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Zanin, Luca [Author] ; Calabrese, Raffaella [Other]

Interaction Effects of Region-Level GDP Per Capita and Age on Labour Market Transition Rates in Italy

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[S.l.]: SSRN, [2017]
Fantazzini, Dean [Author]; Calabrese, Raffaella [Author]

Crypto exchanges and credit risk : modeling and forecasting the probability of closure

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https://www.mdpi.com/1911-8074/14/11/516/pdf

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2021

Published in: Journal of risk and financial management ; 14(2021), 11 vom: Nov., Artikel-ID 516, Seite 1-23
Fantazzini, Dean [Author]; Calabrese, Raffaella [Author]

Crypto-exchanges and Credit Risk : Modelling and Forecasting the Probability of Closure

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[S.l.]: SSRN, [2021]
Fantazzini, Dean [Author]; Calabrese, Raffaella [Author]

Crypto exchanges and credit risk: Modeling and forecasting the probability of closure

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Basel: MDPI, 2021
Zanin, Luca [Author]; Calabrese, Raffaella [Author]

Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy

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Heidelberg: Springer, 2017
Pace, R. Kelley [Author]; Calabrese, Raffaella [Author]

Ignoring spatial and spatiotemporal dependence in the disturbances can make black swans appear grey

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https://link.springer.com/content/pdf/10.1007/s11146-021-09836-2.pdf

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2022

Published in: The journal of real estate finance and economics ; 65(2022), 1 vom: Juli, Seite 1-21
Chen, Yujia [Author]; Calabrese, Raffaella [Author]; Martin-Barragan, Belen [Author]

Interpretable machine learning for imbalanced credit scoring datasets

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https://www.sciencedirect.com/science/article/pii/S0377221723005088/pdfft?md5=ffe73befcb4ba0ce2a3c2462a9e9531e&pid=1-s2.0-S0377221723005088-main.pdf

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2024

Published in: European journal of operational research ; 312(2024), 1 vom: 1. Jan., Seite 357-372
Goldmann, Leonie [Author]; Crook, Jonathan N. [Author]; Calabrese, Raffaella [Author]

A new ordinal mixed-data sampling model with an application to corporate credit rating levels

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https://www.sciencedirect.com/science/article/pii/S0377221723007890/pdfft?md5=abff963ec3d313c42903111d4119a98c&pid=1-s2.0-S0377221723007890-main.pdf

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2024

Published in: European journal of operational research ; 314(2024), 3 vom: 1. Mai, Seite 1111-1126
Cowling, Marc [Author]; Liu, Weixi [Author]; Calabrese, Raffaella [Author]

Has previous loan rejection scarred firms from applying for loans during Covid-19?

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https://link.springer.com/content/pdf/10.1007/s11187-021-00586-2.pdf?pdf=button

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2022

Published in: Small business economics ; 59(2022), 4 vom: Dez., Seite 1327-1350
Calabrese, Raffaella [Author]; Cowling, Marc [Author]; Liu, Weixi [Author]

Understanding the dynamics of UK Covid-19 SME financing

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2022

Published in: British journal of management ; 33(2022), 2 vom: Apr., Seite 657-677
de Oliveira Jr, Mauro [Author] ; Louzada, Francisco [Other]; de Araujo Pereira, Gustavo Henrique [Other]; Moreira, Fernando F [Other]; Calabrese, Raffaella [Other]

Inflated Mixture Models : Applications to Multimodality in Loss Given Default

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https://ssrn.com/abstract=2634919

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[S.l.]: SSRN, [2015]
Calabrese, Raffaella [Author]; Dombrowski, Tim [Author]; Mandel, Antoine [Author]; Pace, R. Kelley [Author]; Zanin, Luca [Author]

Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change : A Case Study on Florida

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https://ssrn.com/abstract=3929927

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[S.l.]: SSRN, 2022
Calabrese, Raffaella

Downturn Loss Given Default: Mixture distribution estimation

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Elsevier BV, 2014

Published in: European Journal of Operational Research
Calabrese, Raffaella

Optimal cut-off for rare events and unbalanced misclassification costs

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Informa UK Limited, 2014

Published in: Journal of Applied Statistics
Calabrese, Raffaella

Predicting bank loan recovery rates with a mixed continuous‐discrete model

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Wiley, 2014

Published in: Applied Stochastic Models in Business and Industry
Calabrese, Raffaella

A probabilistic scheme with uniform correlation structure

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Polskie Towarzystwo Statystyczne, 2013

Published in: Statistics in Transition new series
Calabrese, Raffaella

Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme

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Elsevier BV, 2013

Published in: Statistics & Probability Letters
Fantazzini, Dean; Calabrese, Raffaella

Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure

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MDPI AG, 2021

Published in: Journal of Risk and Financial Management
Zanin, Luca; Calabrese, Raffaella

Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy

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Walter de Gruyter GmbH, 2017

Published in: IZA Journal of Labor Economics
Zanin, Luca; Calabrese, Raffaella

Interaction Effects of Region-Level GDP Per Capita and Age on Labour Market Transition Rates in Italy

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Elsevier BV, 2017

Published in: SSRN Electronic Journal

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