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Sample selection bias in non-traditional lending : a copula-based approach for imbalanced data

Calabrese, Raffaella; Osmetti, Silvia Angela; Zanin, Luca - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015101827

Estimating bank loans loss given default by generalized additive models

Calabrese, Raffaella - 2012

Persistent link: https://www.econbiz.de/10009755842

Determinants of the Conditional Probability That a Household Has Informal Loans given Liquidity Constraints regarding Access to Credit Banking Channels

Zanin, Luca - 2017

We use a semiparametric bivariate probit model to explore the determinants of the conditional probability that a household has informal loans given objective or subjective liquidity constraints regarding access to credit through banking channels. In our empirical study, we use Italian microdata...

Persistent link: https://www.econbiz.de/10012960203

Bank loan recovery rates : measuring and nonparametric density estimation

Calabrese, Raffaella; Zenga, Michele - In: Journal of banking & finance 34 (2010) 5, pp. 903-911

Persistent link: https://www.econbiz.de/10003971291

Single-name concentration risk in credit portfolios : a comparison of concentration indices

Calabrese, Raffaella; Porro, Francesco - 2012

Persistent link: https://www.econbiz.de/10009559737

Financial fragmentation and SMEs' access to finance

Calabrese, Raffaella; Girardone, Claudia; Sclip, Alex - In: Small business economics : an international journal 57 (2021) 4, pp. 2041-2065

Persistent link: https://www.econbiz.de/10012794314

What affects bank debt rejections? : bank lending conditions for UK SMEs

Sun, Mingchen; Calabrese, Raffaella; Girardone, Claudia - In: The European journal of finance 27 (2021) 6, pp. 537-563

Persistent link: https://www.econbiz.de/10012484400

Access tot bank credit : the role of awareness of government initiatives for UK SMEs

Calabrese, Raffaella; Girardone, Claudia; Sun, Mingchen - In: Financial markets, SME financing and emerging economies, (pp. 5-20). 2017

Persistent link: https://www.econbiz.de/10011750600

Spatial dependence in microfinance credit default

Medina-Olivares, Victor; Calabrese, Raffaella; Dong, Yizhe - In: International journal of forecasting 38 (2022) 3, pp. 1071-1085

Persistent link: https://www.econbiz.de/10013349642

Has previous loan rejection scarred firms from applying for loans during Covid-19?

Cowling, Marc; Liu, Weixi; Calabrese, Raffaella - In: Small business economics : an international journal 59 (2022) 4, pp. 1327-1350

Persistent link: https://www.econbiz.de/10013459655