Jonathan Batten

Biographic Data

ID6032169
NAMEJonathan Batten
GIVEN NAMESJonathan
FAMILY NAMEBatten
SIGNATUREBATTEN J
VERIFIEDNo
TOTAL WORKS4
TOTAL CITATIONS1
WORKS AS AUTHOR4
WORKS AS EDITOR0
FIRST PUBLICATION YEAR1997
LATEST PUBLICATION YEAR2004
H-INDEX1

  • The Japan Premium and the Floating-Rate Yen Euromarket

    Jonathan Batten, Jonathan A Batten et al.ARTICLEJournal of the Asia Pacific Economy2004

    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 period coincides with the sudden deterioration in the credit quality of Japanese rate-setting banks and the introduction of the‘Japan premium’on internatio…

  • Expectations and Liquidity in Yen Bond Markets

    Seppo Pynnönen, Warren Hogan et al.ARTICLEJournal of the Asia Pacific Economy2002

    n\t\t\t\t\tThe relationship between daily yields on Japanese government bonds (JGBs), and high grade (AA and AAA) yen eurobonds is investigated. We find the cointegration vector differs slightly from the expected order predicted by the expectations hypothesis and attribute this to differing degrees of liquidity in the eurobond and JGB markets. We conclude that the concentration of new Japanese government issues in maturities of five to ten years,…

  • Small Firm Behaviour in Sri Lanka

    Open AccessJonathan Batten, Jonathan A Batten et al.ARTICLESmall Business Economics1999

  • Trends in the asset‐liability structure of Australian banks

    Jonathan Batten, Jonathan A BattenARTICLEJournal of the Asia Pacific Economy1997Cited by: 1References: 3

    This study describes various aspects of the on‐ and off‐balance sheet asset‐liability structure of the Australian banking sector, over the period 1975 to 1995, and provides an aggregate perspective of the influence several factors have on the sectors’ asset‐liability structures. The analysis reveals the dynamic nature of asset‐liability structures in Australian banking, and the extensive changes made to these structures over the period. These str…