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Items where Author is "Calabrese, Raffaella"

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Number of items: 16.

Article

Sun, Mingchen and Girardone, Claudia and Calabrese, Raffaella (2020) 'What affects bank debt rejections? Bank lending conditions for UK SMEs.' The European Journal of Finance. ISSN 1351-847X

Calabrese, Raffaella and Girardone, Claudia and Sclip, Alex (2020) 'Financial fragmentation and SMEs’ access to finance.' Small Business Economics. ISSN 0921-898X (In Press)

Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2016) 'The effectiveness of TARP-CPP on the US Banking Industry: a new copula-based approach.' European Journal of Operational Research. ISSN 0377-2217

Calabrese, Raffaella and Marra, Giampiero and Angela Osmetti, Silvia (2016) 'Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model.' Journal of the Operational Research Society, 67 (4). pp. 604-615. ISSN 0160-5682

Andreeva, Galina and Calabrese, Raffaella and Osmetti, Silvia Angela (2016) 'A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.' European Journal of Operational Research, 249 (2). pp. 506-516. ISSN 0377-2217

Calabrese, Raffaella and Giudici, Paolo (2015) 'Estimating bank default with generalised extreme value regression models.' Journal of the Operational Research Society, 66 (11). pp. 1783-1792. ISSN 0160-5682

Calabrese, Raffaella and Osmetti, Silvia Angela (2015) 'Improving Forecast of Binary Rare Events Data: A GAM-Based Approach.' Journal of Forecasting, 34 (3). pp. 230-239. ISSN 0277-6693

Calabrese, Raffaella (2014) 'Optimal cut-off for rare events and unbalanced misclassification costs.' Journal of Applied Statistics, 41 (8). pp. 1678-1693. ISSN 0266-4763

Calabrese, Raffaella (2014) 'Downturn Loss Given Default: Mixture distribution estimation.' European Journal of Operational Research, 237 (1). pp. 271-277. ISSN 03772217

Calabrese, Raffaella and Elkink, Johan A (2014) 'Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.' Journal of Regional Science, 54 (4). pp. 664-687. ISSN 0022-4146

Calabrese, Raffaella and Osmetti, Silvia Angela (2013) 'Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model.' Journal of Applied Statistics, 40 (6). pp. 1172-1188. ISSN 0266-4763

Calabrese, Raffaella (2013) 'Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme.' Statistics & Probability Letters, 83 (1). pp. 272-277. ISSN 0167-7152

Calabrese, Raffaella (2013) 'A probabilistic scheme with uniform correlation structure.' Statistics in Transition, 14 (1). pp. 129-138. ISSN 1234-7655

Calabrese, Raffaella and Zenga, Michele (2010) 'Bank loan recovery rates: Measuring and nonparametric density estimation.' Journal of Banking & Finance, 34 (5). pp. 903-911. ISSN 0378-4266

Book Section

Calabrese, Raffaella and Girardone, Claudia and Sun, Mingchen (2017) 'Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs.' In: UNSPECIFIED, (ed.) Financial Markets, SME Financing and Emerging Economies. Springer International Publishing, 5 - 20.

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) 'A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults.' In: Vicari, Donatella and Okada, Akinori and Ragozini, Giancarlo and Weihs, Claus, (eds.) Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 978-3-319-06691-2

This list was generated on Fri Sep 24 15:23:44 2021 BST.