4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.AP2014
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
Galina Andreeva, Raffaella Calabrese, Silvia Angela Osmetti
This paper presents a cross-country comparison of significant predictors of small business failure between Italy and the UK. Financial measures of profitability, leverage, coverage…
q-fin.RM2014★ 4 cited
Modelling cross-border systemic risk in the European banking sector: a copula approach
Raffaella Calabrese, Silvia Osmetti
We propose a new methodology based on the Marshall-Olkin (MO) copula to model cross-border systemic risk. The proposed framework estimates the impact of the systematic and idiosync…