Research Services Division

Deakin Research

Research Output for Craig Ellis

Note: The 2012, 2013, 2014 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Craig Ellis may be from another institution or only recently joined Deakin University.

Publications

2002 External

Batten, Jonathan, Ellis, Craig* and Hogan, Warren* (2002) Scaling the volatility of credit spreads: evidence from Australian dollar eurobonds, International review of financial analysis, vol. 11, no. 3, pp. 331-344, Elsevier BV, North-Holland, Amsterdam, Netherlands [C1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0036385969
Citation counts: Scopus - 1
DRO entry for this publication

Batten, J., Ellis, C.* and Hogan, W.* (2002) Time-varying dependence in the intraday AUS/USD spot market, in Rader, Jack (eds), FMA 2002 : Annual Meeting of the Financial Management Association International : Too Big to Fail Policies and Practices in Government Bailouts, pp. 1-25, Praeger, Westport, Conn. [E1]
DRO entry for this publication

2001 External

Batten, Jonathan and Ellis, Craig* (2001) Scaling relationships of Gaussian processes, Economics letters, vol. 72, no. 3, pp. 291-296, Elsevier Science B.V., Amsterdam, The Netherlands [C1]
ERA journal ID: 18212 – Scopus EID: 2-s2.0-0035608551
Citation counts: Scopus - 3, Thomson - 2
DRO entry for this publication

2000 External

Batten, J., Ellis, C.* and Hogan, W.* (2000) The Time-Series Properties of Credit Spreads: Evidence From Australian Dollar Eurobonds, Advances in Pacific Basin Financial Markets, pp. 269-301, JAI Press Inc., Connecticut,USA [B1]
no DRO entry yet for this publication

Batten, J., Ellis, C.* and Fetherston, T.* (2000) Are long-term return anomalies illusions? Evidence from the spot Yen, Japan and the World Economy, vol. 0, no. 0, pp. 337-349, Elsevier, North Holland, Netherlands [C1]
ERA journal ID: 18396 – Scopus EID: Not tagged
no DRO entry yet for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Craig Ellis

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Friday 28th November 2014 10:04pm

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23rd July 2011