Details about Jean-Pierre Fenech

Access statistics for papers by Jean-Pierre Fenech.

Last updated 2021-10-26. Update your information in the RePEc Author Service.

Short-id: pfe589

Working Papers

2018

1. The determinants of bank loan recovery rates in good times and bad - new evidence
   Papers, arXiv.org View citations (3)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2018) View citations (1)
   See also Journal Article The determinants of bank loan recovery rates in good times and bad – New evidence, Journal of Economic Behavior & Organization, Elsevier (2020) View citations (4) (2020)

Journal Articles

2021

1. Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?
   Finance Research Letters, 2021, 42, (C) View citations (1)
2. Local logit regression for loan recovery rate
   Journal of Banking & Finance, 2021, 126, (C) View citations (5)

2020

3. The determinants of bank loan recovery rates in good times and bad – New evidence
   Journal of Economic Behavior & Organization, 2020, 177, (C), 875-897 View citations (4)
   See also Working Paper The determinants of bank loan recovery rates in good times and bad - new evidence, Papers (2018) View citations (3) (2018)

2019

4. Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models
   Economic Modelling, 2019, 77, (C), 81-91 View citations (29)

2017

5. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
   Energy Economics, 2017, 67, (C), 255-267 View citations (89)

2016

6. Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
   Economic Modelling, 2016, 58, (C), 83-92 View citations (33)
7. How Accurately Can Convertibles be Classified as Debt or Equity for Tax Purposes? Evidence from Australia
   Review of Law & Economics, 2016, 12, (1), 153-164 View citations (1)
8. Modelling the recovery outcomes for defaulted loans: A survival analysis approach
   Economics Letters, 2016, 145, (C), 79-82 View citations (5)
9. Sporting clubs and scandals – Lessons in governance
   Sport Management Review, 2016, 19, (1), 69-80 View citations (1)
   Also in Sport Management Review, 2016, 19, (1), 69-80 (2016)

2015

10. Loan default correlation using an Archimedean copula approach: A case for recalibration
    Economic Modelling, 2015, 47, (C), 340-354 View citations (8)

2014

11. Can the Chinese banking system continue to grow without sacrificing loan quality?
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 315-330 View citations (4)
12. Franking credits and market reactions: Evidence from the Australian convertible security market
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 1-19 View citations (4)
13. Modelling the dependence structures of Australian iTraxx CDS index
    Applied Economics, 2014, 46, (4), 420-431 View citations (3)