Jean Pierre Fenech - Researcher Profile
Senior Lecturer
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Publications Title Journal Name Year ABDC Ranking
The probability of Chapter 11 firms refiling again: a censored hazard approach Applied Economics 2025 A
Credit derivatives and bank systemic risk: risk enhancing or reducing? Finance Research Letters 2021 A
Local logit regression for loan recovery rate Journal of Banking & Finance 2021 A*
The determinants of bank loan recovery rates in good times and bad – New evidence Journal of Economic Behavior and Organization 2020 A*
Oil price and Gulf Corporation Council stock indices: new evidence from time-varying copula models Economic Modelling 2019 A
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries Energy Economics 2017 A*
Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries Economic Modelling 2016 A
How accurately can convertibles be classified as debt or equity for tax purposes? Evidence from Australia Review of Law & Economics 2016 B
Modelling the recovery outcomes for defaulted loans: A survival analysis approach Economics Letters 2016 A
Sporting clubs and scandals - Lessons in governance Sport Management Review 2016 A
Loan default correlation using an Archimedean copula approach: A case for recalibration Economic Modelling 2015 A
Can the Chinese banking system continue to grow without sacrificing loan quality? Journal of International Financial Markets, Institutions and Money 2014 A
Franking credits and market reactions: Evidence from the Australian convertible security market Journal of International Financial Markets, Institutions and Money 2014 A
Modelling the dependence structures of Australian iTraxx CDS index Applied Economics 2014 A
Brief technical note: A Markov chain approach to measure investment rating migrations Australasian Accounting Business and Finance Journal 2013 B
The use of fixed income in emerging markets: Empirical Evidence Banks and Bank Systems 2009 C
The stock market reaction to Australian convertible debt issues: New evidence Investment Management and Financial Innovations 2008 B