Raffaella Calabrese : Citation Profile


Are you Raffaella Calabrese?

University of Essex

7

H index

7

i10 index

157

Citations

RESEARCH PRODUCTION:

16

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 17
   Journals where Raffaella Calabrese has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 14 (8.19 %)

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   Permalink: http://citec.repec.org/pca878
   Updated: 2021-01-23    RAS profile: 2019-01-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Raffaella Calabrese.

Is cited by:

Giudici, Paolo (7)

Lu, Yang (6)

Punzo, Antonio (5)

Konecny, Tomas (5)

Belyaev, Konstantin (5)

Seidler, Jakub (5)

Zanin, Luca (4)

Hurlin, Christophe (4)

Leymarie, Jérémy (4)

Keijsers, Bart (3)

Kole, Erik (3)

Cites to:

Dermine, jean (4)

Mussida, Chiara (4)

Tasche, Dirk (4)

Giudici, Paolo (4)

Zenga, Michele (4)

Arena, Marco (4)

Koetter, Michael (4)

Zanin, Luca (4)

Upper, Christian (3)

merton, robert (3)

Ordóñez, Javier (3)

Main data


Where Raffaella Calabrese has published?


Journals with more than one article published# docs
Journal of the Operational Research Society3
European Journal of Operational Research3
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin9
Papers / arXiv.org2
DEM Working Papers Series / University of Pavia, Department of Economics and Management2

Recent works citing Raffaella Calabrese (2021 and 2020)


YearTitle of citing document
2020Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651.

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2020Financial ratios as a powerful instrument to predict insolvency; a study using boosting algorithms in Colombian firms.. (2020). Correa-Mejia, Diego Andres ; Lopera-Castao, Mauricio. In: Estudios Gerenciales. RePEc:col:000129:018340.

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2020The cohabitation of institutional investors with the government: A case study of the TARP–CPP program. (2020). Wang, Daphne ; Ngo, Thanh ; Jory, Surendranath R. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020300216.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2020Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients. (2020). Crook, Jonathan ; Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:749-761.

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2020Predicting loss given default in leasing: A closer look at models and variable selection. (2020). Loderbusch, Matthias ; Kriebel, Johannes ; Kaposty, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:248-266.

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2020Predicting LGD distributions with mixed continuous and discrete ordinal outcomes. (2020). Yu, Kaizhi ; Chu, Chih-Kang ; Hwang, Ruey-Ching. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1003-1022.

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2020Bayesian loss given default estimation for European sovereign bonds. (2020). Rosch, Daniel ; Kellner, Ralf ; Jobst, Rainer . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1073-1091.

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2020Borrower distress and the efficiency of relationship banking. (2020). Shao, Pei ; Ng, Alex ; Donker, Han. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617303011.

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2020Information network modeling for U.S. banking systemic risk. (2020). Cerchiello, Paola ; Nicola, Giancarlo ; Aste, Tomaso. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107563.

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2020The Changing Dynamics of Board Independence: A Copula Based Quantile Regression Approach. (2020). Jun, Chulhee ; Cho, Chanho ; Kim, Jong-Min. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:254-:d:435902.

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2020The Leaders, the Laggers, and the “Vulnerables”. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532.

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2020A Dynamic Credit Index System for TSMEs in China Using the Delphi and Analytic Hierarchy Process (AHP) Methods. (2020). Jia, Zhuoqiang ; Yu, AO ; Herrera, Francisco ; Deng, KE ; Zhang, Weike. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1715-:d:324916.

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2020Comparison study of two-step LGD estimation model with probability machines. (2020). Tanoue, Yuta ; Nagahata, Hideaki ; Yamashita, Satoshi. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:3:d:10.1057_s41283-020-00059-y.

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2020Unexpected Effects of Bank Bailouts:Depositors Need Not Apply and Need Not Run. (2020). Lamers, Martien ; Berger, Allen N ; Schoors, Koen ; Roman, Raluca A. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/1005.

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2020I found a better job opportunity! Voluntary job mobility of employees and temporary contracts before and after the great recession in France, Italy and Spain. (2020). Zanin, Luca ; Mussida, Chiara. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01622-7.

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2020Lorenz Model Selection. (2020). Giudici, Paolo ; Raffinetti, Emanuela. In: Journal of Classification. RePEc:spr:jclass:v:37:y:2020:i:3:d:10.1007_s00357-019-09358-w.

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2020Determinants of the Choice of Job Search Channels by the Unemployed Using a Multivariate Probit Model. (2020). Mussida, Chiara ; Zanin, Luca. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:152:y:2020:i:1:d:10.1007_s11205-020-02439-z.

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2020Cyber risk measurement with ordinal data. (2020). Giudici, Paolo ; Osmetti, Silvia Angela ; Facchinetti, Silvia. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:1:d:10.1007_s10260-019-00470-0.

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2020Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214.

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Works by Raffaella Calabrese:


YearTitleTypeCited
2014Modelling cross-border systemic risk in the European banking sector: a copula approach In: Papers.
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paper0
2014A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models In: Papers.
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paper4
2016A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.(2016) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 4
article
2014ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY In: Journal of Regional Science.
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article11
2012Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2013A probabilistic scheme with uniform correlation structure In: Statistics in Transition new series.
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article0
2014Downturn Loss Given Default: Mixture distribution estimation In: European Journal of Operational Research.
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article14
2017The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach In: European Journal of Operational Research.
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article11
2010Bank loan recovery rates: Measuring and nonparametric density estimation In: Journal of Banking & Finance.
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article49
2013Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme In: Statistics & Probability Letters.
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article0
2012Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2016Estimating Binary Spatial Autoregressive Models for Rare Events In: Advances in Econometrics.
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chapter2
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
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article17
2016Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model In: Journal of the Operational Research Society.
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article6
2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
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article3
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 3
paper
2013Estimating bank default with generalised extreme value models In: DEM Working Papers Series.
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paper2
2017Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy In: IZA Journal of Labor Economics.
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article3
2013Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model In: Journal of Applied Statistics.
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article11
2014Optimal cut-off for rare events and unbalanced misclassification costs In: Journal of Applied Statistics.
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article1
2011Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults In: Working Papers.
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paper3
2011Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs In: Working Papers.
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paper0
2012Improving Classifier Performance Assessment of Credit Scoring Models In: Working Papers.
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paper0
2012Regression Model for Proportions with Probability Masses at Zero and One In: Working Papers.
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paper2
2012Single-name concentration risk in credit portfolios: a comparison of concentration indices In: Working Papers.
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paper1
2012Estimating bank loans loss given default by generalized additive models In: Working Papers.
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paper2
2012Modelling Downturn Loss Given Default In: Working Papers.
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paper0
2014Predicting bank loan recovery rates with a mixed continuous‐discrete model In: Applied Stochastic Models in Business and Industry.
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article11
2015Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach In: Journal of Forecasting.
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article1
2019“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults In: Risk Analysis.
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article3

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