Jonathan Andrew Batten : Citation Profile


Are you Jonathan Andrew Batten?

Universiti Utara Malaysia

10

H index

12

i10 index

547

Citations

RESEARCH PRODUCTION:

75

Articles

18

Papers

3

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 19
   Journals where Jonathan Andrew Batten has often published
   Relations with other researchers
   Recent citing documents: 163.    Total self citations: 26 (4.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba244
   Updated: 2019-04-20    RAS profile: 2018-09-02    
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Relations with other researchers


Works with:

Szilagyi, Peter (9)

Azad, A.S.M. (2)

Wong, Michael (2)

Vo, Xuan Vinh (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jonathan Andrew Batten.

Is cited by:

Nguyen, Duc Khuong (19)

AROURI, Mohamed (16)

Vo, Xuan Vinh (14)

GUPTA, RANGAN (11)

Hammoudeh, Shawkat (10)

Los, Cornelis (9)

Shahbaz, Muhammad (9)

Lyócsa, Štefan (8)

McAleer, Michael (7)

Lahiani, Amine (7)

Panagiotidis, Theodore (6)

Cites to:

Harvey, Campbell (26)

Nguyen, Duc Khuong (22)

merton, robert (22)

Bekaert, Geert (21)

lucey, brian (19)

Bollerslev, Tim (18)

Granger, Clive (15)

Longstaff, Francis (15)

Jarrow, Robert (14)

Hammoudeh, Shawkat (14)

Engle, Robert (13)

Main data


Where Jonathan Andrew Batten has published?


Journals with more than one article published# docs
International Review of Financial Analysis12
Journal of the Asia Pacific Economy5
Applied Financial Economics4
Economic Modelling3
Physica A: Statistical Mechanics and its Applications3
Emerging Markets Finance and Trade3
Applied Economics Letters3
Energy Economics2
Journal of Multinational Financial Management2
Resources Policy2
Journal of International Financial Markets, Institutions and Money2
Japan and the World Economy2
Applied Economics2
Economic Papers2
Asia Pacific Business Review2
International Journal of the Economics of Business2

Working Papers Series with more than one paper published# docs
The Institute for International Integration Studies Discussion Paper Series / IIIS7
MPRA Paper / University Library of Munich, Germany3

Recent works citing Jonathan Andrew Batten (2018 and 2017)


YearTitle of citing document
2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2017The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner. (2017). Elik, Ufuk ; Baarir, Aatay . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:5:y:2017:i:1:p:45-54.

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2018Modelling the Effect of Stock Market Volatility and Exchange Rate Volatility on Foreign Direct Investment in Nigeria: A New Framework Approach. (2018). Adesete, Ahmed ; Omolola, Jokosenumi Saidat. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1482-1505.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2017Foreign Direct Investment in Ghana: The Role of Infrastructural Development and Natural Resources. (2017). Anarfo, Ebenezer Bugri ; Abebreseh, Robert ; Agoba, Abel Mawuko. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:4:p:575-588.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

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2019Evaluating the effect of geopolitical risks on the growth rates of emerging countries. (2019). Dedeoglu, Dincer ; Kaya, Huseyin ; Soybilgen, Bara . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00785.

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2017Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited. (2017). Lee, Chien-Chiang ; Chen, Chun-Ming . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-54.

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2017The Impact of Foreign Direct Investment on Palestinian Economic Growth. (2017). Hodrob, Rami. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-65.

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2018Gold - Silver Nexus: A Threshold Cointegration Approach. (2018). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-28.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2017How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations. (2017). Ibrahim, Mansor ; Sukmana, Raditya . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:443-448.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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2017The asymmetric volatility in the gold market revisited. (2017). Todorova, Neda. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:138-141.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2017Commodity price cycles and financial pressures in African commodities exporters. (2017). Kablan, Akassi ; Guesmi, Khaled ; Ftiti, Zied. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:215-231.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Does founder ownership affect foreign investments? Evidence from India. (2017). Kumar, Satish ; Chauhan, Yogesh. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:116-129.

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2017Domestic mergers and acquisitions in BRICS countries: Acquirers and targets. (2017). Wagner, Niklas ; Kinateder, Harald ; Fabich, Matthias. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:190-199.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2018Modeling recovery rates of corporate defaulted bonds in developed and developing countries. (2018). Teulon, Frédéric ; Sahut, Jean-Michel ; Mili, Medhi . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:28-44.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017The effects of stock market growth and renewable energy use on CO2 emissions: Evidence from G20 countries. (2017). Paramati, Sudharshan Reddy ; Gupta, Rakesh ; Mo, DI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:360-371.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:843-857.

