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 3 3 3 51
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 3 5 6 197
Estimating bank default with generalised extreme value models 0 1 2 83 0 3 6 225
Estimating bank loans loss given default by generalized additive models 0 0 2 213 1 3 13 491
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 1 5 7 323
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 1 1 3 473 5 9 27 1,826
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 5 9 13 186
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 2 78 0 2 5 149
Modelling Downturn Loss Given Default 0 0 0 189 2 6 11 530
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 1 2 81 1 2 3 105
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 96 4 5 6 306
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 0 405 4 7 12 2,044
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 4 4 4 103
Total Working Papers 1 3 12 1,819 33 63 116 6,536

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 11 1 2 7 58
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 2 5 6 21
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 0 1 3 374 2 7 13 1,006
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 1 24 1 1 6 67
Downturn Loss Given Default: Mixture distribution estimation 0 0 1 31 2 5 7 112
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 1 2 7 32
Estimating bank default with generalised extreme value regression models 0 0 0 9 2 2 2 38
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 0 3 4 54
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 3 6 9 75
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 0 2 51 1 3 7 121
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 1 1 3 1 3 4 21
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 2 3 29
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 1 1 1 13 1 4 6 44
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 0 0 0 12 3 6 10 90
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 0 1 1 24
What affects bank debt rejections? Bank lending conditions for UK SMEs 0 1 1 6 2 3 4 26
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 1 1 2 1 3 4 12
Total Journal Articles 1 6 15 600 24 62 113 1,961

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 1 3 24
Estimating Binary Spatial Autoregressive Models for Rare Events 0 0 1 19 4 5 10 92
Total Chapters 0 0 1 19 4 6 13 116

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Statistics updated 2026-01-09