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 0 0 0 47
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 1 1 1 190
Estimating bank default with generalised extreme value models 0 0 1 81 0 0 5 217
Estimating bank loans loss given default by generalized additive models 0 0 3 210 0 1 9 475
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 0 0 5 314
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 0 1 7 468 0 4 26 1,795
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 0 0 0 172
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 76 1 1 6 143
Modelling Downturn Loss Given Default 0 0 2 189 0 0 4 519
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 0 0 79 2 3 4 101
Regression Model for Proportions with Probability Masses at Zero and One 0 0 2 94 0 0 7 297
Single-name concentration risk in credit portfolios: a comparison of concentration indices 1 1 2 404 2 4 19 2,025
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 0 0 98
Total Working Papers 1 2 18 1,802 6 14 86 6,393

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 0 9 0 0 0 48
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 0 0 0 15
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 0 0 1 7 0 0 1 29
A probabilistic scheme with uniform correlation structure 0 0 0 3 0 0 1 17
Bank loan recovery rates: Measuring and nonparametric density estimation 0 1 3 370 0 1 12 991
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 9 23 0 3 14 61
Downturn Loss Given Default: Mixture distribution estimation 0 0 1 29 0 0 7 103
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 0 0 0 25
Estimating bank default with generalised extreme value regression models 0 1 2 9 0 1 3 36
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 1 1 11 0 3 3 47
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 0 1 2 49
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 11 1 1 4 66
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 1 1 2 49 2 5 8 112
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 0 0 2 0 0 0 17
Optimal cut-off for rare events and unbalanced misclassification costs 0 0 1 8 0 0 2 24
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 1 10 0 0 3 26
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 0 0 12 0 0 4 37
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 0 12 0 0 2 79
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 0 0 0 23
What affects bank debt rejections? Bank lending conditions for UK SMEs 0 0 1 5 0 0 2 22
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 1 1 0 0 2 8
Total Journal Articles 1 4 24 582 3 15 70 1,835

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 0 0 3 21
Estimating Binary Spatial Autoregressive Models for Rare Events 0 0 0 18 0 0 1 81
Total Chapters 0 0 0 18 0 0 4 102

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Statistics updated 2024-09-04