Institution: Monash University
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://research.monash.edu/en/persons/jean-pierre-fenech
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.50 | 0.00 | 0.50 |
| Last 10 Years | 0.00 | 0.50 | 1.01 | 0.00 | 3.10 |
| All Time | 0.00 | 0.50 | 1.01 | 0.00 | 3.77 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Local logit regression for loan recovery rate | Journal of Banking & Finance | B | 4 |
| 2020 | The determinants of bank loan recovery rates in good times and bad – New evidence | Journal of Economic Behavior and Organization | B | 4 |
| 2019 | Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models | Economic Modeling | C | 2 |
| 2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries | Energy Economics | A | 4 |
| 2016 | Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries | Economic Modeling | C | 4 |
| 2016 | Modelling the recovery outcomes for defaulted loans: A survival analysis approach | Economics Letters | C | 3 |
| 2015 | Loan default correlation using an Archimedean copula approach: A case for recalibration | Economic Modeling | C | 3 |
| 2014 | Modelling the dependence structures of Australian iTraxx CDS index | Applied Economics | C | 3 |