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

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

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

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

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)