Similar Search Results - EconBiz

The Dynamics of Arbitrage : Evidence from the Forward Markets

Batten, Jonathan A. - 2017

Covered interest parity (CIP) is the theoretical relationship that explains the price difference between spot and forward exchange rates in terms of the interest rate differential between the home and the foreign currency. CIP arbitrage maintains the parity pricing between a host of financial...

Persistent link: https://www.econbiz.de/10012975363

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

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

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

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

Interest rate risk management practices and products use by Australian firms

Batten, Jonathan A. - 1993

Persistent link: https://www.econbiz.de/10000876630

Interest rate risk management practices and products used by Australian firms

Batten, Jonathan A. - 1994

Persistent link: https://www.econbiz.de/10001340261

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

European fixed income markets : money, bond, and interest rate derivatives

Batten, Jonathan A.; Fetherston, Thomas Austin; … - 2004

Persistent link: https://www.econbiz.de/10001785136

Special issue: credit derivatives

Batten, Jonathan A. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001716000

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