Francesco Roccazzella : Citation Profile

Université Catholique de Louvain

3

H index

1

i10 index

22

Citations

RESEARCH PRODUCTION:

4

Articles

7

Papers

RESEARCH ACTIVITY:

   3 years (2019 - 2022). See details.
   Cites by year: 7
   Journals where Francesco Roccazzella has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1232
   Updated: 2025-03-15    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)

Shi, Zhentao (1)

Xie, Tian (1)

Barbagli, Matteo (1)

Su, Liangjun (1)

Cites to:

Smets, Frank (8)

Wouters, Raf (8)

Vrins, Frédéric (7)

Christiano, Lawrence (6)

Eichenbaum, Martin (6)

bloom, nicholas (6)

Galí, Jordi (6)

Gertler, Mark (6)

Baker, Scott (5)

Davis, Steven (5)

Pesaran, Mohammad (4)

Main data

Production by document typepaperarticle201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2019202020212022051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20202021202205101520Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents12345051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Francesco Roccazzella has published?

Journals with more than one article published# docs
International Journal of Forecasting2

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The 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

2024Global 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

2024Flexible 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

2024Functional clustering of NPLs recovery curves. (2024). Rocci, Roberto ; Carleo, Alessandra. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002179.

Full description at Econpapers || Download paper

Works by Francesco Roccazzella:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Credit 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]		paper0
2020Optimal and robust combination of forecasts via constrained optimization and shrinkage In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper12
2021Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022Optimal 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: 12		article
2020Meta-learning approaches for recovery rate prediction In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper5
2022Meta-Learning Approaches for Recovery Rate Prediction.(2022) In: Risks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2021Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper2
2022Fragmentation 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
2021Fragmentation 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
2022Fragmentation 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
2022Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team