2018. "When Kamay Met Hill: Organisational Ethics in Practice," Journal of Business Ethics, Springer, vol. 147(4), pages 779-792, February.
  26. Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R., 2018. "Pricing convertible bonds," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 216-236.
  27. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018. "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, vol. 116(C), pages 127-136.
  28. Batten, Jonathan A. & Ciner, Cetin & Kosedag, Arman & Lucey, Brian M., 2017. "Is the price of gold to gold mining stocks asymmetric?," Economic Modelling, Elsevier, vol. 60(C), pages 402-407.
  29. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2017. "The dynamic linkages between crude oil and natural gas markets," Energy Economics, Elsevier, vol. 62(C), pages 155-170.
  30. Jonathan Batten & Brian Lucey & Frank McGroarty & Maurice Peat & Andrew Urquhart, 2017. "Stylized facts of intraday precious metals," PLOS ONE, Public Library of Science, vol. 12(4), pages 1-21, April.
  31. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017. "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, vol. 66(C), pages 559-570.
  32. Batten, Jonathan A. & Szilagyi, Peter G., 2016. "The internationalisation of the RMB: New starts, jumps and tipping points," Emerging Markets Review, Elsevier, vol. 28(C), pages 221-238.
  33. Jonathan A. Batten & Xuan Vinh Vo, 2016. "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, vol. 18(4), pages 217-235, December.
  34. Batten, Jonathan A. & Lucey, Brian M. & Peat, Maurice, 2016. "Gold and silver manipulation: What can be empirically verified?," Economic Modelling, Elsevier, vol. 56(C), pages 168-176.
  35. O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015. "The financial economics of gold — A survey," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
  36. Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015. "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-24.
  37. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015. "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 466-473, April.
  38. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015. "International swap market contagion and volatility," Economic Modelling, Elsevier, vol. 47(C), pages 355-371.
  39. Batten, Jonathan A. & Vo, Xuan Vinh, 2015. "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 15-24.
  40. Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015. "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 1-13.
  41. Jonathan A. Batten & Peter G. Szilagyi & Wagner, 2015. "Should emerging market investors buy commodities?," Applied Economics, Taylor & Francis Journals, vol. 47(39), pages 4228-4246, August.
  42. Jonathan A. Batten & Karren Lee-Hwei Khaw & Martin R. Young, 2014. "Convertible Bond Pricing Models," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 775-803, December.
  43. Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2014. "Multifractality and value-at-risk forecasting of exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 71-81.
  44. Jonathan A. Batten & Peter G. Szilagyi & Michael C.S. Wong, 2014. "Stock Market Spread Trading: Argentina and Brazil Stock Indexes," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(03), pages 61-76, May.
  45. Jonathan A. Batten & Xuan Vinh Vo, 2014. "Liquidity and Return Relationships in an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 5-21, January.
  46. Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014. "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 89-100.
  47. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M, 2014. "On the economic determinants of the gold–inflation relation," Resources Policy, Elsevier, vol. 41(C), pages 101-108.
  48. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey & Peter G. Szilagyi, 2013. "The structure of gold and silver spread returns," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 561-570, March.
  49. Batten, Jonathan A. & Szilagyi, Peter G., 2012. "International banking during the Global Financial Crisis: U.K. and U.S. perspectives," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 136-141.
  50. Batten, Jonathan A. & Szilagyi, Peter G., 2012. "Bank internationalization since 1995," Journal of Financial Transformation, Capco Institute, vol. 35, pages 91-105.
  51. Jonathan Batten & Peter Szilagyi, 2011. "Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(3), pages 372-392.
  52. Jonathan Batten & Peter Szilagyi, 2011. "The Recent Internationalization of Japanese Banks," Japanese Economy, Taylor & Francis Journals, vol. 38(1), pages 81-120.
  53. Jonathan Batten, 2011. "Financial sector reform and regulation in the Asia-Pacific region: a perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(3), pages 285-293.
  54. Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2011. "The Role of Foreign Bond Issuance: The Case of Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(1), pages 36-50, March.
  55. Hon-Lun Chung & Wai-Sum Chan & Jonathan Batten, 2011. "Threshold non-linear dynamics between Hang Seng stock index and futures returns," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 471-486.
  56. Jonathan Andrew Batten & Brian M. Lucey, 2010. "Volatility in the gold futures market," Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 187-190, January.
