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Understanding the Dynamics of UK Covid‐19 SME Financing

Calabrese, Raffaella; Cowling, Marc; Liu, Weixi - In: British Journal of Management 33 (2021) 2, pp. 657-677

Persistent link: https://www.econbiz.de/10012808937

Crypto exchanges and credit risk: Modeling and forecasting the probability of closure

Fantazzini, Dean; Calabrese, Raffaella - In: Journal of Risk and Financial Management 14 (2021) 11, pp. 1-23

While there is increasing interest in crypto assets, the credit risk of these exchanges is still relatively unexplored. To fill this gap, we considered a unique dataset of 144 exchanges, active from the first quarter of 2018 to the first quarter of 2021. We analyzed the determinants surrounding...

Persistent link: https://www.econbiz.de/10013201199

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

Estimators of binary spatial autoregressive models : a Monte Carlo study

Calabrese, Raffaella; Elkink, Johan A. - 2012

Persistent link: https://www.econbiz.de/10009559731

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

Calabrese, Raffaella; Porro, Francesco - 2012

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

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

Improving forecast of binary rare events data : a GAM-based approach

Calabrese, Raffaella; Osmetti, Silvia Angela - In: Journal of forecasting 34 (2015) 3, pp. 230-239

Persistent link: https://www.econbiz.de/10011305247

Estimators of binary spatial autoregressive models : a Monte Carlo study

Calabrese, Raffaella; Elkink, Johan A. - In: Journal of regional science 54 (2014) 4, pp. 664-687

Persistent link: https://www.econbiz.de/10011313376

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

Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model

Calabrese, Raffaella; Marra, Giampiero; Osmetti, Silvia … - In: Journal of the Operational Research Society : OR 67 (2016) 4, pp. 604-615

Persistent link: https://www.econbiz.de/10011516598