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2018Information spillovers and connectedness networks in the oil and gas markets. (2018). Ji, Qiang ; Tiwari, Aviral Kumar ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:71-84.

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2018Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

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2018Further evidence on the debate of oil-gas price decoupling: A long memory approach. (2018). Zhang, Dayong ; Ji, Qiang. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:68-75.

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2018How to promote the growth of new energy industry at different stages?. (2018). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:390-403.

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2017Cost reduction and peak shaving through domestic load shifting and DERs. (2017). Shirazi, Elham ; Jadid, Shahram. In: Energy. RePEc:eee:energy:v:124:y:2017:i:c:p:146-159.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Wang, Shixuan ; Yarovaya, Larisa ; Vigne, Samuel A ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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2017Some facts on the platinum-group elements. (2017). Fernandez, Viviana. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:333-347.

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2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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2017Parameter estimation risk in asset pricing and risk management: A Bayesian approach. (2017). Tunaru, Radu ; Zheng, Teng. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:80-93.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018The performance of precious-metal mutual funds: Does uncertainty matter?. (2018). Reboredo, Juan ; Otero, Luis A. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:13-22.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018Does social network sentiment influence the relationship between the S&P 500 and gold returns?. (2018). Pieiro-Chousa, Juan ; Ribeiro-Navarrete, Belen ; Perez-Pico, Ada Maria ; Lopez-Cabarcos, Angeles M. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:57-64.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018The impact of festivities on gold price expectation and volatility. (2018). Schmidbauer, Harald ; Rosch, Angi. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:117-131.

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2018Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices. (2018). He, Zhen ; Thijssen, Jacco ; O'Connor, Fergal. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:30-37.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2017Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?. (2017). Wagner, Niklas ; Hofstetter, Benedikt ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:144-150.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2018The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs. (2018). Österholm, Pär ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192.

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2018Comovements of gold futures markets and the spot market: A wavelet analysis. (2018). Tiwari, Aviral ; Roubaud, David ; Jena, Sangram Keshari. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:19-24.

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2018Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets. (2018). Zhu, Fangfei ; Luo, Xingguo ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:25-33.

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2018Risk transmitters and receivers in global currency markets. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies. (2018). Dey, Shubhasis ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:41-46.

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2018Determinants of capital flows to emerging economies - Evidence from Vietnam. (2018). Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:23-27.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2018Disentangling the relationship between liquidity and returns in Latin America. (2018). Taborda, Rodrigo ; French, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:23-40.

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2018Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77.

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2017Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141.

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2017Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies. (2017). Vo, Xuan Vinh ; Nguyen, Trung Thong ; Ho, Viet Tien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:142-154.

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2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:94-109.

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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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2017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017Quantile causality between gold commodity and gold stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:56-63.

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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2018A note on the implied volatility spillovers between gold and silver markets. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:192-195.

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2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2018Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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2018Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68.

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2018The Dodd-Frank Act and Basel III: Market-based risk implications for global systemically important banks (G-SIBs). (2018). Mohanty, Sunil K ; Ur, Haroon ; Basheikh, Abdulrahman ; Akhigbe, Aigbe. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:91-109.

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2018State-varying illiquidity risk in sovereign bond spreads. (2018). Docherty, Paul ; Easton, Steve. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:235-248.

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2018Cross-correlations and influence in world gold markets. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:504-512.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2017The long-run relationship between precious metal prices and the business cycle. (2017). Kucher, Oleg ; McCoskey, Suzanne . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:263-275.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2017Firm-specific stock and bond predictability: New evidence from Canada. (2017). Gubellini, S ; Cao, N ; Galvani, V. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:174-192.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

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2019Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

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2017Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets. (2017). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Koulakiotis, Athanasios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:150-168.

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2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

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2017Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778.

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2017Determinants of capital structure in emerging markets: Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:105-113.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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More than 100 citations found, this list is not complete...

Jonathan Andrew Batten is editor of


Journal
Emerging Markets Review

Jonathan Andrew Batten has edited the books:


YearTitleTypeCited

Works by Jonathan Andrew Batten:


YearTitleTypeCited
2004Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market In: Papers.
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2005Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market.(2005) In: Physica A: Statistical Mechanics and its Applications.
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2012Comments on Qianying Chen, Andrew Filardo, Dong He and Feng Zhus paper The impact of central bank balance sheet policies on the emerging economies In: BIS Papers chapters.
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chapter0
2002Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework. In: Australian Economic Papers.
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2011The Role of Foreign Bond Issuance: The Case of Australia In: Australian Economic Review.
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article0
2005Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds In: Economic Notes.
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article1
1999CREDIT DERIVATIVES: AN APPRAISAL FOR AUSTRALIAN FINANCIAL INSTITUTIONS In: Economic Papers.
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article0
2001PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET In: Economic Papers.
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article0
2014CONVERTIBLE BOND PRICING MODELS In: Journal of Economic Surveys.
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article2
2009Testing the Elasticity of Corporate Yield Spreads In: Journal of Financial and Quantitative Analysis.
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article6
2015International swap market contagion and volatility In: Economic Modelling.
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article2
2016Gold and silver manipulation: What can be empirically verified? In: Economic Modelling.
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article1
2017Is the price of gold to gold mining stocks asymmetric? In: Economic Modelling.
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article2
2001Scaling relationships of Gaussian processes In: Economics Letters.
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article1
2016The internationalisation of the RMB: New starts, jumps and tipping points In: Emerging Markets Review.
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2017The dynamic linkages between crude oil and natural gas markets In: Energy Economics.
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2017Can stock market investors hedge energy risk? Evidence from Asia In: Energy Economics.
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article7
2018Addressing COP21 using a stock and oil market integration index In: Energy Policy.
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2002Erratum to A perspective on credit derivatives In: International Review of Financial Analysis.
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2002A perspective on credit derivatives In: International Review of Financial Analysis.
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2002Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds In: International Review of Financial Analysis.
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2004The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration In: International Review of Financial Analysis.
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2005Informed and uninformed trading on the Australian dollar In: International Review of Financial Analysis.
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2005Paramater estimation bias and volatility scaling in Black-Scholes option prices In: International Review of Financial Analysis.
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article1
2012International banking during the Global Financial Crisis: U.K. and U.S. perspectives In: International Review of Financial Analysis.
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2014Corporate yield spreads and real interest rates In: International Review of Financial Analysis.
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article1
2015What determines the yen swap spread? In: International Review of Financial Analysis.
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2015The financial economics of gold — A survey In: International Review of Financial Analysis.
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article49
2015The Financial Economics of Gold - a survey.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 49
paper
1999Scaling laws in variance as a measure of long-term dependence In: International Review of Financial Analysis.
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article11
2000The dynamics of Australian dollar bonds with different credit qualities In: International Review of Financial Analysis.
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article2
2006Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region In: Journal of International Financial Markets, Institutions and Money.
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article8
2018Does intraday technical trading have predictive power in precious metal markets? In: Journal of International Financial Markets, Institutions and Money.
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article1
2000Are long-term return anomalies illusions?: Evidence from the spot Yen In: Japan and the World Economy.
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article0
1996Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen In: Japan and the World Economy.
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article2
2018Pricing convertible bonds In: Journal of Banking & Finance.
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2003Are the East Asian markets integrated? Evidence from the ICAPM In: Journal of Economics and Business.
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article46
2010The macroeconomic determinants of volatility in precious metals markets In: Resources Policy.
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article117
2008The Macroeconomic Determinants of Volatility in Precious Metals Markets.(2008) In: The Institute for International Integration Studies Discussion Paper Series.
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paper
2014On the economic determinants of the gold–inflation relation In: Resources Policy.
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article41
2008The credit spread dynamics of Latin American euro issues in international bond markets In: Journal of Multinational Financial Management.
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article1
2015Foreign ownership in emerging stock markets In: Journal of Multinational Financial Management.
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article10
2003Time variation in the credit spreads on Australian Eurobonds In: Pacific-Basin Finance Journal.
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article6
2007Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen In: Physica A: Statistical Mechanics and its Applications.
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article3
2014Multifractality and value-at-risk forecasting of exchange rates In: Physica A: Statistical Mechanics and its Applications.
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article8
2003What drives the term and risk structure of Japanese bonds? In: The Quarterly Review of Economics and Finance.
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article4
2012Foreign Bond Markets and Financial Market Development: International Perspectives In: Chapters.
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.() In: .
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This paper has another version. Agregated cites: 3
paper
2009Foreign Bond Markets and Financial Market Development: International Perspectives.(2009) In: ADBI Working Papers.
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This paper has another version. Agregated cites: 3
paper
2014Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing In: Contemporary Studies in Economic and Financial Analysis.
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chapter0
1990THEORETICAL ISSUES IN MEASURING INTEREST RATE RISK. In: Western Sydney - School of Business And Technology.
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paper0
1992Foreign Exchange Risk Management Practices and Products used by Australian Firms. In: Western Sydney - School of Business And Technology.
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paper10
1993Foreign Exchange Risk Management Practices and Products Used by Australian Firms.(1993) In: Journal of International Business Studies.
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This paper has another version. Agregated cites: 10
article
1993Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges. In: Western Sydney - School of Business And Technology.
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paper2
1993Interest Rate Risk Management Practices and Products Used by Australian Firms. In: Western Sydney - School of Business And Technology.
[Citation analysis]
paper0
1995Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure. In: Western Sydney - School of Business And Technology.
[Citation analysis]
paper0
2006Dynamic equilibrium correction modelling of yen Eurobond credit spreads In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
2006Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
2006Developing Foreign Bond Markets: The Arirang Bond Experience in Korea In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2007A Pure Test for the Elasticity of Yield Spreads In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2007Volatility in the Gold Futures Market In: The Institute for International Integration Studies Discussion Paper Series.
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paper20
2010Volatility in the gold futures market.(2010) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 20
article
2014Which Precious Metals Spill Over on Which, When and Why? – Some Evidence. In: The Institute for International Integration Studies Discussion Paper Series.
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paper21
2015Which precious metals spill over on which, when and why? Some evidence.(2015) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 21
article
2003Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market In: Asia-Pacific Financial Markets.
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article0
2018When Kamay Met Hill: Organisational Ethics in Practice In: Journal of Business Ethics.
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article0
1999Small Firm Behaviour in Sri Lanka. In: Small Business Economics.
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article1
2014Stock Market Spread Trading: Argentina and Brazil Stock Indexes In: Emerging Markets Finance and Trade.
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article2
2014Stock Market Spread Trading: Argentina and Brazil Stock Indexes.(2014) In: Emerging Markets Finance and Trade.
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This paper has another version. Agregated cites: 2
article
2014Liquidity and Return Relationships in an Emerging Market In: Emerging Markets Finance and Trade.
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article9
2011The Recent Internationalization of Japanese Banks In: Japanese Economy.
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article0
2010The Recent Internationalisation of Japanese Banks.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2007Domestic Bond Market Development: The Arirang Bond Experience in Korea In: World Bank Research Observer.
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article4
2011An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis In: MPRA Paper.
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paper1
2012Bank internationalization since 1995 In: Journal of Financial Transformation.
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article0
2008Ethical Management Practice in Australia In: Global Business Review.
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article1
2005Defining Corporate Citizenship: Evidence from Australia In: Asia Pacific Business Review.
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article3
2007Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka In: Asia Pacific Business Review.
[Full Text][Citation analysis]
article1
2010Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen In: Applied Economics Letters.
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article4
2005Measuring credit spreads: evidence from Australian Eurobonds In: Applied Financial Economics.
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article9
2006Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2006Modelling credit spreads on yen Eurobonds within an equilibrium correction framework In: Applied Financial Economics.
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article2
2010The determinates of equity portfolio holdings In: Applied Financial Economics.
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article6
2009An analysis of the relationship between foreign direct investment and economic growth In: Applied Economics.
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article28
2015Should emerging market investors buy commodities? In: Applied Economics.
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article9
2011Threshold non-linear dynamics between Hang Seng stock index and futures returns In: The European Journal of Finance.
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article2
2003Disintermediation and the Development of Bond Markets in Emerging Europe In: International Journal of the Economics of Business.
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article3
2003Why Japan Needs to Develop its Corporate Bond Market In: International Journal of the Economics of Business.
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article3
2013The structure of gold and silver spread returns In: Quantitative Finance.
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article14
2011Financial sector reform and regulation in the Asia-Pacific region: a perspective In: Journal of the Asia Pacific Economy.
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article0
2011Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective In: Journal of the Asia Pacific Economy.
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article1
1997Trends in the asset‐liability structure of Australian banks In: Journal of the Asia Pacific Economy.
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2002Expectations and Liquidity in Yen Bond Markets In: Journal of the Asia Pacific Economy.
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article1
2004THE JAPAN PREMIUM AND THE FLOATING-RATE YEN EUROMARKET In: Journal of the Asia Pacific Economy.
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article2
2005Expectations and Equilibrium in High-Grade Australian Bond Markets In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article0
2015TIME VARYING ASIAN STOCK MARKET INTEGRATION In: The Singapore Economic Review (SER).
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