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Corporate yield spreads and real interest rates

Batten, Jonathan A.; Jacoby, Gady; Liao, Rose C. - In: International review of financial analysis 34 (2014), pp. 89-100

Persistent link: https://www.econbiz.de/10010528471

A generalized earnings-based stock valuation model with learning

Jacoby, Gady; Paseka, Alexander; Wang, Yan - In: The financial review : the official publication of the … 52 (2017) 2, pp. 199-232

Persistent link: https://www.econbiz.de/10011690697

An intertemporal international asset pricing model : theory and evidence

Jacoby, Gady; Liao, Rose C.; Wang, Yan; Wu, Zhenyu - In: Journal of international financial markets, … 102 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015412383

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

Scaling laws in variance as a measure of long-term dependence

Batten, Jonathan A.; Ellis, Craig; Mellor, Robert - In: International review of financial analysis 8 (1999) 2, pp. 123-138

Persistent link: https://www.econbiz.de/10001495506

Scaling relationships of Gaussian processes

Batten, Jonathan A.; Ellis, Craig - In: Economics letters 72 (2001) 3, pp. 291-296

Persistent link: https://www.econbiz.de/10001602342

Time variation in the credit spreads on Australian Eurobonds

Batten, Jonathan A.; Hogan, Warren Pat - In: Pacific-Basin finance journal 11 (2003) 1, pp. 81-99

Persistent link: https://www.econbiz.de/10001730159

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

The time-varying behaviour of credit spreads on yen Eurobonds

Batten, Jonathan A.; Hogan, Warren Pat; Pynnönen, Seppo - In: The Japanese finance : corporate finance and capital …, (pp. 379-404). 2003

Persistent link: https://www.econbiz.de/10002949540

The Japan premium and the floating-rate yen euromarket : evidence and implications

Batten, Jonathan A.; Covrig, Vincentiu - In: Journal of the Asia Pacific economy 9 (2004) 3, pp. 288-300

This study investigates the nature of the relationship between the daily offer rates for three-month Euroyen quoted in two markets: Tokyo (TIBOR) and London (LIBOR). We investigate the dynamics of the two series, and the spread between the two series, before and after February 1995. This later...

Persistent link: https://www.econbiz.de/10015180357