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Raffaella Calabrese

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Personal Details

First Name:Raffaella
Middle Name:
Last Name:Calabrese
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RePEc Short-ID:pca878
Email:
Homepage:http://www.sx.ac.uk/ebs/staff/profile.aspx?ID=3337
Postal Address:University of Essex Wivenhoe Park Colchester CO4 3SQ
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Location: Colchester, United Kingdom
Homepage: http://www.essex.ac.uk/ebs/
Email:
Phone:
Fax: 020 76316416
Postal: Wivenhoe Park, Colchester C04 3SQ
Handle: RePEc:edi:daessuk (more details at EDIRC)
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  1. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
  2. Raffaella Calabrese & Silvia Osmetti, 2014. "Modelling cross-border systemic risk in the European banking sector: a copula approach," Papers 1411.1348, arXiv.org.
  3. Galina Andreeva & Raffaella Calabrese & Silvia Angela Osmetti, 2014. "A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models," Papers 1412.5351, arXiv.org.
  4. Raffaella Calabrese & Paolo Giudici, 2013. "Estimating bank default with generalised extreme value models," DEM Working Papers Series 035, University of Pavia, Department of Economics and Management.
  5. Raffaella Calabrese, 2012. "Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme," Working Papers 201216, Geary Institute, University College Dublin.
  6. Raffaella Calabrese, 2012. "Estimating bank loans loss given default by generalized additive models," Working Papers 201224, Geary Institute, University College Dublin.
  7. Raffaella Calabrese, 2012. "Regression Model for Proportions with Probability Masses at Zero and One," Working Papers 201209, Geary Institute, University College Dublin.
  8. Raffaella Calabrese & Johan A. Elkink, 2012. "Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study," Working Papers 201215, Geary Institute, University College Dublin.
  9. Raffaella Calabrese, 2012. "Modelling Downturn Loss Given Default," Working Papers 201226, Geary Institute, University College Dublin.
  10. Raffaella Calabrese, 2012. "Improving Classifier Performance Assessment of Credit Scoring Models," Working Papers 201204, Geary Institute, University College Dublin.
  11. Raffaella Calabrese & Francesco Porro, 2012. "Single-name concentration risk in credit portfolios: a comparison of concentration indices," Working Papers 201214, Geary Institute, University College Dublin.
  12. Raffaella Calabrese & Silvia Angela Osmetti, 2011. "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers 201120, Geary Institute, University College Dublin.
  13. Raffaella Calabrese, 2011. "Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs," Working Papers 201134, Geary Institute, University College Dublin.
  1. Anping Chen & Marlon Boarnet & Mark Partridge & Raffaella Calabrese & Johan A. Elkink, 2014. "Estimators Of Binary Spatial Autoregressive Models: A Monte Carlo Study," Journal of Regional Science, Wiley Blackwell, vol. 54(4), pages 664-687, 09.
  2. Raffaella Calabrese, 2014. "Optimal cut-off for rare events and unbalanced misclassification costs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(8), pages 1678-1693, August.
  3. Calabrese, Raffaella, 2014. "Downturn Loss Given Default: Mixture distribution estimation," European Journal of Operational Research, Elsevier, vol. 237(1), pages 271-277.
  4. Calabrese, Raffaella, 2013. "Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 272-277.
  5. Raffaella Calabrese & Silvia Angela Osmetti, 2013. "Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(6), pages 1172-1188, June.
  6. Calabrese, Raffaella & Zenga, Michele, 2010. "Bank loan recovery rates: Measuring and nonparametric density estimation," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 903-911, May.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (7) 2011-09-22 2012-03-14 2012-05-29 2012-11-03 2013-03-16 2014-11-17 2014-12-13. Author is listed
  2. NEP-CBA: Central Banking (2) 2012-11-03 2013-03-16
  3. NEP-CMP: Computational Economics (1) 2012-03-14
  4. NEP-ECM: Econometrics (5) 2011-09-22 2012-03-21 2012-06-25 2012-11-03 2014-11-17. Author is listed
  5. NEP-EEC: European Economics (1) 2014-12-13
  6. NEP-FOR: Forecasting (1) 2012-03-14
  7. NEP-MAC: Macroeconomics (1) 2012-11-03
  8. NEP-ORE: Operations Research (1) 2011-09-22
  9. NEP-RMG: Risk Management (8) 2011-09-22 2012-03-14 2012-03-21 2012-05-29 2012-11-03 2013-03-16 2014-11-17 2015-01-09. Author is listed
  10. NEP-URE: Urban & Real Estate Economics (2) 2012-06-25 2014-12-13

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