Warren P. Hogan

University of Technology, Sydney - School of Finance and Economics

Adjunct Professor

Haymarket

Sydney, NSW 2007

Australia

http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=91

SCHOLARLY PAPERS

13

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1

CROSSREF CITATIONS

12

Scholarly Papers (13)

Interest Rates, Stock Returns, and Credit Spreads: Evidence from German Eurobonds

Number of pages: 25 Posted: 12 Feb 2003
Niklas Wagner, Warren P. Hogan and Jonathan A. Batten
Passau University, University of Technology, Sydney - School of Finance and Economics and RMIT University
Downloads 562 (68,689)
Citation 2

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Credit spreads, bond ratings, spread prediction

Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds

Economic Notes, Vol. 34, No. 1, pp. 35-50, February 2005
Number of pages: 16 Posted: 09 Jul 2005
Niklas Wagner, Warren P. Hogan and Jonathan A. Batten
Passau University, University of Technology, Sydney - School of Finance and Economics and RMIT University
Downloads 37 (602,861)

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2.

Scaling the Volatility of Credit Spreads: Evidence from Australian Dollar Eurobonds

Nanyang Technological University, Department of Banking and Finance Working Paper No. 99-03
Number of pages: 36 Posted: 13 Dec 1999
Jonathan A. Batten, Craig Ellis and Warren P. Hogan
RMIT University, Education Centre Australia and University of Technology, Sydney - School of Finance and Economics
Downloads 440 (93,431)
Citation 6

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3.

Financial Market Development and the Role of Foreign Bond Issuance: The Case of Australia

Number of pages: 54 Posted: 12 Mar 2009 Last Revised: 15 Jul 2010
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 316 (135,208)
Citation 1

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Bond Markets, Financial Market Development, Foreign Bonds, Kangaroo Bonds, Australia

4.

International Perspectives on Foreign Bond Markets

Number of pages: 36 Posted: 26 Aug 2009
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 284 (151,140)
Citation 2

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Markets, Financial Market Development, Foreign Bonds

5.

Asia-Pacific Perspectives on the Financial Crisis 2007-2010

Number of pages: 35 Posted: 24 Aug 2009 Last Revised: 15 Jul 2010
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 210 (202,587)
Citation 2

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financial crisis, Asia-Pacific region, economic policy, international banking and bond markets

6.

Dynamic Equilibrium Correction Modelling of Yen Eurobond Credit Spreads

IIIS Discussion Paper No. 127
Number of pages: 37 Posted: 12 Aug 2006
Seppo Pynnonen, Jonathan A. Batten and Warren P. Hogan
University of Vaasa, Department of Mathematics and Statistics, RMIT University and University of Technology, Sydney - School of Finance and Economics
Downloads 149 (271,933)

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7.

Dynamic Equilibrium Correction Modelling of Credit Spreads. The Case of Yen Eurobonds

Number of pages: 26 Posted: 27 Jan 2004
Seppo Pynnonen, Jonathan A. Batten and Warren P. Hogan
University of Vaasa, Department of Mathematics and Statistics, RMIT University and University of Technology, Sydney - School of Finance and Economics
Downloads 130 (302,361)

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Credit Spreads, Eurobonds, Japan, Equilibrium Correction

8.

Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate Egarch Framework

Number of pages: 14 Posted: 01 Dec 2002
Jonathan A. Batten, Francis Haeuck In and Warren P. Hogan
RMIT University, Monash University - Department of Accounting and University of Technology, Sydney - School of Finance and Economics
Downloads 25 (664,977)

Abstract:

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9.

The Role of Foreign Bond Issuance: The Case of Australia

Australian Economic Review, Vol. 44, No. 1, pp. 36-50, 2011
Number of pages: 15 Posted: 02 Mar 2011
Jonathan A. Batten, Warren P. Hogan and Peter G. Szilagyi
RMIT University, University of Technology, Sydney - School of Finance and Economics and EDHEC Business School
Downloads 3 (865,816)

Abstract:

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10.

Measuring Credit Spreads: Evidence from Australian Eurobonds

Applied Financial Economics, Vol. 15, No. 9, pp. 651-666, 2005
Posted: 02 Aug 2005
RMIT University, University of Technology, Sydney - School of Finance and Economics and College of Management Academic Studies

Abstract:

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Credit spreads, absolute spreads, relative spreads, Eurobonds

11.

Decomposing Intraday Dependence in Currency Markets: Evidence from the Aud/Usd Spot Market

Physica A: Statistical Mechanics and its Applications, Vol. 352, No. 2-4, pp. 558-572, 2005
Posted: 02 Aug 2005 Last Revised: 15 Jul 2010
Jonathan A. Batten, Craig Ellis and Warren P. Hogan
RMIT University, Education Centre Australia and University of Technology, Sydney - School of Finance and Economics

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Scaling volatility, long-range dependence, foreign exchange, market microstructure

12.

Time Variation in the Credit Spreads on Australian Eurobonds

Posted: 26 May 2003
Jonathan A. Batten and Warren P. Hogan
RMIT University and University of Technology, Sydney - School of Finance and Economics

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Credit spreads, Eurobonds, Australia

13.

A Perspective on Credit Derivatives

Posted: 06 May 2003
Jonathan A. Batten and Warren P. Hogan
RMIT University and University of Technology, Sydney - School of Finance and Economics

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Credit risk, Credit derivatives, Credit default swaps, Credit-linked notes, Credit spreads, Total return swaps