Raffaella Calabrese

According to our database, Raffaella Calabrese authored at least 10 papers between 2014 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Modelling spatial dependence for Loss Given Default in peer-to-peer lending.

Raffaella Calabrese, Luca Zanin

Expert Syst. Appl., 2022

2021

Enhancing credit scoring with alternative data.

Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid

Expert Syst. Appl., 2021

2020

Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.

Raffaella Calabrese, Jonathan Crook

Eur. J. Oper. Res., 2020

2019

A new approach to measure systemic risk: A bivariate copula model for dependent censored data.

Raffaella Calabrese, Silvia Angela Osmetti

Eur. J. Oper. Res., 2019

2017

Measuring bank contagion in Europe using binary spatial regression models.

Raffaella Calabrese, Johan A. Elkink, Paolo Giudici

J. Oper. Res. Soc., 2017

The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach.

Raffaella Calabrese, Marta Degl'Innocenti, Silvia Angela Osmetti

Eur. J. Oper. Res., 2017

2016

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

Raffaella Calabrese, Giampiero Marra, Silvia Angela Osmetti

J. Oper. Res. Soc., 2016

A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.

Galina Andreeva, Raffaella Calabrese, Silvia Angela Osmetti

Eur. J. Oper. Res., 2016

2015

Estimating bank default with generalised extreme value regression models.

Raffaella Calabrese, Paolo Giudici

J. Oper. Res. Soc., 2015

2014

Downturn Loss Given Default: Mixture distribution estimation.

Raffaella Calabrese

Eur. J. Oper. Res., 2014