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 48
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 2 2 3 194
Estimating bank default with generalised extreme value models 0 0 1 82 1 1 6 223
Estimating bank loans loss given default by generalized additive models 0 1 2 213 1 7 12 489
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 1 3 3 319
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 0 0 3 472 1 6 21 1,818
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 3 6 8 180
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 1 2 78 1 3 4 148
Modelling Downturn Loss Given Default 0 0 0 189 4 6 9 528
Modelling cross-border systemic risk in the European banking sector: a copula approach 1 1 2 81 1 1 3 104
Regression Model for Proportions with Probability Masses at Zero and One 0 1 1 96 0 1 2 301
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 1 405 2 3 9 2,039
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 0 0 99
Total Working Papers 1 4 12 1,817 17 39 80 6,490

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 2 11 0 1 7 56
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 2 2 3 18
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 1 1 2 9 3 3 5 35
A probabilistic scheme with uniform correlation structure 0 0 0 3 1 1 3 20
Bank loan recovery rates: Measuring and nonparametric density estimation 0 2 2 373 1 5 7 1,000
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 1 1 24 0 2 5 66
Downturn Loss Given Default: Mixture distribution estimation 0 0 2 31 2 3 6 109
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 1 3 6 31
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 0 0 36
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 0 11 0 0 2 49
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 0 0 1 51
Measuring bank contagion in Europe using binary spatial regression models 0 1 1 12 0 1 3 69
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 1 2 51 1 2 6 119
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 0 0 2 0 0 1 18
Optimal cut-off for rare events and unbalanced misclassification costs 0 0 0 8 0 0 3 27
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 0 10 0 0 1 27
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 0 0 12 0 1 2 40
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 0 12 0 2 4 84
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 0 5 0 1 1 23
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 1 1 1 2 2 2 3 11
Total Journal Articles 2 7 13 596 13 29 69 1,912

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 2 23
Estimating Binary Spatial Autoregressive Models for Rare Events 0 1 1 19 1 3 7 88
Total Chapters 0 1 1 19 1 3 9 111

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Statistics updated 2025-11-08