6
H index
4
i10 index
211
Citations
Monash University | 6 H index 4 i10 index 211 Citations RESEARCH PRODUCTION: 14 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Fenech. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 3 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction. (2024). Zandi, Sahab ; Korangi, Kamesh ; Bravo, Cristi'An ; Mues, Christophe. In: Papers. RePEc:arx:papers:2402.00299. Full description at Econpapers || Download paper |
| 2025 | A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks. (2025). , Mar'Ia ; Bravo, Cristi'An ; Mues, Christophe ; Moreno-Paredes, Juan C ; Korangi, Kamesh ; Zandi, Sahab. In: Papers. RePEc:arx:papers:2510.09407. Full description at Econpapers || Download paper |
| 2024 | IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128. Full description at Econpapers || Download paper |
| 2024 | A case study of Gulf Securities Market in the last 20 years: A Long Short‐Term Memory approach. (2024). Sen, Abhibasu ; Choudhury, Karabi Dutta. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:136-166. Full description at Econpapers || Download paper |
| 2024 | Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10979. Full description at Econpapers || Download paper |
| 2024 | Oil Price Volatility Shocks and the Macroeconomic Indicators: Evidence from Saudi Arabia. (2024). Rather, Sartaj Rasool ; Zargar, Faisal Nazir ; Gunwant, Darshita Fulara. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-15. Full description at Econpapers || Download paper |
| 2024 | Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39. Full description at Econpapers || Download paper |
| 2024 | Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895. Full description at Econpapers || Download paper |
| 2025 | Cross-asset contagion and risk transmission in global financial networks. (2025). Wang, Qing ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001512. Full description at Econpapers || Download paper |
| 2024 | Defaults on government guaranteed loans by potential high growth firms: Evidence from the COVID-19 period. (2024). Wilson, Nicholas ; Zouari, Sana ; Kacer, Marek. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004257. Full description at Econpapers || Download paper |
| 2025 | Rare disasters, local currency-denominated external debt and sovereign default risk. (2025). Cheng, Jiahui ; Chang, Senfeng. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001508. Full description at Econpapers || Download paper |
| 2025 | Attention-based dynamic multilayer graph neural networks for loan default prediction. (2025). Skarsdttir, Mara ; Korangi, Kamesh ; Zandi, Sahab ; Mues, Christophe ; Bravo, Cristin. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:586-599. Full description at Econpapers || Download paper |
| 2024 | Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries. (2024). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005978. Full description at Econpapers || Download paper |
| 2025 | The impact of R&D on energy consumption: Evidence from nonlinear semi-parametric estimations for selected OECD countries. (2025). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005353. Full description at Econpapers || Download paper |
| 2025 | The interplay of energy justice, fossil fuel energy, and financial development with the moderating role of green investment funding on crude oil price fluctuations in G20 countries. (2025). Khan, Saba. In: Energy. RePEc:eee:energy:v:339:y:2025:i:c:s0360544225045876. Full description at Econpapers || Download paper |
| 2024 | Investigating the dynamic link between globalization and carbon emissions in BRICS nations: Insights from a non-parametric perspective. (2024). Ghazouani, Tarek. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000763. Full description at Econpapers || Download paper |
| 2025 | Financial development, disaggregated oil shocks, and renewable energy consumption. (2025). Aliakbari, Tayyebeh ; Glebocki, Helena. In: International Economics. RePEc:eee:inteco:v:183:y:2025:i:c:s2110701725000460. Full description at Econpapers || Download paper |
| 2024 | Sovereign risk dynamics in the EU: The time varying relevance of fiscal and external (im)balances*. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000921. Full description at Econpapers || Download paper |
| 2024 | Interpretable machine learning for creditor recovery rates. (2024). Fabozzi, Frank J ; Nazemi, Abdolreza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043. Full description at Econpapers || Download paper |
| 2024 | International exposure and the transmission of financial shocks: Evidence from China. (2024). Zhang, Penglong ; Hu, Yushan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001682. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effects between economic development and fertility: What do 140 years of data tell us?. (2024). Bampinas, Georgios ; Mavropoulos, Georgios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000173. Full description at Econpapers || Download paper |
| 2025 | Farmers credit risk evaluation with an explainable hybrid ensemble approach: A closer look in microfinance. (2025). Abedin, Mohammad Zoynul ; Chai, Nana ; Shi, Baofeng ; Yang, Lian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003640. Full description at Econpapers || Download paper |
| 2024 | Beyond borders: Assessing the influence of Geopolitical tensions on sovereign risk dynamics. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000521. Full description at Econpapers || Download paper |
| 2024 | How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper |
| 2024 | The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272. Full description at Econpapers || Download paper |
| 2024 | Do FDI inflows bring both capital and CO2 emissions? Evidence from non-parametric modelling for the G7 countries. (2024). Ren, Xiaohang ; An, Yaning ; Goodell, John W ; He, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400412x. Full description at Econpapers || Download paper |
| 2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
| 2024 | Impact of International Oil Price Shocks and Inflation on Bank Efficiency and Financial Stability: Evidence from Saudi Arabian Banking Sector. (2024). al Yousif, Mohammed ; Nefzi, Aida Arbi ; Bouzidi, Fathi Mohamed. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:543-:d:1533269. Full description at Econpapers || Download paper |
| 2024 | Evaluating the Ecological Footprint of Biomass Energy: Parametric and Time-Varying Nonparametric Analyses. (2024). Halder, Shaymal C ; Karmaker, Shamal Chandra ; Hosan, Shahadat ; Rahman, Md Matiar ; Sen, Kanchan Kumar ; Saha, Bidyut Baran ; Chapman, Andrew. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:6942-:d:1455515. Full description at Econpapers || Download paper |
