10
H index
11
i10 index
264
Citations
Raffaella Calabrese : Citation Profile
University of Edinburgh | RESEARCH PRODUCTION: 21 Articles 13 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
11 years (2010 - 2021). 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:
| Cites to:
|
Main data
Where Raffaella Calabrese has published?
| Journals with more than one article published | # docs |
|---|---|
| European Journal of Operational Research | 5 |
| Journal of the Operational Research Society | 3 |
| Journal of Applied Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Geary Institute, University College Dublin | 9 |
| DEM Working Papers Series / University of Pavia, Department of Economics and Management | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Raffaella Calabrese (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | The TruEnd-procedure: Treating trailing zero-valued balances in credit data. (2024). Bester, Roelinde ; Verster, Tanja ; Botha, Arno. In: Papers. RePEc:arx:papers:2404.17008. Full description at Econpapers || Download paper |
| 2024 | Exit Spillovers of Foreign-invested Enterprises in Shenzhens Electronics Manufacturing Industry. (2024). Zhang, Hanqiao. In: Papers. RePEc:arx:papers:2404.18009. Full description at Econpapers || Download paper |
| 2024 | A hierarchical Bayesian logit model for spatial multivariate choice data. (2024). Oyama, Yuki ; Krueger, Rico ; Murakami, Daisuke. In: Journal of choice modelling. RePEc:eee:eejocm:v:52:y:2024:i:c:s1755534524000356. Full description at Econpapers || Download paper |
| 2024 | Interpretable machine learning for imbalanced credit scoring datasets. (2024). Martin-Barragan, Belen ; Calabrese, Raffaella ; Chen, Yujia. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:1:p:357-372. Full description at Econpapers || Download paper |
| 2024 | A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324. Full description at Econpapers || Download paper |
| 2024 | Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida. (2024). Mandel, Antoine ; Dombrowski, Timothy ; Calabrese, Raffaella ; Zanin, Luca ; Pace, Kelley R. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:377-392. Full description at Econpapers || Download paper |
| 2024 | Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290. Full description at Econpapers || Download paper |
| 2024 | Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir ; Qin, Zhaohui ; Chen, Yijie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699. Full description at Econpapers || Download paper |
| 2024 | Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x. Full description at Econpapers || Download paper |
| 2024 | Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data. (2024). Zanin, Luca ; Osmetti, Silvia Angela ; Calabrese, Raffaella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002441. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
Works by Raffaella Calabrese:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Modelling cross-border systemic risk in the European banking sector: a copula approach In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.(2016) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2019 | A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 3 |
| 2014 | ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY In: Journal of Regional Science. [Full Text][Citation analysis] | article | 22 |
| 2012 | Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2013 | A probabilistic scheme with uniform correlation structure In: Statistics in Transition new series. [Full Text][Citation analysis] | article | 0 |
| 2014 | Downturn Loss Given Default: Mixture distribution estimation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 21 |
| 2017 | The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 18 |
| 2019 | A new approach to measure systemic risk: A bivariate copula model for dependent censored data In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
| 2020 | Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
| 2010 | Bank loan recovery rates: Measuring and nonparametric density estimation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 59 |
| 2019 | Mortgage default decisions in the presence of non-normal, spatially dependent disturbances In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Estimating Binary Spatial Autoregressive Models for Rare Events In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
| 2015 | Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 24 |
| 2016 | Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 16 |
| 2017 | Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 9 |
| 2014 | Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
| 2013 | Estimating bank default with generalised extreme value models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy In: IZA Journal of Labor Economics. [Full Text][Citation analysis] | article | 6 |
| 2021 | What affects bank debt rejections? Bank lending conditions for UK SMEs In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2013 | Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 13 |
| 2014 | Optimal cut-off for rare events and unbalanced misclassification costs In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Improving Classifier Performance Assessment of Credit Scoring Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Regression Model for Proportions with Probability Masses at Zero and One In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Single-name concentration risk in credit portfolios: a comparison of concentration indices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Estimating bank loans loss given default by generalized additive models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Modelling Downturn Loss Given Default In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Predicting bank loan recovery rates with a mixed continuous‐discrete model In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 14 |
| 2015 | Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2019 | “Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults In: Risk Analysis. [Full Text][Citation analysis] | article | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team