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 1 48
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 0 0 3 192
Estimating bank default with generalised extreme value models 0 1 1 82 0 2 5 222
Estimating bank loans loss given default by generalized additive models 0 0 1 211 1 1 5 479
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 0 0 2 316
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 1 1 4 471 1 6 18 1,809
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 0 0 2 174
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 77 0 0 3 145
Modelling Downturn Loss Given Default 0 0 0 189 0 2 2 521
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 0 0 79 0 0 4 102
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 95 0 0 3 300
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 2 405 1 1 14 2,035
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 0 1 99
Total Working Papers 1 2 10 1,810 3 12 63 6,442

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 10 0 0 4 52
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 0 1 1 16
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 0 0 1 8 0 0 3 32
A probabilistic scheme with uniform correlation structure 0 0 0 3 0 0 2 19
Bank loan recovery rates: Measuring and nonparametric density estimation 0 0 2 371 1 1 4 994
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 0 23 0 1 4 62
Downturn Loss Given Default: Mixture distribution estimation 0 1 2 31 0 1 3 106
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 0 0 2 27
Estimating bank default with generalised extreme value regression models 0 0 1 9 0 0 1 36
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 1 11 1 1 5 49
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 0 1 3 51
Measuring bank contagion in Europe using binary spatial regression models 0 0 0 11 0 1 3 68
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 0 2 50 0 1 10 117
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 1 2 2 26
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 0 10 0 1 1 27
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 0 0 12 0 0 1 38
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 0 12 0 1 2 81
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 0 0 22
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 0 1 0 0 1 9
Total Journal Articles 0 1 10 588 3 12 53 1,873

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 1 22
Estimating Binary Spatial Autoregressive Models for Rare Events 0 0 0 18 0 1 4 85
Total Chapters 0 0 0 18 0 1 5 107

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Statistics updated 2025-06-06