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Johannes Jüttner

Photo of Johannes Jüttner
  • Title: Professor
  • Position: Emeritus Professor -
  • Qualifications: DipRerPol Saar, DrRerPol Tubingen

Committee/Board Membership/Journal Referee

  • The Conference Program Review Committee of the Financial Management Association
  • Editorial board member of Economic Analysis and Policy, and
  • Guest editor of a special issue on International Taxation and Foreign Investments.

His journal referee and reviewer services include:

  • Review of Industrial Organization
  • Journal of Financial Markets, Institutions and Money
  • Kredit und Kapital
  • The Journal of Applied Economics
  • Journal of Macroeconomics
  • The Economic Record
  • Australian Economic Papers
  • Economic Analysis and Policy
  • Accounting and Finance
  • AGENDA and
  • as a book proposal reviewer for Routledge.

Publications and Research

Research Specialties

  • Exchange rate economics
  • Financial and credit risk management
  • Credit risk ratings
  • Currency intervention
  • Foreign direct investment
  • International taxation

Current Research Grants/Projects

Professor Jüttner has completed work on a large research project entitled "Credit Risk Management and Competition in Banking". The project was supported by a large research grant form the Volkswagen Research Foundation and matching Research Quantum Funds. The published output associated with the project is listed in the Publications section.

Recent Ph. D. Completion

  • Mike Mollemans, "Announcement effects in the Japanese Capital Market", 2006

Publications

Books

  • International Finance and Global Investments, 4th ed. Addison Wesley Longman Australia, Melbourne, 2000, xvi + 658 pp.
  • Solutions Manual and Testbank, International Finance and Global Investments, 4th ed. Addison Wesley Longman, Melbourne 1998
  • International Finance and Global Investments, 3rd ed., Longman Australia, Melbourne, 1995, xiv plus 674 pp.
  • Financial Markets, Money and Risk, Addison Wesley Longman, Melbourne 1997, (together with K. M. Hawtrey), 1997, xxi plus 944 pp.
  • International Finance and Global Financial Markets, 2nd ed., Longman Cheshire, edition, Melbourne 1992, 458 pp.
  • A Guide to the Australian Economy, Longman Cheshire, Melbourne 1994, coauthor.
  • Financial Markets, Interest Rates and Monetary Economics, Longman Cheshire, 3rd edition, Melbourne 1994.
  • International Finance and Global Financial Markets, Longman Cheshire, Melbourne 1989, 388 pp.
  • The Economics and Management of Financial Institutions, Longman Cheshire, Melbourne 1987, co-editor T. Valentine.
  • Financial Markets, Interest Rates and Monetary Economics, Longman Cheshire, 2nd edition, Melbourne, 1990, 683 pp.
  • Financial Markets, Interest Rates and Monetary Economics, Longman Cheshire, I st edition, Melbourne, 1987, 544 pp.
  • Interest Rates - Papers and Proceedings of a Symposium (editor), Longman Cheshire, Melbourne, 1981, 402 pp.
  • Zur Geldtheorie Don Patinkins, Berlin, Munchen, Dunker & Humblot, 1971, 231 pp.

