Jean-Pierre Fenech : Citation Profile

Are you Jean-Pierre Fenech?

Monash University

4

H index

3

i10 index

148

Citations

RESEARCH PRODUCTION:

14

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 21
   Journals where Jean-Pierre Fenech has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pfe589
   Updated: 2023-08-19    RAS profile: 2021-10-26    
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Relations with other researchers

Works with:

Forbes, Catherine (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Fenech.

Is cited by:

Smyth, Russell (9)

GAO, Jiti (5)

Ivanovski, Kris (5)

Afonso, Antonio (4)

Jalles, Joao (4)

Tiwari, Aviral (4)

Inekwe, John (3)

Mishra, Vinod (3)

Ben Cheikh, Nidhaleddine (3)

Rault, Christophe (3)

Hailemariam, Abebe (3)

Cites to:

Kilian, Lutz (10)

Narayan, Paresh (8)

AROURI, Mohamed (7)

Filis, George (6)

Acharya, Viral (6)

Pesaran, Mohammad (6)

Nguyen, Duc Khuong (6)

Degiannakis, Stavros (5)

Ratti, Ronald (5)

Afonso, Antonio (5)

Hammoudeh, Shawkat (5)

Main data

Where Jean-Pierre Fenech has published?

Journals with more than one article published# docs
Economic Modelling3
Journal of International Financial Markets, Institutions and Money2

Recent works citing Jean-Pierre Fenech (2022 and 2021)

YearTitle of citing document
2021The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2022R&D intensity and income inequality in the G7: 1870–2016. (2022). Smyth, Russell ; Peng, Bin ; Churchill, Sefa Awaworyi ; Zhang, Quanda. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:263-282.

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2022On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant. (2022). Simshauser, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2229.

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2023On dividend policy and market valuations of Australia’s listed electricity utilities: Regulated vs. merchant. (2023). Simshauser, Paul. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:696-715.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2021Modeling energy prices under energy transition: A novel stochastic-copula approach. (2021). Vidal, Joo Pedro ; Dias, Jose Carlos ; Fernandes, Mario Correia. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002601.

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2022Sequential Bayesian bandwidth selection for multivariate kernel regression with applications. (2022). Zhang, Yonghui ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001055.

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2022Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2022The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

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2022Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

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2021R&D expenditure and energy consumption in OECD nations. (2021). Ivanovski, Kris ; Churchill, Sefa Awaworyi ; Inekwe, John. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002796.

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2021The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003091.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021Dynamics of energy poverty: Evidence from nonparametric estimates across the ASEAN+6 region. (2021). Yan, Eric ; Inekwe, John ; Bhattacharya, Mita. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004254.

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2021The effect of structural oil shocks on bank systemic risk in the GCC countries. (2021). Maghyereh, Aktham ; Abdoh, Hussein. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004400.

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2022Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model. (2022). Yan, Cheng ; Sun, Xianming ; Tong, Ziwei ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000378.

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2022Heterogeneous effects of oil price fluctuations: Evidence from a nonparametric panel data model in Canada. (2022). Lloyd-Ellis, Huw ; Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001839.

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2022Extreme co-movements between infectious disease events and crude oil futures prices: From extreme value analysis perspective. (2022). Zhang, Zhengjun ; Lin, Hang. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322002213.

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2022Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x.

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2022Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

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2023Time-varying impact of information and communication technology on carbon emissions. (2023). Ren, Xiaohang ; Xu, Bing ; Xiao, Shiyi ; Sun, Xianming. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006211.

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2021How does corporate investment react to oil prices changes? Evidence from China. (2021). Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001201.

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2022Reactions of energy intensity, energy efficiency, and activity indexes to income and energy price changes: The panel data evidence from OECD countries. (2022). Gorus, Muhammed Sehid ; Karagol, Erdal Tanas. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s0360544222011847.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2022Financial contagion intensity during the COVID-19 outbreak: A copula approach. (2022). Zorgati, Imen ; Lakhal, Faten ; Garfatta, Riadh ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200103x.

