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 1 1 14 2 4 10 44
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 1 50 0 0 7 178
Estimating bank default with generalised extreme value models 0 0 0 77 1 1 6 205
Estimating bank loans loss given default by generalized additive models 0 0 4 191 1 1 17 422
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 49 1 3 10 291
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 8 15 41 423 19 51 201 1,559
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 1 68 0 0 2 160
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 1 6 70 1 3 19 120
Modelling Downturn Loss Given Default 0 1 12 175 2 7 31 467
Modelling cross-border systemic risk in the European banking sector: a copula approach 1 1 1 77 1 4 8 36
Regression Model for Proportions with Probability Masses at Zero and One 0 0 2 87 1 3 13 260
Single-name concentration risk in credit portfolios: a comparison of concentration indices 2 4 14 368 7 20 117 1,815
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 2 3 6 91
Total Working Papers 11 23 83 1,663 38 100 447 5,648


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 5 1 2 8 30
A probabilistic scheme with uniform correlation structure 0 0 0 3 1 1 4 13
Bank loan recovery rates: Measuring and nonparametric density estimation 1 4 15 346 1 9 66 917
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 0 4 1 3 5 21
Downturn Loss Given Default: Mixture distribution estimation 1 1 2 22 1 3 13 62
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 0 0 1 5 20
Estimating bank default with generalised extreme value regression models 0 0 1 7 0 0 5 25
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 1 9 0 2 6 34
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 1 0 1 17 36
Measuring bank contagion in Europe using binary spatial regression models 0 0 4 8 0 2 26 46
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 1 2 41 2 3 10 90
Optimal cut-off for rare events and unbalanced misclassification costs 0 0 0 2 0 0 0 10
Predicting bank loan recovery rates with a mixed continuous‐discrete model 0 0 4 4 0 0 5 6
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 2 8 1 3 15 47
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 4 0 0 1 21
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 0 0 0 0 0 1
Total Journal Articles 2 6 33 464 8 30 186 1,379


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Binary Spatial Autoregressive Models for Rare Events 2 5 8 12 4 13 26 40
Total Chapters 2 5 8 12 4 13 26 40


Statistics updated 2020-09-04