Jean-Pierre Fenech

Dr

20062019
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Personal profile

Research interests

Credit Scoring; Bayesian inference; Archimedean copulas; nonparametric estimates; markov chains

Supervision interests

Credit Scoring; Bayesian inference; Archimedean copulas; nonparametric estimates; markov chains

 

Monash teaching commitment

BFF3841: Credit Analysis and Lending Management

BFF5914: Bank Lending

BFF5380: Credit Risk Modeling

Research area keywords

  • Archimedean Copulas
  • Credit Risk
  • Default Correlation
  • Credit Growth
  • Bank Soundness
  • Chinese Banking System
  • Business Cycles
  • Markov Chains
  • Matrix Norms
  • Risk Management

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2006 2014

Research Output 2008 2019

2 Citations (Scopus)

Oil price and Gulf Corporation Council stock indices: new evidence from time-varying copula models

Fenech, J-P. & Vosgha, H., 1 Mar 2019, In : Economic Modelling. 77, p. 81-91 11 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Nonparametric panel data model for crude oil and stock market prices in net oil importing countries

Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sep 2017, In : Energy Economics. 67, p. 255-267 13 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, P., Fenech, J. P., Thomas, A. & Brooks, R., 1 Nov 2016, In : Economic Modelling. 58, p. 83-92 10 p.

Research output: Contribution to journalArticleResearchpeer-review

How accurately can convertibles be classified as debt or equity for tax purposes? Evidence from Australia

Fenech, J. P., Fang, V. & Brown, R., 1 Mar 2016, In : Review of Law and Economics. 12, 1, p. 153-164 12 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Modelling the recovery outcomes for defaulted loans: A survival analysis approach

Fenech, J. P., Yap, Y. K. & Shafik, S., 2016, In : Economics Letters. 145, p. 79-82 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Prizes

A. E. Camilleri Banking Award awarded by the Central Bank of Malta.

Jean-Pierre Fenech (Recipient), 1995

Prize: Prize (including medals and awards)

Dean's Award for Excellence in Teaching 2006

Jean-Pierre Fenech (Recipient), 2006

Prize: Prize (including medals and awards)

Dean's Award for Excellence in Teaching 2013

Jean-Pierre Fenech (Recipient), 2013

Prize: Prize (including medals and awards)