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Items where Author is "Calabrese, Raffaella"

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Number of items: 16.

Article

Calabrese, Raffaella and Girardone, Claudia and Sclip, Alex (2021) Financial fragmentation and SMEs’ access to finance. Small Business Economics, 57 (4). pp. 2041-2065. DOI https://doi.org/10.1007/s11187-020-00393-1 (In Press)

Sun, Mingchen and Girardone, Claudia and Calabrese, Raffaella (2021) What affects bank debt rejections? Bank lending conditions for UK SMEs. The European Journal of Finance, 27 (6). pp. 537-563. DOI https://doi.org/10.1080/1351847x.2020.1799834

Moscalu, Maricica and Girardone, Claudia and Calabrese, Raffaella (2020) SMEs’ growth under financing constraints and banking markets integration in the euro area. Journal of Small Business Management, 58 (4). pp. 707-746. DOI https://doi.org/10.1080/00472778.2019.1668722

Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2017) The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. European Journal of Operational Research, 256 (3). pp. 1029-1037. DOI https://doi.org/10.1016/j.ejor.2016.07.046

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. DOI https://doi.org/10.1057/jors.2015.64

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. DOI https://doi.org/10.1016/j.ejor.2015.07.062

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. DOI https://doi.org/10.1057/jors.2014.106

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. DOI https://doi.org/10.1002/for.2335

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. DOI https://doi.org/10.1111/jors.12116

Calabrese, Raffaella (2014) Optimal cut-off for rare events and unbalanced misclassification costs. Journal of Applied Statistics, 41 (8). pp. 1678-1693. DOI https://doi.org/10.1080/02664763.2014.888542

Calabrese, Raffaella (2014) Downturn Loss Given Default: Mixture distribution estimation. European Journal of Operational Research, 237 (1). pp. 271-277. DOI https://doi.org/10.1016/j.ejor.2014.01.043

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. DOI https://doi.org/10.1080/02664763.2013.784894

Calabrese, Raffaella (2013) Uniform correlation structure and convex stochastic ordering in the PĂłlya urn scheme. Statistics & Probability Letters, 83 (1). pp. 272-277. DOI https://doi.org/10.1016/j.spl.2012.09.012

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

Calabrese, Raffaella and Zenga, Michele (2010) Bank loan recovery rates: Measuring and nonparametric density estimation. Journal of Banking & Finance, 34 (5). pp. 903-911. DOI https://doi.org/10.1016/j.jbankfin.2009.10.001

Book Section

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults. In: Studies in Classification, Data Analysis, and Knowledge Organization. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 9783319066912. Official URL: http://dx.doi.org/10.1007/978-3-319-06692-9_9

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