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 1 4 10 58
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 0 1 12 204
Estimating bank default with generalised extreme value models 0 0 1 83 0 0 7 229
Estimating bank loans loss given default by generalized additive models 0 0 4 215 0 2 24 504
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 1 3 17 333
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 1 2 3 475 1 7 34 1,845
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 0 0 20 194
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 0 3 16 161
Modelling Downturn Loss Given Default 0 0 0 189 0 4 22 543
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 0 2 81 1 5 13 115
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 96 0 5 19 319
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 0 405 0 3 17 2,053
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 5 13 112
Total Working Papers 1 2 12 1,823 4 42 224 6,670

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 11 0 2 12 65
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 0 0 6 22
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 0 0 3 11 0 1 12 44
A probabilistic scheme with uniform correlation structure 0 0 0 3 0 2 6 25
Bank loan recovery rates: Measuring and nonparametric density estimation 0 0 6 377 0 4 28 1,023
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 1 24 0 2 10 73
Downturn Loss Given Default: Mixture distribution estimation 0 0 0 31 0 2 14 120
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 0 0 11 38
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 2 14 50
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 0 11 0 2 4 53
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 0 2 8 59
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 1 2 11 79
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 0 2 52 0 5 12 129
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 0 1 3 0 0 9 27
Optimal cut-off for rare events and unbalanced misclassification costs 0 0 0 8 0 2 5 32
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 0 10 1 2 10 37
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 1 1 2 14 1 2 13 52
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 1 13 0 1 14 95
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 0 1 4 27
What affects bank debt rejections? Bank lending conditions for UK SMEs 0 0 1 6 0 1 13 35
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 1 2 0 1 11 20
Total Journal Articles 1 1 19 608 3 36 227 2,105

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 2 6 29
Estimating Binary Spatial Autoregressive Models for Rare Events 0 0 3 21 1 3 13 98
Total Chapters 0 0 3 21 1 5 19 127

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Statistics updated 2026-07-10