| 2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
| 2025 | Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock. (2025). Sosvilla-Rivero, Simon ; Gmez-Puig, Marta ; Andrada-Flix, Julin. In: IREA Working Papers. RePEc:ira:wpaper:202525. Full description at Econpapers || Download paper |
| 2024 | Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03112024. Full description at Econpapers || Download paper |
| 2025 | Impact of Global and Domestic Factors on Indian Government Bond Yields. (2025). Sehgal, Shivam ; Singh, Jaspal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09459-6. Full description at Econpapers || Download paper |
| 2025 | Analyzing the Divergent Effects of Oil Price Changes on BRICS Stock Markets. (2025). Gupta, Neha ; Sahay, Namita ; Yadav, Miklesh Prasad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:4:d:10.1007_s10690-024-09497-0. Full description at Econpapers || Download paper |
| 2026 | Structural changes and environmental degradation: new insights from a nonparametric approach. (2026). Ghaly, Sherine Boshra ; Ali, Ibrahim Mohamed. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:59:y:2026:i:2:d:10.1007_s10644-026-09989-1. Full description at Econpapers || Download paper |
| 2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper |
| 2024 | Evaluating financial fragility: a case study of Chinese banking and finance systems. (2024). Boamah, Valentina ; Shang, LI ; Li, Jiannan ; Tang, Decai ; Zhou, Biao ; Pan, Zhiwei. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02932-7. Full description at Econpapers || Download paper |
| 2025 | Oil-macroeconomy relationship over time: Does oil still matter?. (2025). Moshiri, Saeed ; Moghaddam, Mohsen Bakhshi. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:6:d:10.1007_s00181-025-02834-w. Full description at Econpapers || Download paper |
| 2024 | The impact of climate change on agricultural productivity and agricultural loan recovery; evidence from a developing economy. (2024). Khan, Muhammad Yar ; Mushtaq, Rukhshanda ; Wahab, Fakhrul. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03652-9. Full description at Econpapers || Download paper |
| 2024 | Is the Relationship Between Clean/Non-clean Energy Consumption and Economic Growth Time-Varying? Non-parametric Evidence for MENA Region. (2024). Ghazouani, Tarek. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01906-z. Full description at Econpapers || Download paper |
| 2024 | A nonparametric standardized runoff index for characterizing hydrological drought in the Shaying River Basin, China. (2024). Gu, Shuqian ; Tong, Xiaoxia ; Lu, Jinqiang ; Tang, Hui ; Gan, Rong. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:120:y:2024:i:3:d:10.1007_s11069-023-06179-4. Full description at Econpapers || Download paper |
| 2025 | Non-linearity and the distribution of market-based loss rates. (2025). Nagl, Maximilian ; Rsch, Daniel. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:47:y:2025:i:3:d:10.1007_s00291-024-00787-7. Full description at Econpapers || Download paper |
| 2024 | Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67. Full description at Econpapers || Download paper |
| 2024 | The Use of Artificial Intelligence in Employee Recruitment in the Furniture Industry of Iran According to the Role of Contextual Factors. (2024). Shady, Shayegan ; Mehrdad, Moradzad ; Ardeshir, Bazrkar. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:34:y:2024:i:2:p:86-109:n:4. Full description at Econpapers || Download paper |
| 2024 | Hazardous human–wildlife encounters, risk attitudes, and the value of shark nets for coastal recreation. (2024). Börger, Tobias ; Borger, Tobias ; Mmonwa, Kolobe ; Campbell, Danny. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:106:y:2024:i:2:p:925-945. Full description at Econpapers || Download paper |
| 2024 | Requisite variety theory and third‐party guarantee loans: How local bank branches can reduce loan defaults. (2024). Patel, Pankaj C. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:1:p:226-246. Full description at Econpapers || Download paper |
| 2025 | Nonparametric analysis of the relationship between income inequality and energy consumption in African countries. (2025). Ghazouani, Tarek ; Beldi, Lamia. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:1401-1423. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | The determinants of bank loan recovery rates in good times and bad - new evidence In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | The determinants of bank loan recovery rates in good times and bad – New evidence.(2020) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2018 | The determinants of bank loan recovery rates in good times and bad -- new evidence.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | How Accurately Can Convertibles be Classified as Debt or Equity for Tax Purposes? Evidence from Australia In: Review of Law & Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Loan default correlation using an Archimedean copula approach: A case for recalibration In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2016 | Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries In: Economic Modelling. [Full Text][Citation analysis] | article | 36 |
| 2019 | Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models In: Economic Modelling. [Full Text][Citation analysis] | article | 31 |
| 2016 | Modelling the recovery outcomes for defaulted loans: A survival analysis approach In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 99 |
| 2021 | Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing? In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2014 | Can the Chinese banking system continue to grow without sacrificing loan quality? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2014 | Franking credits and market reactions: Evidence from the Australian convertible security market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2021 | Local logit regression for loan recovery rate In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Sporting clubs and scandals – Lessons in governance In: Sport Management Review. [Full Text][Citation analysis] | article | 1 |
| 2016 | Sporting clubs and scandals – Lessons in governance.(2016) In: Sport Management Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | Modelling the dependence structures of Australian iTraxx CDS index In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team