  57. J. A. Batten & P. G. Szilagyi, 2010. "Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 283-287, February.
  58. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2010. "The macroeconomic determinants of volatility in precious metals markets," Resources Policy, Elsevier, vol. 35(2), pages 65-71, June.
  59. 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(3), pages 641-656, June.
  60. Jonathan Batten & Xuan Vinh Vo, 2009. "An analysis of the relationship between foreign direct investment and economic growth," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1621-1641.
  61. Batten, Jonathan A. & Ellis, Craig A. & Fethertson, Thomas A., 2008. "Sample period selection and long-term dependence: New evidence from the Dow Jones index," Chaos, Solitons & Fractals, Elsevier, vol. 36(5), pages 1126-1140.
  62. Jonathan A. Batten & Samanthala Hettihewa & Robert Mellor, 2008. "Ethical Management Practice in Australia," Global Business Review, International Management Institute, vol. 9(1), pages 1-18, June.
  63. 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.
  64. Jonathan A. Batten & Ranjan M. J. George & Samanthala Hettihewa, 2007. "Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka," Asia Pacific Business Review, Taylor & Francis Journals, vol. 13(1), pages 59-78, January.
  65. Batten, Jonathan A. & Szilagyi, Peter G., 2007. "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 409-421.
  66. Jonathan A. Batten & Peter G. Szilagyi, 2007. "Domestic Bond Market Development: The Arirang Bond Experience in Korea," The World Bank Research Observer, World Bank, vol. 22(2), pages 165-195, September.
  67. 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.
  68. 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.
  69. 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.
  70. Batten, Jonathan A. & Ellis, Craig A. & Hogan, Warren P., 2005. "Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 352(2), pages 558-572.
  71. Jonathan A. Batten & David Birch, 2005. "Defining Corporate Citizenship: Evidence from Australia," Asia Pacific Business Review, Taylor & Francis Journals, vol. 11(3), pages 293-308, September.
  72. Batten, Jonathan A. & Ellis, Craig & Fetherston, Thomas A., 2005. "Return anomalies on the Nikkei: Are they statistical illusions?," Chaos, Solitons & Fractals, Elsevier, vol. 23(4), pages 1125-1136.
  73. 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.
  74. 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, February.
  75. 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.
  76. Jonathan Batten & Vincentiu Covrig, 2004. "The Japan Premium And The Floating-Rate Yen Euromarket," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 9(3), pages 288-300.
  77. 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.
  78. 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.
  79. Jonathan Batten & Peter Szilagyi, 2003. "Why Japan Needs to Develop its Corporate Bond Market," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 10(1), pages 83-108.
  80. Brock Johnson & Jonathan Batten, 2003. "Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(4), pages 335-357, December.
  81. 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 & Francis Journals, vol. 10(1), pages 67-82.
  82. 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.
  83. Batten, Jonathan & Hogan, Warren, 2002. "Erratum to "A perspective on credit derivatives"," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 249-249.
  84. Jonathan Batten & Warren Hogan & Francis In, 2002. "Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 115-128, March.
  85. 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.
  86. Seppo Pynnönen & Warren Hogan & Jonathan Batten, 2002. "Expectations and Liquidity in Yen Bond Markets," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 7(3), pages 335-354.
  87. Batten, Jonathan & Hogan, Warren, 2002. "A perspective on credit derivatives," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 251-278.
  88. Batten, Jonathan & Ellis, Craig, 2001. "Scaling relationships of Gaussian processes," Economics Letters, Elsevier, vol. 72(3), pages 291-296, September.
  89. Jonathan Batten & Warren Hogan, 2001. "Price Discovery In The Australian Dollar Foreign Exchange Market," Economic Papers, The Economic Society of Australia, vol. 20(S1), pages 64-74, December.
  90. 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.
  91. 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.
  92. Jonathan Batten & Warren Hogan, 1999. "Credit Derivatives: An Appraisal For Australian Financial Institutions," Economic Papers, The Economic Society of Australia, vol. 18(2), pages 19-41, June.
  93. Batten, Jonathan & Hettihewa, Samanthala, 1999. "Small Firm Behaviour in Sri Lanka," Small Business Economics, Springer, vol. 13(3), pages 201-217, November.
  94. 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.
  95. Jonathan Batten, 1997. "Trends in the asset‐liability structure of Australian banks," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 2(1), pages 28-57.
  96. 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.
  97. 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;Academy of International Business, vol. 24(3), pages 557-573, September.

