Raffaella Calabrese

According to our database1, Raffaella Calabrese authored at least 10 papers between 2014 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2022
Modelling spatial dependence for Loss Given Default in peer-to-peer lending.
Expert Syst. Appl., 2022

2021
Enhancing credit scoring with alternative data.
Expert Syst. Appl., 2021

2020
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.
Eur. J. Oper. Res., 2020

2019
A new approach to measure systemic risk: A bivariate copula model for dependent censored data.
Eur. J. Oper. Res., 2019

2017
Measuring bank contagion in Europe using binary spatial regression models.
J. Oper. Res. Soc., 2017

The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach.
Eur. J. Oper. Res., 2017

2016
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model.
J. Oper. Res. Soc., 2016

A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.
Eur. J. Oper. Res., 2016

2015
Estimating bank default with generalised extreme value regression models.
J. Oper. Res. Soc., 2015

2014
Downturn Loss Given Default: Mixture distribution estimation.
Eur. J. Oper. Res., 2014


  Loading...