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Measuring credit spreads : evidence from Australian Eurobonds

Batten, Jonathan A.; Hogan, Warren Pat; Jacoby, Gady - In: Applied financial economics 15 (2005) 9, pp. 651-666

Persistent link: https://www.econbiz.de/10002954849

Testing the elasticity of corporate yield spreads

Jacoby, Gady; Liao, Rose C.; Batten, Jonathan A. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 641-656

Persistent link: https://www.econbiz.de/10003887386

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

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

Modelling credit spreads on yen Eurobonds within an equilibrium correction framework

Pynnönen, Seppo; Hogan, Warren Pat; Batten, Jonathan A. - In: Applied financial economics 16 (2006) 8, pp. 583-606

Persistent link: https://www.econbiz.de/10003328457

Markets, disturbances and responses

Hogan, Warren Pat; Batten, Jonathan A. - In: International journal of applied economics and … 16 (2008) 2, pp. 39-50

Persistent link: https://www.econbiz.de/10003860916

Foreign bond markets and financial market development : international perspectives

Batten, Jonathan A.; Hogan, Warren Pat; Szilágyi, Péter G. - 2009

The domestic bond markets of the Asia and Pacific region have grown considerably since the Asian financial crisis of 1997, although they remain undeveloped relative to the region's weight in the world economy. This paper proposes that in order to encourage further development of these markets,...