Jonathan Andrew Batten
Names
| first: | Jonathan |
| middle: | Andrew |
| last: | Batten |
Contact
| 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 |
Affiliations
-
Hong Kong University of Science and Technology (HKUST)
→ Business School
→ Department of Finance
- website
- location: Kowloon, Hong Kong
Research profile
author of:
-
Are the East Asian markets integrated? Evidence from the ICAPM
(article, details)
by Gerard, Bruno & Thanyalakpark, Kessara & Batten, Jonathan A. -
The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
(article, details)
by Young, Martin & Hogan, Warren & Batten, Jonathan -
Erratum to "A perspective on credit derivatives"
(article, details)
by Batten, Jonathan & Hogan, Warren -
Small Firm Behaviour in Sri Lanka.
(article, details)
by Batten, Jonathan & Hettihewa, Samanthala -
Scaling relationships of Gaussian processes
(article, details)
by Batten, Jonathan & Ellis, Craig -
Time variation in the credit spreads on Australian Eurobonds
(article, details)
by Batten, Jonathan A. & Hogan, Warren P. -
Scaling laws in variance as a measure of long-term dependence
(article, details)
by Batten, Jonathan & Ellis, Craig & Mellor, Robert -
The dynamics of Australian dollar bonds with different credit qualities
(article, details)
by Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo -
Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen
(article, details)
by Batten, Jonathan & Ellis, Craig -
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
(article, details)
by Batten, Jonathan & Ellis, Craig & Hogan, Warren -
Are long-term return anomalies illusions?: Evidence from the spot Yen
(article, details)
by Batten, Jonathan & Ellis, Craig & Fetherston, Thomas A. -
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework.
(article, details)
by Batten, Jonathan & Hogan, Warren & In, Francis -
Why Japan Needs to Develop its Corporate Bond Market
(article, details)
by JONATHAN BATTEN & PETER SZILAGYI -
Interest Rate Risk Management Practices and Products Used by Australian Firms.
(paper, details)
by Batten, J. & Mellor, R. & Van, V. -
Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure.
(paper, details)
by Batten, J. & Ellis, C. -
Disintermediation and the Development of Bond Markets in Emerging Europe
(article, details)
by PETER SZILAGYI & JONATHAN BATTEN & THOMAS FETHERSTON -
A perspective on credit derivatives
(article, details)
by Batten, Jonathan & Hogan, Warren -
What drives the term and risk structure of Japanese bonds?
(article, details)
by In, Francis & Batten, Jonathan & Kim, Sangbae -
Foreign Exchange Risk Management Practices and Products used by Australian Firms.
(paper, details)
by Batten, J. & Mellor, R. & Wan, V. -
Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges.
(paper, details)
by Batten, J. & Bhar, R. -
THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK.
(paper, details)
by BATTEN, J. & KELLY, M. -
Paramater estimation bias and volatility scaling in Black-Scholes option prices
(article, details)
by Batten, Jonathan A. & Ellis, Craig A. -
Informed and uninformed trading on the Australian dollar
(article, details)
by Hogan, Warren P. & Batten, Jonathan A. -
Measuring credit spreads: evidence from Australian Eurobonds
(article, details)
by Jonathan A. Batten & Warren P. Hogan & Gady Jacoby -
Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds
(article, details)
by Niklas Wagner & Warren Hogan & Jonathan Batten -
Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market
(article, details)
by Brock Johnson & Jonathan Batten -
Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region
(article, details)
by Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak -
Arbitrage, Covered Interest Parity and Long-Term
Dependence between the US Dollar and the Yen
(paper, details)
by Peter G. Szilagyi & Jonathan A. Batten -
Dynamic equilibrium correction modelling of yen Eurobond credit spreads
(paper, details)
by Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten -
Developing Foreign Bond Markets:
The Arirang Bond Experience in Korea
(paper, details)
by Jonathan A. Batten & Peter G. Szilagyi -
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
(article, details)
by Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten -
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
(article, details)
by Jonathan A. Batten & Francis In -
A Pure Test for the Elasticity of Yield Spreads
(paper, details)
by Gady Jacoby & Chuan Liao & Jonathan A. Batten -
Foreign Exchange Risk Management Practices and Products Used by Australian Firms
(article, details)
by Jonathan Batten & Robert Mellor & Victor Wan -
Volatility in the Gold Futures Market
(paper, details)
by Jonathan A. Batten & Brian M. Lucey -
The Macroeconomic Determinants of Volatility in Precious Metals Markets
(paper, details)
by Jonathan A. Batten, Cetin Ciner and Brian M. Lucey -
The credit spread dynamics of Latin American euro issues in international bond markets
(article, details)
by Thuraisamy, Kannan S. & Gannon, Gerard L. & Batten, Jonathan A. -
Expectations and Equilibrium in High-Grade Australian Bond Markets
(article, details)
by Francis In & Jonathan A. Batten -
Domestic Bond Market Development: The Arirang Bond Experience in Korea
(article, details)
by Jonathan A. Batten & Peter G. Szilagyi -
The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data
(paper, details)
by Batten, Jonathan & Warren Hogan -
Credit Spread Dynamics: Evidence from Latin America
(paper, details)
by Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten -
The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets.
(paper, details)
by Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten -
Scaling Foreign Exchange Volatility
(paper, details)
by Jonathan Batten & Craig Ellis -
Scaling Relationships of Gaussian Processes
(paper, details)
by Batten, Jonathan & Craig Ellis -
An analysis of the relationship between foreign direct investment and economic growth
(article, details)
by Jonathan Batten & Xuan Vinh Vo -
Testing the Elasticity of Corporate Yield Spreads
(article, details)
by Jacoby, Gady & Liao, Rose C. & Batten, Jonathan A. -
Decomposing Intraday Dependence in Currency Markets: Evidence from the
AUD/USD Spot Market
(paper, details)
by Jonathan A. Batten & Craig A. Ellis & Warren P. Hogan
editor of: