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~person:"Batten, Jonathan A."
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Batten, Jonathan A.
Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
19
Irwin, Scott H.
18
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16
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11
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10
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10
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10
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9
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9
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International review of financial analysis
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Australian economic papers
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Economic papers : a journal of applied economics and policy
1
Financial risk and financial risk management
1
Studies in the financial markets of the Pacific Basin ; Pt. B
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ECONIS (ZBW)
9
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1
Interest rate risk management practices and products used by Australian firms
Batten, Jonathan A.
-
1994
Persistent link: https://www.econbiz.de/10001340261
Saved in:
2
The ability of regulatory capital models to meet prudential objectives : a credit derivative perspective
Wong, Elizabeth
;
Fetherston, Thomas A.
;
Batten, Jonathan A.
- In:
Financial risk and financial risk management
,
(pp. 33-61)
.
2002
Persistent link: https://www.econbiz.de/10001755628
Saved in:
3
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
4
A perspective on credit dervatives
Batten, Jonathan A.
;
Hogan, Warren Pat
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 251-278
Persistent link: https://www.econbiz.de/10001715971
Saved in:
5
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001716000
Saved in:
6
The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.
;
Ellis, Craig
;
Hogan, Warren Pat
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 269-301
Persistent link: https://www.econbiz.de/10001487799
Saved in:
7
Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
Hogan, Warren Pat
;
In, Francis Haeuck
- In:
Australian economic papers
41
(
2002
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001998326
Saved in:
8
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
Saved in:
9
Credit derivatives : an appraisal for Australian financial institutions
Batten, Jonathan A.
;
Hogan, Warren Pat
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
2
,
pp. 19-41
Persistent link: https://www.econbiz.de/10001463510
Saved in:
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