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 1 1 3 192
Estimating bank default with generalised extreme value models 0 0 0 81 0 2 3 220
Estimating bank loans loss given default by generalized additive models 0 0 2 211 0 0 7 478
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 0 0 6 470 1 5 22 1,803
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 1 2 2 174
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 1 1 2 77 1 1 6 145
Modelling Downturn Loss Given Default 0 0 0 189 0 0 0 519
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 1 6 300
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 2 405 1 3 19 2,034
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 0 1 99
Total Working Papers 1 1 13 1,808 5 15 76 6,430

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 1 1 10 0 2 4 52
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 1 2 8 0 2 4 32
A probabilistic scheme with uniform correlation structure 0 0 0 3 1 2 2 19
Bank loan recovery rates: Measuring and nonparametric density estimation 0 0 2 371 0 0 3 993
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 4 23 0 0 8 61
Downturn Loss Given Default: Mixture distribution estimation 0 0 1 30 0 0 5 105
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 2 2 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 4 48
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 0 0 3 50
Measuring bank contagion in Europe using binary spatial regression models 0 0 0 11 0 1 2 67
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 1 3 50 1 3 10 116
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 0 0 2 1 1 1 18
Optimal cut-off for rare events and unbalanced misclassification costs 0 0 0 8 0 0 1 24
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 0 10 0 0 0 26
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 0 0 12 0 0 3 38
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 0 12 0 0 1 80
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 1 22
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 0 1 1 1 1 9
Total Journal Articles 0 3 16 587 7 15 56 1,861

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 1 1 1 22
Estimating Binary Spatial Autoregressive Models for Rare Events 0 0 0 18 2 2 3 84
Total Chapters 0 0 0 18 3 3 4 106

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Statistics updated 2025-03-03