Citation profile for Francesco Roccazzella

Francesco Roccazzella : Citation Profile

Université Catholique de Louvain

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2019 - 2022). See details.
   Cites by year: 6
   Journals where Francesco Roccazzella has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (13.04 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1232
   Updated: 2024-11-04    RAS profile: 2022-08-30
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Relations with other researchers

Works with:

Vrins, Frédéric (6)

Candelon, Bertrand (4)

Luisi, Angelo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francesco Roccazzella.

Is cited by:

Vasnev, Andrey (7)

Candelon, Bertrand (3)

Su, Liangjun (1)

Barbagli, Matteo (1)

Xie, Tian (1)

Shi, Zhentao (1)

Cites to:

Wouters, Raf (8)

Smets, Frank (8)

Vrins, Frédéric (7)

bloom, nicholas (6)

Eichenbaum, Martin (6)

Christiano, Lawrence (6)

Galí, Jordi (6)

Gertler, Mark (6)

Baker, Scott (5)

Davis, Steven (5)

Canova, Fabio (4)

Main data

Where Francesco Roccazzella has published?

Journals with more than one article published	# docs
International Journal of Forecasting	2

Working Papers Series with more than one paper published	# docs
LIDAM Discussion Papers LFIN / Universit� catholique de Louvain, Louvain Finance (LFIN)	4
LIDAM Reprints LFIN / Universit� catholique de Louvain, Louvain Finance (LFIN)	2

Recent works citing Francesco Roccazzella (2024 and 2023)

Year	Title of citing document
2023	Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007. Full description at Econpapers \|\| Download paper
2024	The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers \|\| Download paper
2024	Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers \|\| Download paper
2023	Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323. Full description at Econpapers \|\| Download paper
2023	Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006669. Full description at Econpapers \|\| Download paper
2023	Too similar to combine? On negative weights in forecast combination. (2023). Wang, Wendun ; Vasnev, Andrey L ; Radchenko, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:18-38. Full description at Econpapers \|\| Download paper
2024	Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers \|\| Download paper

Works by Francesco Roccazzella:

Year	Title	Type	Cited
2019	Credit market frictions and rational agents myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2020	Optimal and robust combination of forecasts via constrained optimization and shrinkage In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	11
2021	Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2021) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 11	paper
2022	Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	article
2020	Meta-learning approaches for recovery rate prediction In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	4
2022	Meta-Learning Approaches for Recovery Rate Prediction.(2022) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2021	Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	2
2022	Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 2	paper
2021	Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2022	Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2022	Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis]	article	3