Similar Search Results

Informed and uninformed trading on the Australian dollar

Hogan, Warren Pat; Batten, Jonathan A. - In: International review of financial analysis 14 (2005) 1, pp. 61-75

Persistent link: https://www.econbiz.de/10002737827

Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds

Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 331-344

Persistent link: https://www.econbiz.de/10001715983

Price discovery in the Australian dollar foreign exchange market

Batten, Jonathan A.; Hogan, Warren Pat - In: Economic papers : a journal of applied economics and policy 20 (2001) special ed., pp. 64-74

Persistent link: https://www.econbiz.de/10001615168

Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework

Batten, Jonathan A.; In, Francis Haeuck - In: Applied financial economics 16 (2006) 12, pp. 881-892

Persistent link: https://www.econbiz.de/10003377842

The macroeconomic determinants of volatility in precious metals markets

Batten, Jonathan A.; Ciner, Cetin; Lucey, Brian M. - In: Resources policy 35 (2010) 2, pp. 65-71

Persistent link: https://www.econbiz.de/10003975054

International swap market contagion and volatility

Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor; … - In: Economic modelling 47 (2015), pp. 355-371

Persistent link: https://www.econbiz.de/10011439454

Stock market spread trading : Argentina and Brazil stock indexes

Batten, Jonathan A.; Szilágyi, Péter G.; Wong, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 61-76

Persistent link: https://www.econbiz.de/10010465142

Forecasting credit spread volatility : evidence from the Japanese Eurobond market

Johnson, Brock N.; Batten, Jonathan A. - In: Asia-Pacific financial markets 10 (2003) 4, pp. 335-357

Persistent link: https://www.econbiz.de/10003083939

Parameter estimation bias and volatility scaling in Black-Scholes option prices

Batten, Jonathan A.; Ellis, Craig - In: International review of financial analysis 14 (2005) 2, pp. 165-176

Persistent link: https://www.econbiz.de/10002738262

Stylized Facts of Intraday Precious Metal Returns

Batten, Jonathan A. - 2016

Given the increased attention of precious metals by investors and the finance literature as well as the growth of high frequency trading, the behaviour of intraday precious metal markets is of great interest and importance. Therefore, this paper examines the stylized facts, correlation and...

Persistent link: https://www.econbiz.de/10012999879