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 6 6 54
Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs 0 0 0 51 6 9 12 203
Estimating bank default with generalised extreme value models 0 1 2 83 2 4 7 227
Estimating bank loans loss given default by generalized additive models 1 1 3 214 6 8 19 497
Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study 0 0 0 52 3 7 10 326
Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults 0 1 3 473 5 13 29 1,831
Improving Classifier Performance Assessment of Credit Scoring Models 0 0 0 70 7 13 20 193
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 2 78 9 10 14 158
Modelling Downturn Loss Given Default 0 0 0 189 4 6 15 534
Modelling cross-border systemic risk in the European banking sector: a copula approach 0 0 2 81 1 2 4 106
Regression Model for Proportions with Probability Masses at Zero and One 0 0 1 96 5 10 11 311
Single-name concentration risk in credit portfolios: a comparison of concentration indices 0 0 0 405 1 6 12 2,045
Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme 0 0 0 14 4 8 8 107
Total Working Papers 1 3 13 1,820 56 102 167 6,592

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 4 6 10 62
A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence 0 0 0 2 0 3 6 21
A new approach to measure systemic risk: A bivariate copula model for dependent censored data 0 0 1 9 5 5 8 40
A probabilistic scheme with uniform correlation structure 0 0 0 3 2 2 4 22
Bank loan recovery rates: Measuring and nonparametric density estimation 3 4 6 377 9 15 22 1,015
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model 0 0 1 24 2 3 8 69
Downturn Loss Given Default: Mixture distribution estimation 0 0 1 31 4 7 11 116
ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY 0 0 0 2 3 4 10 35
Estimating bank default with generalised extreme value regression models 0 0 0 9 6 8 8 44
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 6 7 57
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 1 7 9 76
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model 0 0 1 51 1 3 7 122
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances 0 1 1 3 3 6 7 24
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 4 6 7 33
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients 0 1 1 13 3 7 9 47
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach 1 1 1 13 2 8 12 92
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme 0 0 0 5 1 2 2 25
What affects bank debt rejections? Bank lending conditions for UK SMEs 0 1 1 6 6 9 10 32
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults 0 0 1 2 4 5 8 16
Total Journal Articles 4 8 17 604 63 112 170 2,024

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 2 4 25
Estimating Binary Spatial Autoregressive Models for Rare Events 0 0 1 19 0 4 10 92
Total Chapters 0 0 1 19 1 6 14 117

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Statistics updated 2026-02-12