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 6 6 54
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 0 9 11 203
Estimating bank default with generalised extreme value models 0 0 2 83 1 3 8 228
Estimating bank loans loss given default by generalized additive models 0 1 3 214 1 8 20 498
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 2 6 12 328
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 0 1 3 473 5 15 33 1,836
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 1 13 20 194
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 0 9 13 158
Modelling Downturn Loss Given Default 0 0 0 189 5 11 20 539
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 0 2 81 4 6 8 110
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 96 2 11 13 313
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 0 405 2 7 13 2,047
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 8 8 107
Total Working Papers 0 2 12 1,820 23 112 185 6,615

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 1 6 11 63
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 0 2 6 21
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 1 1 2 10 2 7 10 42
A probabilistic scheme with uniform correlation structure 0 0 0 3 1 3 4 23
Bank loan recovery rates: Measuring and nonparametric density estimation 0 3 6 377 4 15 26 1,019
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 1 24 0 3 8 69
Downturn Loss Given Default: Mixture distribution estimation 0 0 1 31 1 7 12 117
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 2 6 10 37
Estimating bank default with generalised extreme value regression models 0 0 0 9 4 12 12 48
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 0 11 2 2 3 51
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 0 3 7 57
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 1 5 10 77
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 0 1 51 1 3 7 123
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 0 1 3 3 7 9 27
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 1 6 8 34
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 1 1 13 1 5 10 48
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 1 1 13 1 6 13 93
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 1 2 3 26
What affects bank debt rejections? Bank lending conditions for UK SMEs 0 0 1 6 1 9 11 33
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 1 2 2 7 9 18
Total Journal Articles 1 6 18 605 29 116 192 2,053

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 3 5 27
Estimating Binary Spatial Autoregressive Models for Rare Events 1 1 2 20 1 5 9 93
Total Chapters 1 1 2 20 3 8 14 120

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Statistics updated 2026-03-04