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2023ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Czado, Claudia ; Sahin, Ozge ; Bax, Karoline. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297.

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2022The long-term impact of bank mergers on stock performance and default risk: The aftermath of the 2008 financial crisis?. (2022). Salotti, Valentina ; Cowan, Arnold R ; Schenck, Natalya A. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001921.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2021Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657.

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2022Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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2022Opening the black box – Quantile neural networks for loss given default prediction. (2022). Rosch, Daniel ; Nagl, Maximilian ; Kellner, Ralf. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002855.

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2021Forecasting the dynamic relationship between crude oil and stock prices since the 19th century. (2021). Hailemariam, Abebe ; Ivanovski, Kris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000039.

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2021Multilayer network analysis for improved credit risk prediction. (2021). Bravo, Cristian ; Oskarsdottir, Maria. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001298.

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2021Do iron ore, scrap steel, carbon emission allowance, and seaborne transportation prices drive steel price fluctuations?. (2021). Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100129x.

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2021Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Reboredo, Juan ; Ugolini, Andrea ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002294.

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2021Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries. (2021). Tiwari, Aviral ; Khalfaoui, Rabeh ; Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002646.

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2021Time-varying spillovers and dependencies between iron ore, scrap steel, carbon emission, seaborne transportation, and Chinas steel stock prices. (2021). Wang, Junhao ; Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002658.

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2021Dynamic spillovers and dependencies between iron ore prices, industry bond yields, and steel prices. (2021). Ma, Yiqun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004396.

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2022Natural resources volatility and South Asian economies: Evaluating the role of COVID-19. (2022). Altunta, Mehmet ; Mustafa, Faisal ; Li, Dongxin ; Zhou, Haonan. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005316.

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2022Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

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2023Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

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2022Time-varying geopolitical risk and oil prices. (2022). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:206-221.

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2022Dynamic impact of globalization on renewable energy consumption: Non-parametric modelling evidence. (2022). Ghazouani, Tarek. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:185:y:2022:i:c:s0040162522006369.

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2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

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2021Transport infrastructure and house prices in the long run. (2021). Zhang, Quanda ; Mintah, Kwabena ; Baako, Kingsley Tetteh ; Churchill, Sefa Awaworyi. In: Transport Policy. RePEc:eee:trapol:v:112:y:2021:i:c:p:1-12.

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2022Oil-stock nexus: the role of oil shocks for GCC markets. (2022). McMillan, David G ; Ziadat, Salem Adel. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-12-2021-0529.

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2023The Effects of Crude Oil Price Surprises on National Income: Evidence from India. (2023). Babu, Manivannan ; Dana, Leo Paul ; Maniam, Balasundram ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1148-:d:1042450.

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2022Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model. (2022). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:355-:d:883443.

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2022.

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2023.

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2021.

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2022Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe. (2022). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:198-:d:944577.

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2021Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea. (2021). Cho, Hong Chong ; Lee, Ji Hoon. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2209-:d:501589.

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2022Portfolio Correlations in the Bank-Firm Credit Market of Japan. (2022). Luu, Duc Thi. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10157-y.

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2023Assessing the role of foreign direct investment in environmental sustainability: a spatial semiparametric panel approach. (2023). Wang, XU ; Yan, Yingkun ; Xie, Qichang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09470-9.

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2022The financial and prudential performance of Chinese banks and Fintech lenders in the era of digitalization. (2022). Zhao, Kun ; Serbera, Jean-Philippe ; McGuinness, Paul B ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01033-9.

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2022Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016) - A Copula and Neural Network Approach. (2022). Calisto, Edgar Ortiz ; Bucio, Christian ; Sosa, Miriam. In: Lecturas de Economía. RePEc:lde:journl:y:2022:i:96:p:201-234.

