LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)
Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
4
Impact Factor (IF)
0.5
5 Years IF
0.42
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 | 0.62 | 0.14 | 0 | 7 | 7 | 5 | 1 | 1 | 0 | 0 | 0 | 1 | 0.14 | 0.36 | |||
| 2020 | 0 | 0.69 | 0.16 | 0 | 12 | 19 | 13 | 3 | 4 | 7 | 7 | 2 | 66.7 | 3 | 0.25 | 0.73 | ||
| 2021 | 0.53 | 0.94 | 0.51 | 0.53 | 18 | 37 | 45 | 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 | 16 | 16 | 39 | 30 | 14 | 37 | 16 | 1 | 6.3 | 0 | 0.22 | |
| 2023 | 0.66 | 0.55 | 0.38 | 0.42 | 7 | 55 | 0 | 21 | 60 | 29 | 19 | 48 | 20 | 0 | 0 | 0.17 | ||
| 2024 | 0.5 | 0.51 | 0.39 | 0.42 | 6 | 61 | 0 | 24 | 84 | 18 | 9 | 55 | 23 | 2 | 8.3 | 0 | 0.23 |
| 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 | 30 |
| 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 | 14 |
| 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 | 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 |
| 10 | 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 |
| 11 | 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 |
| 12 | 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 |
| 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 | 2024 | 1 | |
| 23 | 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 |
| 24 | 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 |
| 25 | 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 | 16 |
| 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 | 14 |
| 3 | 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 |
| 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 | 2 |
Citing documents used to
compute impact factor: 9
| Year | Title | |
|---|---|---|
| 2024 | ||
| 2024 | ||
| 2024 | Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Campisi, Giovanni ; Brianzoni, Serena ; Ansori, Moch Fandi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002395. Full description at Econpapers || Download paper | |
| 2024 | ||
| 2024 | ||
| 2024 | ||
| 2024 | ||
| 2024 | A meta-analysis of disposition effect experiments. (2024). Cheung, Stephen. In: Working Papers. RePEc:syd:wpaper:2024-02. 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 |
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 |
10 most frequent citing series