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LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
4
Impact Factor (IF)
0.53
5 Years IF
0.49
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2019 0 0.63 0.14 0 7 7 4 1 1 0 0 0 1 0.14 0.37
2020 0 0.72 0.16 0 12 19 12 3 4 7 7 2 66.7 3 0.25 0.78
2021 0.47 0.99 0.46 0.47 18 37 26 17 21 19 9 19 9 5 29.4 7 0.39 0.41
2022 0.53 0.78 0.38 0.49 11 48 4 18 39 30 16 37 18 1 5.6 0 0.25
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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21
22020Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006.

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5
32020Testing for the Validity of W in GVAR models. (2020). Candelon, Bertrand ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020009.

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4
42022Macroprudential Policies, Economic Growth and Banking Crises. (2022). Ben Naceur, Sami ; Candelon, Bertrand ; Belkhir, Mohamed ; Wijnandts, Jean-Charles. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022010.

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4
52021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003.

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2
62020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

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2
72019Negative interest rates may be more psychologically acceptable than assumed: Implications for savings. (2019). D'Hondt, Catherine ; Efendic, Emir ; Corneille, Olivier ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019006.

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2
82021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2
92019Robust portfolio selection using sparse estimation of comoment tensors. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019007.

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1
102022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002.

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1
112021Optimal Portfolio Diversification via Independent Component Analysis. (2021). Vrins, Frederic ; Lassance, Nathan ; Demiguel, Victor ; de Miguel, Victor . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021014.

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1
122019Affine term-structure models: A time-changed approach with perfect fit to market curves. (2019). Vrins, Frédéric ; Mbaye, Cheikh. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019005.

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1
132020Retail Investing in Passive Exchange Traded Funds. (2020). Elmaya, Younes Elhichou ; D'Hondt, Catherine ; Petitjean, Mikael. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020013.

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1
142020What leads people to tolerate negative interest rates on their savings?. (2020). D'Hondt, Catherine ; Corneille, Olivier ; Todorovic, Aleksandar ; Efendic, Emir ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020005.

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1
152021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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1
162019Minimum Rényi entropy portfolios. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019003.

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1
172020Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia. (2020). Lyrio, Marco ; Iania, Leonardo ; Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020010.

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1
182020Forecasting recovery rates on non-performing loans with machine learning. (2020). Vrins, Frédéric ; Brigo, Damiano ; Bellotti, Anthony ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020002.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

Full description at Econpapers || Download paper

20
22020Testing for the Validity of W in GVAR models. (2020). Candelon, Bertrand ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020009.

Full description at Econpapers || Download paper

4
32022Macroprudential Policies, Economic Growth and Banking Crises. (2022). Ben Naceur, Sami ; Candelon, Bertrand ; Belkhir, Mohamed ; Wijnandts, Jean-Charles. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022010.

Full description at Econpapers || Download paper

4
42020Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006.

Full description at Econpapers || Download paper

3
52021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

Full description at Econpapers || Download paper

2
62021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003.

Full description at Econpapers || Download paper

2
72019Negative interest rates may be more psychologically acceptable than assumed: Implications for savings. (2019). D'Hondt, Catherine ; Efendic, Emir ; Corneille, Olivier ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019006.

Full description at Econpapers || Download paper

2
82020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 16
YearTitle
2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2022Opening the black box – Quantile neural networks for loss given default prediction. (2022). Rosch, Daniel ; Nagl, Maximilian ; Kellner, Ralf. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002855.

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2022Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960.

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2022MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. (2022). Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022001.

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2022COVID-19 and the Economy: Summary of research and future directions. (2022). Simkins, Betty J ; Iyer, Subramanian Rama. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001131.

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2022Industry 4.0 and production recovery in the covid era. (2022). Pini, Marco ; Bchi, Giacomo ; Castagnoli, Rebecca ; Cugno, Monica. In: Technovation. RePEc:eee:techno:v:114:y:2022:i:c:s0166497221002248.

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2022Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance. (2022). Parent, Antoine ; Merli, Maxime. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-01.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

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2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2022Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566.

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2022The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348.

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2022On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Backcasting world trade growth using data reduction methods. (2022). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04027843.

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2022Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191.

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Recent citations
Recent citations received in 2022
YearCiting document

Recent citations received in 2021
YearCiting document
2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2021.

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2021Testing the gender gap in subjective financial literacy of spouses. (2021). Broihanne, Marie-Helene. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2021-08.

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2021Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165.

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2021.

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Recent citations received in 2020
YearCiting document
2020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

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2020Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956.

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Recent citations received in 2019
YearCiting document
2019An arbitrage-free conic martingale model with application to credit risk. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1909.02474.

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