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2021Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Gao, Jiti ; Liang, Xuan ; Gong, Xiaodong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-5.

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2021Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Al-Jefri, Essam H. In: MPRA Paper. RePEc:pra:mprapa:106729.

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2021Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients. (2021). Xiaodong, Gong ; Jiti, Gao ; Xuan, Liang. In: MPRA Paper. RePEc:pra:mprapa:108497.

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2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

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2022Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211071110.

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2023A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

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2021Long-term determinants of income inequality: evidence from panel data over 1870–2016. (2021). Hailemariam, Abebe ; Dzhumashev, Ratbek ; Sakutukwa, Tutsirai. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01956-7.

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2022Debt and financial market contagion. (2022). Morley, James ; Hsiao, Cody Yu-Ling. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02077-5.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Jeefri, Essam H. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09545-9.

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2023Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method. (2023). Zollner, Marvin ; Gurtler, Marc. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00689-6.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2023Does Inequality Affect Climate Change? A Regional and Sectoral Analysis. (2023). Ivanovski, Kris ; Marinucci, Nicholas. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03085-x.

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2021Analysing spillover between returns and volatility series of oil across major stock markets. (2021). Shahbaz, Muhammad ; Ullah, Subhan ; Nasreen, Samia ; Tiwari, Aviral Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2458-2490.

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2022Financial contagion in real economy: The key role of policy uncertainty. (2022). Umar, Zaghum ; Kampouris, Elias ; Samitas, Aristeidis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682.

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2022Time?frequency analysis of risk spillovers from oil to BRICS stock markets: A long?memory Copula?CoVaR?MODWT method. (2022). Wu, Lanxin ; Nie, HE ; Mu, Jinqi ; Jiang, Yonghong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3386-3404.

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2022Crude oil market and Nigerian stocks: An asymmetric information spillover approach. (2022). Lin, Boqiang ; Okorie, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4002-4017.

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2023Analysis of default risk in microfinance institutions under the Basel III framework. (2023). Navarrogalera, Andres ; Lararubio, Juan ; Durangogutierrez, Maria Patricia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1261-1278.

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2021Financial development and top income shares in OECD countries. (2021). Smyth, Russell ; Saha, Anjan ; Mishra, Vinod. In: Southern Economic Journal. RePEc:wly:soecon:v:87:y:2021:i:3:p:952-978.

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Works by Jean-Pierre Fenech:

YearTitleTypeCited
2018The determinants of bank loan recovery rates in good times and bad - new evidence In: Papers.
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2020The determinants of bank loan recovery rates in good times and bad – New evidence.(2020) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 4		article
2018The determinants of bank loan recovery rates in good times and bad -- new evidence.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 4		paper
2016How Accurately Can Convertibles be Classified as Debt or Equity for Tax Purposes? Evidence from Australia In: Review of Law & Economics.
[Full Text][Citation analysis]		article1
2015Loan default correlation using an Archimedean copula approach: A case for recalibration In: Economic Modelling.
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2016Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries In: Economic Modelling.
[Full Text][Citation analysis]		article24
2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models In: Economic Modelling.
[Full Text][Citation analysis]		article21
2016Modelling the recovery outcomes for defaulted loans: A survival analysis approach In: Economics Letters.
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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries In: Energy Economics.
[Full Text][Citation analysis]		article74
2021Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2014Can the Chinese banking system continue to grow without sacrificing loan quality? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2014Franking credits and market reactions: Evidence from the Australian convertible security market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2021Local logit regression for loan recovery rate In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2016Sporting clubs and scandals – Lessons in governance In: Sport Management Review.
[Full Text][Citation analysis]		article1
2016Sporting clubs and scandals – Lessons in governance.(2016) In: Sport Management Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2014Modelling the dependence structures of Australian iTraxx CDS index In: Applied Economics.
[Full Text][Citation analysis]		article3

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