Journal Articles

  • Towards Decoding Currency Volatilities, Multinational Finance Journal, 2009, Vol. 13, 1/2, pp.109 - 140, (with W. Leung).
  • Emerging Market Bond Returns - An Investor Perspective, Journal of Multinational Financial Management, Vol 16 (2006) pp. 105 - 121. (with D. Chung and W. Leung).
  • Global Competition, Fee Income and Interest Rate Margins of Banks, 2003, in Kredit and Kapital, Vol 36, 3, pp. 368 - 394 (with H. Gischer)
  • International Taxation and Foreign Direct Investment, Special Edition guest editor for Economic Analysis and Policy, 2003, Vol. 33, 2, 173 - 306.
  • Lessons from a Bank Profitability Study for the Future of Banking, in: The Future of Banking, Greenwood Publishing Group, INC. Westport, 2003, pp.229 - 247.
  • Competition in the General Insurance Industry, (with G. Murat and R., Tonkin), Zeitschrift fur die gesamte Versicherungswissenschaft, Vol 91, 3, 2002, pp. 453 - 481.
  • Risk Management Systems for Merging Banking and Casualty/Property Insurance between Banks and Insurance Companies, in: Megamergers in a Global Economy, Benton Gup (ed.), Quorum Books, Greenwood Publishing Group Westport Connecticut and London, 2002, pp. 149 - 170.
  • Message to Basle: Risk Reduction Rather Than Risk Management, in: The New Financial Architecture: Banking Regulation in the 21st Century, Benton Gup (ed.), Quorum Books, Westport CT, 2000, pp. 207 - 235.
  • What Basle Forgot, in: International Banking Cries: Large Scale Failures, Massive Government Intervention, B. Gup (ed); 1999, Quorum Books, Westport CT and London, pp. 220 -238.
  • Taxing International Capital Income - Interest Withholding Tax, Journal of Australian Taxation, November/December 1998, pp. 219 - 231.
  • Capital Theory: Lessons From Tobin's Q Applied to Banks' Loan Portfolios (with B. Gup); in: Advances in Pacific Basin Financial Markets, T. Bos and T. A. Fetherstone (eds) Vol. 4, pp. 279-292, JAI Press, Greenich Connecticut, 1998.
  • Money and Banking, in: Issues, Indicators and Ideas, A Guide to the Australian Economy, pp. 135-162, Addison, Wesley Longman, Melbourne 1998.
  • International Trade: Implications of VAT, The Tax Specialist, October 1997, pp.90 - 97.
  • International Financial Markets and the Effectiveness of Monetary Policy, New Developments in Monetary Theory and Policy, Festschrift for Norbert Kloten, ed. by P. Bofinger and K.-H. Ketterer, Mohr Siebeck, Tiibingen, 1996, pp.379-407.
  • Kapitalkosten der Banken, (co-author B. Gup), Jahrbucher fur Nationalokonomie and Statistik, July, 1995, pp.401-419.
  • Foreign Currency Intervention and Monetary-Fiscal Policies, Economic Papers, June 1994, pp.74 -91.
  • The Australian Financial System, in: A Guide to the Australian Economy, Melbourne 1994.
  • Interest Rates, Exchange Rates and Foreign Debt: Rejoinder, Economic Record, March 1993, 80-81.
  • Interest Rates, Exchange Rates and Foreign Debt (co-author B.P. Luedecke), Economic Record, June 1991, pp.139-46.
  • Fundamentals, Bubbles, Trading Strategies: Are they the Causes of Black Monday? Kredit and Kapital, 1989, pp. 470-86.
  • Intervention in Foreign Currency Markets, Economic Papers, March 1989, pp. 67- 82.
  • The European Currency Unit - An Exercise in Successful Exchange Rate Management, Economic Analysis and Policy, March 1989, pp. 51-72.
  • Money Markets and Monetary Policy Implementation, Economic Papers, December 1988, pp. 42-59.
  • Effective Exchange Rates and Other Exchange Rate Indices, Economic Papers, June 1988, pp. 78-88.
  • Why Are German Banks Issuing Australian Dollar Bonds? Economic Monograph No.365, Economic Society of Australia, June 1987, pp. 1-6.
  • Banks and the Debt Plight, in: The Economics and Management of Financial Institutions, D.J. Eittner and T. Valentine, eds. Melbourne 1987, 166-75.
  • Prime Rates, Costs of Funds and Competition, (co-author R. Agnew), op. cit. pp. 143-51.
  • Measuring and Managing Interest Rate Risk Exposure of Financial Institutions, op.cit. pp. 197-202.
  • The Wicksell-Tobin Investment Model, Journal of Macroeconomics,1987, pp. 45762.
  • Speculation - Good or Evil? Jahrbiicher fur Nationalokonomie and Statistik, Vol. 203, 1, 1987, pp. 1-11.
  • The Risk Structure of Interest Rates, Economic Papers, December 1986, pp. 73-91.
  • Public Debt and Asset Preferences, Kredit and Kapital, Vol. 19, 1986, pp. 386-400.
