LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
4
Impact Factor (IF)
0.62
5 Years IF
0.4
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]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2019 | 0 | 0.62 | 0.14 | 0 | 7 | 7 | 5 | 1 | 1 | 0 | 0 | 0 | 1 | 0.14 | 0.36 | |||
| 2020 | 0 | 0.7 | 0.16 | 0 | 12 | 19 | 13 | 3 | 4 | 7 | 7 | 2 | 66.7 | 3 | 0.25 | 0.74 | ||
| 2021 | 0.53 | 0.95 | 0.51 | 0.53 | 18 | 37 | 43 | 19 | 23 | 19 | 10 | 19 | 10 | 5 | 26.3 | 7 | 0.39 | 0.39 |
| 2022 | 0.47 | 0.69 | 0.33 | 0.43 | 11 | 48 | 13 | 16 | 39 | 30 | 14 | 37 | 16 | 1 | 6.3 | 0 | 0.22 | |
| 2023 | 0.62 | 0.59 | 0.36 | 0.4 | 7 | 55 | 0 | 20 | 59 | 29 | 18 | 48 | 19 | 0 | 0 | 0.18 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Machine 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 | 28 |
| 2 | 2022 | Macroprudential 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 | 11 |
| 3 | 2020 | Optimal 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 | 5 |
| 4 | 2021 | Do 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 | 4 |
| 5 | 2020 | Testing 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 |
| 6 | 2021 | Macrofinancial 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 | 3 |
| 7 | 2019 | Negative 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 | 3 |
| 8 | 2021 | Diversification Potential in Real Estate Portfolios. (2021). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Fuerst, Franz. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021001. Full description at Econpapers || Download paper | 3 |
| 9 | 2020 | What 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. Full description at Econpapers || Download paper | 2 |
| 10 | 2021 | Optimal 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. Full description at Econpapers || Download paper | 2 |
| 11 | 2020 | Meta-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 |
| 12 | 2021 | A 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. Full description at Econpapers || Download paper | 2 |
| 13 | 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 | 1 |
| 14 | 2019 | Minimum Rényi entropy portfolios. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019003. Full description at Econpapers || Download paper | 1 |
| 15 | 2020 | Bond 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. Full description at Econpapers || Download paper | 1 |
| 16 | 2021 | International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016. Full description at Econpapers || Download paper | 1 |
| 17 | 2020 | Forecasting 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. Full description at Econpapers || Download paper | 1 |
| 18 | 2022 | Retail Investorsâ Disposition Effect and Order Choices. (2022). Palan, Stefan ; Luong, Nhung ; de Winne, Rudy. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022012. Full description at Econpapers || Download paper | 1 |
| 19 | 2019 | Robust portfolio selection using sparse estimation of comoment tensors. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019007. Full description at Econpapers || Download paper | 1 |
| 20 | 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | 1 |
| 21 | 2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002. Full description at Econpapers || Download paper | 1 |
| 22 | 2019 | Affine 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. Full description at Econpapers || Download paper | 1 |
| 23 | 2020 | Retail Investing in Passive Exchange Traded Funds. (2020). Elmaya, Younes Elhichou ; D'Hondt, Catherine ; Petitjean, Mikael. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020013. Full description at Econpapers || Download paper | 1 |
| 24 | 2022 | MultiATSM: 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. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Machine 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 | 21 |
| 2 | 2022 | Macroprudential 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 | 10 |
| 3 | 2021 | Macrofinancial 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 | 3 |
| 4 | 2021 | Do 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 | 3 |
| 5 | 2021 | Diversification Potential in Real Estate Portfolios. (2021). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Fuerst, Franz. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021001. Full description at Econpapers || Download paper | 3 |
| 6 | 2020 | Optimal 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 | 2 |
| 7 | 2021 | A 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. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 18
| Year | Title | |
|---|---|---|
| 2023 | Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322. Full description at Econpapers || Download paper | |
| 2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper | |
| 2023 | The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303. Full description at Econpapers || Download paper | |
| 2023 | Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper | |
| 2023 | Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers || Download paper | |
| 2023 | Satellites Turn âConcreteâ: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Indiaâs Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6. Full description at Econpapers || Download paper | |
| 2023 | Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9. Full description at Econpapers || Download paper | |
| 2023 | Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144. Full description at Econpapers || Download paper | |
| 2023 | Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556. Full description at Econpapers || Download paper | |
| 2023 | The Optimal Level of Financial Growth in View of a Nonlinear Macroprudential Policy Regime Model: A Bayesian Approach. (2023). Nkomo, Nomusa Yolanda ; Zungu, Lindokuhle Talent ; Dlamini, Sifundo Ntokozo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:234-:d:1118685. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | ||
| 2023 | A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita. (2023). Focacci, Antonio. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:9:p:231-:d:1235172. Full description at Econpapers || Download paper | |
| 2023 | The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023145. Full description at Econpapers || Download paper | |
| 2023 |
Recent citations
Recent citations received in 2022
| Year | Citing document |
|---|
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777. Full description at Econpapers || Download paper | |
| 2021 | Boosting 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. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Testing 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. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Meta-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 | |
| 2020 | Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956. Full description at Econpapers || Download paper |
10 most frequent citing series