Access Statistics for Raffaella Calabrese

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models 0 0 0 14 3 3 9 57
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 1 1 12 204
Estimating bank default with generalised extreme value models 0 0 1 83 0 2 7 229
Estimating bank loans loss given default by generalized additive models 0 1 4 215 2 7 26 504
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 2 6 16 332
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 1 1 4 474 4 11 34 1,842
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 0 1 20 194
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 2 2 15 160
Modelling Downturn Loss Given Default 0 0 0 189 3 8 21 542
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 0 2 81 4 8 12 114
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 96 3 6 17 317
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 0 405 2 7 18 2,052
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 5 5 13 112
Total Working Papers 1 2 13 1,822 31 67 220 6,659

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models 0 0 1 11 2 3 13 65
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 0 1 6 22
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 0 2 3 11 0 3 11 43
A probabilistic scheme with uniform correlation structure 0 0 0 3 2 3 6 25
Bank loan recovery rates: Measuring and nonparametric density estimation 0 0 6 377 2 6 28 1,021
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 1 24 0 2 9 71
Downturn Loss Given Default: Mixture distribution estimation 0 0 0 31 1 3 13 119
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 0 3 11 38
Estimating bank default with generalised extreme value regression models 0 0 0 9 1 5 13 49
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 0 11 2 4 5 53
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 1 1 7 58
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 1 2 10 78
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 1 2 52 5 7 12 129
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 0 1 3 0 3 9 27
Optimal cut-off for rare events and unbalanced misclassification costs 0 0 0 8 1 4 6 31
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 0 10 0 2 8 35
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 0 1 13 0 3 12 50
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 1 13 1 3 14 95
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 1 2 4 27
What affects bank debt rejections? Bank lending conditions for UK SMEs 0 0 1 6 1 3 13 35
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 1 2 0 3 10 19
Total Journal Articles 0 3 19 607 21 66 220 2,090

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs 0 0 0 0 2 4 7 29
Estimating Binary Spatial Autoregressive Models for Rare Events 0 2 3 21 2 5 12 97
Total Chapters 0 2 3 21 4 9 19 126

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Statistics updated 2026-05-06