6
H index
4
i10 index
202
Citations
Monash University | 6 H index 4 i10 index 202 Citations RESEARCH PRODUCTION: 14 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 | 35 |
| 2019 | Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models In: Economic Modelling. [Full Text][Citation analysis] | article | 29 |
| 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 | 94 |
| 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 | 5 |
| 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 |
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