Author Page for Craig Ellis

1.

Volatility Scaling in Foreign Exchange Markets

Nanyang Technological University Working Paper No. 99-04

Number of pages: 23 Posted: 25 Apr 1999

Jonathan A. Batten and Craig Ellis

Monash University and Education Centre Australia

Downloads 498 (43,706)

Citation 2

Abstract:

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

Monash University, Education Centre Australia and University of Technology, Sydney - School of Finance and Economics

Downloads 426 (55,115)

Citation 6

Abstract:

3.

Return Anomalies on the Nikkei: Are they Statistical Illusions?

Number of pages: 18 Posted: 26 May 2003

Jonathan A. Batten, Craig Ellis and Thomas Fetherston

Monash University, Education Centre Australia and University of Alabama at Birmingham

Downloads 390 (59,535)

Abstract:

4.

Economic Capital, Loan Pricing and 'Ratings Arbitrage'

Number of pages: 28 Posted: 02 Oct 2008

Maike Sundmacher and Craig Ellis

affiliation not provided to SSRN and Education Centre Australia

Downloads 339 (69,625)

Abstract:

5.

International Financial Integration: Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries.

29th Australasian Finance and Banking Conference 2016

Number of pages: 18 Posted: 18 Aug 2016

Võ Xuân Vinh and Craig Ellis

University of Economics Ho Chi Minh City and Education Centre Australia

Downloads 0 (414,069)

Abstract:

6.

Statistical Illusions and Long-Term Return Anomalies on the Nikkei

Jonathan Batten, Craig Ellis and Thomas Fetherston, STATISTICAL ILLUSIONS AND LONG-TERM RETURN ANOMALIES ON THE NIKKEI, CHAOS, SOLTIONS & FRACTAL, Vol. 23, pp.1125-1136, Elsevier Science, 2005

Posted: 02 Aug 2005

Jonathan A. Batten, Craig Ellis and Thomas Fetherston

Monash University, Education Centre Australia and University of Alabama at Birmingham

Abstract:

7.

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

Monash University, Education Centre Australia and University of Technology, Sydney - School of Finance and Economics

Abstract:

8.

Scaling Relationships of Gaussian Processes

Economics Letters, Vol. 72, No. 3, pp. 291-296

Posted: 26 May 2003

Jonathan A. Batten and Craig Ellis

Monash University and Education Centre Australia

Craig Ellis

Education Centre Australia

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Scholarly Papers (8)

Volatility Scaling in Foreign Exchange Markets

Abstract:

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

Abstract:

Return Anomalies on the Nikkei: Are they Statistical Illusions?

Abstract:

Economic Capital, Loan Pricing and 'Ratings Arbitrage'

Abstract:

International Financial Integration: Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries.

Abstract:

Statistical Illusions and Long-Term Return Anomalies on the Nikkei

Abstract:

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

Abstract:

Scaling Relationships of Gaussian Processes

Abstract:

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