  • Are Expectations of Short-Term Interest Rates Rational? Australian Economic Papers, December 1985, pp. 356-69.
  • Recent Developments in Monetary and Credit Aggregates, Economic Papers, September 1984, pp. 59-84.
  • Information and Futures Trading - Some Missing Facts and Consequences, Jahrbucher fur Nationalokonomie and Statistik, No. 5, 1984, pp. 460-63.
  • Comments on "On Prudential Controls", The Campbell Report, Economic Papers, April 1983, pp. 164-165.
  • Notes and Numbers on Marx's Falling Rate of Profit, Economic Record, December 1983, pp. 275-83.
  • Interest Rates, Capital Markets and Loanable Funds, in: D.J. Rittner, editor, Interest Rates, Melbourne, 1981, pp. 257-78.
  • Some Comments on the Stability of the Demand for Money, Kredit and Kapital, Vol. 9, 1981, pp. 384-89, (with R. Tuckwell).
  • Entry to Banking, Final Report, Australian Financial System Inquiry, Canberra 1981, pp. 449-455.
  • Rates of Return, Investment Behaviour and Monetary Policy, Kredit and Kapital, 1983, pp. 16-35.
  • A Note on Tobin's Supply Price of Capital, Australian Economic Papers, Vol. 70, December 1981, pp. 409-13.
  • A Credit Squeeze by Default, The Australian Financial Review, February 23, 1977, pp. 2-3, 7; reprinted in: Readings in Australian Monetary Economics, Longman Cheshire, Melbourne 1981.
  • Einige Bemerkungen zu einer Interpretation von Tobins Angebotspreis des Sachkapitals, Jahrbucher fur Nation alokonomie and Statistik, 1979, pp. 395-398.
  • An Evaluation of the Performance and Critique of Econometric Models of the Australian Economy, Management Forum, December 1978, pp. 226-250.
  • Some Aspects of Recent Inflation, Discussion Contribution, Reserve Bank of Australia, Conference Papers, 1976, p. 202.
  • Determinants of Consumption Expenditure, Discussion Contribution, Reserve Bank of Australia, Conference Papers, 1976, pp. 80-81.
  • Business Investment: The Recent Experience, Discussion Contribution, Reserve Bank of Australia, Conference Papers, 1976, pp. 41-43.
  • The Stability of the Demand for Money - Some Comments, Reserve Bank of Australia, Conference Papers, Conference in Applied Economic Research: Papers and Proceedings, September 1976, pp. 248-250, 253.
  • Financing Problems of Small Firms in the Manufacturing Sector: The Australian Case, Kredit and Kapital, Vol. 91976, pp. 384-415, (together with R. Bird); reprinted as "The Financing of Small Business in the Manufacturing Sector", Readings in Small Business, New England University.
  • Economic Policy, Inflation and Unemployment, Economic Papers, January 1977, pp. 32-5 8.
  • Is the Australian Stock Market Really Efficient in the Weak Sense? The Investment Analyst, April 1976 (co-author A. McHugh), pp. 35-36.
  • Ein Test der Erwartungshypothese der Fristigkeitsstruktur der Zinssatze, Zeitschrift fur Wirtschafts- and Sozialwissenschaften, H.2. 1975, pp. 177-184.
  • Fiscal Policy and Inflation: Some Comments, Economic Papers, Dec. 1975, pp. 1522.
  • "The Employment Function for Germany", Jahrbucher fur Nationalokonomie and Statistik, Vol. 189, 1975, (together with G.M. Madden and R.H. Tuckwell), pp. 469475.
  • "Kapitalmarkteffizienz and Fristigkeitsstruktur der Zinssatze in der Bundesrepublik" 18 (together with G.M. Madden and R.H. Tuckwell), Konjunkturpolitik, Vol. 21, 1975, pp. 170-181.
  • "Time Series Analysis of the Term Structure of Australian Interest Rates", (together with G.M. Madden and R.H. Tuckwell), Economic Record, Vol. 51, 1975 pp. 19-30.
  • "Zur Struktur der Zinssatze in der Bundesrepublik", Zeitschrift fur die gesamte Staatswissenschaft, October, 1974, pp. 587-597.
  • "Der Einfluss von Einkommens-, Zinssatz and Inflationserwartungen auf die Geldnachfrage in der Bundesrepublik", Zeitschrift fur Nationalokonomie, Heft 1-2, 1974, (co-author R.H. Tuckwell).
  • "Partial Adjustment, Multiple Expectations,and the Demand for Money in Australia", (co-author R.H.Tuckwell), Kredit and Kapital, Vol. 7, 1974, pp. 48-68.
  • "Zinssatze and Inflationserwartungen in der Bundesrepublik" Jahrbucher fur Nationalokonomie and Statistik, Vol. 188, 1974, pp. 385-395.
  • "Recent Behaviour of Stock Market Prices in Germany and the Random Walk Hypothesis" (co-author K. Conrad), Kyklos, Vol. 26, 1973, pp. 576-599.
  • "Arbeitspotential, Arbeitsmarktreserven and Vollbeschaftigung" Zeitschrift fur die gesamte Staatswissenschaft, Vol. 128, 1972, pp. 22-28.