Bank loan recovery rates: Measuring and nonparametric density estimation R Calabrese, M Zenga Journal of Banking & Finance 34 (5), 903-911, 2010 | 123 | 2010 |
Enhancing credit scoring with alternative data VB Djeundje, J Crook, R Calabrese, M Hamid Expert Systems with Applications 163, 113766, 2021 | 117 | 2021 |
SMEs’ growth under financing constraints and banking markets integration in the euro area M Moscalu, C Girardone, R Calabrese Journal of Small Business Management 58 (4), 707-746, 2020 | 97 | 2020 |
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model R Calabrese, SA Osmetti Journal of Applied Statistics 40 (6), 1172-1188, 2013 | 97 | 2013 |
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model R Calabrese, G Marra, SA Osmetti Journal of the Operational Research Society 67 (4), 604-615, 2015 | 79 | 2015 |
Estimating bank default with generalised extreme value regression models R Calabrese, P Giudici Journal of the Operational Research society 66, 1783-1792, 2015 | 76 | 2015 |
Estimators of binary spatial autoregressive models: A Monte Carlo study R Calabrese, JA Elkink Journal of Regional Science 54 (4), 664-687, 2014 | 73 | 2014 |
Downturn loss given default: Mixture distribution estimation R Calabrese European Journal of Operational Research 237 (1), 271-277, 2014 | 60 | 2014 |
Predicting bank loan recovery rates with a mixed continuous‐discrete model R Calabrese Applied stochastic models in business and industry 30 (2), 99-114, 2014 | 56 | 2014 |
Understanding the dynamics of UK Covid‐19 SME financing R Calabrese, M Cowling, W Liu British Journal of Management 33 (2), 657-677, 2022 | 50 | 2022 |
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models G Andreeva, R Calabrese, SA Osmetti European Journal of Operational Research 249 (2), 506-516, 2016 | 50 | 2016 |
“Birds of a feather” fail together: exploring the nature of dependency in SME defaults R Calabrese, G Andreeva, J Ansell Risk Analysis 39 (1), 71-84, 2019 | 43 | 2019 |
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach R Calabrese, M Degl’Innocenti, SA Osmetti European Journal of Operational Research 256 (3), 1029-1037, 2017 | 41 | 2017 |
A new approach to measure systemic risk: A bivariate copula model for dependent censored data R Calabrese, SA Osmetti European Journal of Operational Research 279 (3), 1053-1064, 2019 | 39 | 2019 |
Financial fragmentation and SMEs’ access to finance R Calabrese, C Girardone, A Sclip Small Business Economics 57 (4), 2041-2065, 2021 | 32 | 2021 |
Spatial dependence in microfinance credit default V Medina-Olivares, R Calabrese, Y Dong, B Shi International Journal of Forecasting 38 (3), 1071-1085, 2022 | 29 | 2022 |
Measuring bank contagion in Europe using binary spatial regression models R Calabrese, JA Elkink, PS Giudici Journal of the Operational Research Society 68, 1503-1511, 2017 | 26 | 2017 |
Interpretable machine learning for imbalanced credit scoring datasets Y Chen, R Calabrese, B Martin-Barragan European Journal of Operational Research 312 (1), 357-372, 2024 | 24 | 2024 |
Estimating bank loans loss given default by generalized additive models R Calabrese UCD Geary Institute Discussion Paper Series, WP2012/24, 2012 | 24 | 2012 |
Generalized extreme value regression for binary rare events data: an application to credit defaults R Calabrese, SA Osmetti Bulletin of the International Statistical Institute LXII, 58th Session of …, 2011 | 23 | 2011 |