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Raffaella Calabrese · Study
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Author
Raffaella Calabrese
17 works
· latest 2022
· 3 institutions
cluster: provisional
ORCID 0000-0002-0078-3151
Works
17 shown
Joint models for longitudinal and discrete survival data in credit scoring
European Journal of Operational Research
·
2022
·
4 authors
·
Open access
30
citations
Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data
European Journal of Operational Research
·
2022
·
1 author
·
Open access
24
citations
Has previous loan rejection scarred firms from applying for loans during Covid-19?
Small Business Economics
·
2021
·
3 authors
·
Open access
40
citations
Understanding the Dynamics of UK Covid‐19 SME Financing
British Journal of Management
·
2021
·
3 authors
·
Open access
84
citations
Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure
Journal of risk and financial management
·
2021
·
2 authors
·
Open access
23
citations
Financial fragmentation and SMEs’ access to finance
Small Business Economics
·
2020
·
3 authors
·
Open access
39
citations
Expectations of access to debt finance for SMEs in times of uncertainty
Journal of Small Business Management
·
2020
·
3 authors
·
Open access
30
citations
Enhancing credit scoring with alternative data
Expert Systems with Applications
·
2020
·
4 authors
·
Open access
142
citations
SMEs’ growth under financing constraints and banking markets integration in the euro area
Journal of Small Business Management
·
2019
·
3 authors
·
Open access
101
citations
A new approach to measure systemic risk: A bivariate copula model for dependent censored data
European Journal of Operational Research
·
2019
·
2 authors
·
Open access
37
citations
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults
Risk Analysis
·
2017
·
3 authors
·
Open access
41
citations
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach
European Journal of Operational Research
·
2016
·
3 authors
·
Open access
42
citations
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model
Journal of the Operational Research Society
·
2015
·
3 authors
·
Open access
67
citations
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
European Journal of Operational Research
·
2015
·
3 authors
·
Open access
43
citations
Estimating bank default with generalised extreme value regression models
Journal of the Operational Research Society
·
2015
·
2 authors
69
citations
Downturn Loss Given Default: Mixture distribution estimation
European Journal of Operational Research
·
2014
·
1 author
41
citations
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
Journal of Applied Statistics
·
2013
·
2 authors
91
citations