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 0 48
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 0 2 3 194
Estimating bank default with generalised extreme value models 1 1 2 83 2 3 7 225
Estimating bank loans loss given default by generalized additive models 0 1 2 213 1 7 12 490
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 3 4 6 322
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 0 0 2 472 3 7 23 1,821
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 1 4 9 181
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 1 2 78 1 3 5 149
Modelling Downturn Loss Given Default 0 0 0 189 0 5 9 528
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 1 2 81 0 1 2 104
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 96 1 1 3 302
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 0 405 1 4 9 2,040
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 0 0 0 99
Total Working Papers 1 4 11 1,818 13 41 88 6,503

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 11 1 1 7 57
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 1 3 4 19
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 0 1 2 9 0 3 5 35
A probabilistic scheme with uniform correlation structure 0 0 0 3 0 1 3 20
Bank loan recovery rates: Measuring and nonparametric density estimation 1 3 3 374 4 8 11 1,004
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 1 1 24 0 1 5 66
Downturn Loss Given Default: Mixture distribution estimation 0 0 1 31 1 4 5 110
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 0 1 6 31
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 0 0 36
Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach 0 0 0 11 0 0 2 49
Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy 0 0 0 2 3 3 4 54
Measuring bank contagion in Europe using binary spatial regression models 0 1 1 12 3 4 6 72
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 0 2 51 1 2 7 120
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 1 1 1 3 2 2 3 20
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 1 2 28
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 0 0 12 3 4 5 43
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 0 12 3 3 7 87
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 1 1 1 24
What affects bank debt rejections? Bank lending conditions for UK SMEs 1 1 1 6 1 1 2 24
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 1 1 2 0 2 3 11
Total Journal Articles 3 9 15 599 25 45 91 1,937

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 3 24
Estimating Binary Spatial Autoregressive Models for Rare Events 0 1 1 19 0 2 6 88
Total Chapters 0 1 1 19 1 3 9 112

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Statistics updated 2025-12-06