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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 the effects of ESG scores on corporate credit ratings using multivariate ordinal logit regression

Zanin, Luca - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 3087-3118

Persistent link: https://www.econbiz.de/10013197503

Estimating the effects of ESG scores on corporate credit ratings using multivariate ordinal logit regression

Zanin, Luca - 2021

We estimated the effects of Environmental, Social, and Governance (ESG) scores on the credit ratings of firms in the sectors of manufacturing, mining and quarrying, wholesale and retail trade, information and communication, and real estate activities and located in North America, Europe, and...

Persistent link: https://www.econbiz.de/10013324523

Estimating bank default with generalised extreme value regression models

Calabrese, Raffaella; Giudici, Paolo - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1783-1792

Persistent link: https://www.econbiz.de/10011418442

A comparative analysis of the UK and Italian small businesses using generalised extreme value models

Andreeva, Galina; Calabrese, Raffaella; Osmetti, Silvia … - In: European journal of operational research : EJOR 249 (2016) 2, pp. 506-516

Persistent link: https://www.econbiz.de/10011436723

The effect of customer segmentation, borrower behaviors and analytical methods on the performance of credit scoring models in the agribusiness sector

Lazo, Daniela; Calabrese, Raffaella; Bravo, Cristián - In: The journal of credit risk : published quarterly by … 16 (2020) 4, pp. 119-156

Persistent link: https://www.econbiz.de/10012494774

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

Joint models for longitudinal and discrete survival data in credit scoring

Medina-Olivares, Victor; Calabrese, Raffaella; Crook, … - In: European journal of operational research : EJOR 307 (2023) 3, pp. 1457-1473

Persistent link: https://www.econbiz.de/10014283003

A new ordinal mixed-data sampling model with an application to corporate credit rating levels

Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126

Persistent link: https://www.econbiz.de/10014456940