Details about Francesco Roccazzella

Access statistics for papers by Francesco Roccazzella.

Last updated 2022-08-30. Update your information in the RePEc Author Service.

Short-id: pro1232

Working Papers

2022

1. Fragmentation in the European Monetary Union: Is it really over?
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (2)
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021)
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021)
   See also Journal Article Fragmentation in the European Monetary Union: Is it really over?, Journal of International Money and Finance, Elsevier (2022) View citations (2) (2022)

2021

2. Optimal and robust combination of forecasts via constrained optimization and shrinkage
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2020) View citations (5)
   See also Journal Article Optimal and robust combination of forecasts via constrained optimization and shrinkage, International Journal of Forecasting, Elsevier (2022) View citations (8) (2022)

2020

3. Meta-learning approaches for recovery rate prediction
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (2)
   See also Journal Article Meta-Learning Approaches for Recovery Rate Prediction, Risks, MDPI (2022) View citations (3) (2022)

2019

4. Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN)

Journal Articles

2022

1. Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage
   International Journal of Forecasting, 2022, 38, (3), 1050-1050 View citations (3)
2. Fragmentation in the European Monetary Union: Is it really over?
   Journal of International Money and Finance, 2022, 122, (C) View citations (2)
   See also Working Paper Fragmentation in the European Monetary Union: Is it really over?, LIDAM Reprints LFIN (2022) View citations (2) (2022)
3. Meta-Learning Approaches for Recovery Rate Prediction
   Risks, 2022, 10, (6), 1-29 View citations (3)
   See also Working Paper Meta-learning approaches for recovery rate prediction, LIDAM Discussion Papers LFIN (2020) View citations (2) (2020)
4. Optimal and robust combination of forecasts via constrained optimization and shrinkage
   International Journal of Forecasting, 2022, 38, (1), 97-116 View citations (8)
   See also Working Paper Optimal and robust combination of forecasts via constrained optimization and shrinkage, LIDAM Reprints LFIN (2021) View citations (3) (2021)