    RePEc:taf:apfiec:v:16:y:2006:i:12:p:881-892 is not listed on IDEAS
    RePEc:taf:apfiec:v:20:y:2010:i:14:p:1125-1132 is not listed on IDEAS
    RePEc:taf:apfiec:v:16:y:2006:i:8:p:583-606 is not listed on IDEAS
    RePEc:taf:apfiec:v:15:y:2005:i:9:p:651-666 is not listed on IDEAS

Chapters

  1. Jonathan A. Batten & Niklas F. Wagner, 2014. "Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing," Contemporary Studies in Economic and Financial Analysis, in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 3-13, Emerald Group Publishing Limited.
  2. Jonathan A. Batten & Niklas Wagner, 2012. "Derivatives Securities Pricing and Modelling," Contemporary Studies in Economic and Financial Analysis, in: Derivative Securities Pricing and Modelling, pages 3-14, Emerald Group Publishing Limited.
  3. Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2012. "Foreign Bond Markets and Financial Market Development: International Perspectives," Chapters, in: Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 12, Edward Elgar Publishing.
  4. Victor Fang & A.S.M. Sohel Azad & Jonathan A. Batten & Chien-Ting Lin, 2012. "Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence," Contemporary Studies in Economic and Financial Analysis, in: Derivative Securities Pricing and Modelling, pages 379-398, Emerald Group Publishing Limited.
  5. Jonathan A Batten & Peter G Szilagyi, 2012. "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"," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 265-284, Bank for International Settlements.
  6. Jonathan A. Batten & Peter G. Szilagyi, 2011. "The Impact of the Global Financial Crisis on Emerging Financial Markets," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 3-16, Emerald Group Publishing Limited.
  7. Jonathan A. Batten & Thomas A. Fetherston & Pongsak Hoontrakul, 2005. "A Note on the Equilibrium Relationships between Issuers in the Asia Pacific Region," Contemporary Studies in Economic and Financial Analysis, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 167-176, Emerald Group Publishing Limited.
  8. Jonathan A. Batten & Thomas A. Fetherston, 2005. "Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century," Contemporary Studies in Economic and Financial Analysis, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 1-25, Emerald Group Publishing Limited.
  9. Mukund Narayanamurti & Jonathan A. Batten, 2005. "Encouraging Growth in Asia with Multi-Pillar Financial Systems," Contemporary Studies in Economic and Financial Analysis, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 361-415, Emerald Group Publishing Limited.

Books

  1. Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), 2013. "Advances in Financial Risk Management," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-02509-8, December.
    RePEc:eme:csefpp:csef.2014.96 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. h-index
  9. Number of Journal Pages
  10. Number of Journal Pages, Weighted by Number of Authors
  11. Number of Abstract Views in RePEc Services over the past 12 months
  12. Number of Downloads through RePEc Services over the past 12 months
  13. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  14. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  15. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (7) 2006-04-22 2006-04-22 2006-05-27 2007-01-13 2007-09-24 2010-05-22 2010-10-23. Author is listed
  2. NEP-SEA: South East Asia (4) 2006-04-22 2006-05-27 2010-05-22 2010-10-23
  3. NEP-IFN: International Finance (3) 2006-04-22 2010-05-22 2010-10-23
  4. NEP-MAC: Macroeconomics (2) 2006-04-22 2015-07-11
  5. NEP-MON: Monetary Economics (2) 2006-04-22 2006-04-22
  6. NEP-CFN: Corporate Finance (1) 2011-04-09
  7. NEP-CNA: China (1) 2020-04-20
  8. NEP-FIN: Finance (1) 2006-04-22
  9. NEP-HIS: Business, Economic and Financial History (1) 2015-07-11
  10. NEP-HPE: History and Philosophy of Economics (1) 2015-07-11
  11. NEP-MST: Market Microstructure (1) 2007-09-24
  12. NEP-TRA: Transition Economics (1) 2011-04-09

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