| Optimal and robust combination of forecasts via constrained optimization and shrinkage F Roccazzella, P Gambetti, F Vrins International Journal of Forecasting 38 (1), 97-116, 2022 | 23 | 2022 |
| Meta-learning approaches for recovery rate prediction P Gambetti, F Roccazzella, F Vrins Risks 10 (6), 124, 2022 | 12 | 2022 |
| Fragmentation in the European Monetary Union: Is it really over? B Candelon, A Luisi, F Roccazzella Journal of International Money and Finance 122, 102545, 2022 | 6 | 2022 |
| Optimal and robust combination of forecasts via contrained optimization and shrinkage F Roccazzella, P Gambetti, F Vrins | 2 | 2022 |
| Business Cycle and Realized Losses in the Consumer Credit Industry F Roccazzella, W Distaso, FD Vrins Available at SSRN 4663161, 2023 | 1* | 2023 |
| Louvain School of Management Doctoral Program in Economics and Management F Roccazzella ESSEC Business School, 2023 | | 2023 |
| Forecasting under uncertainty: combining and evaluating predictive models in economics and finance F Roccazzella UCL-Université Catholique de Louvain, 2023 | | 2023 |
| Should we care about ECB inflation expectations? F Roccazzella, B Candelon LIDAM Discussion Papers LFIN, 2022 | | 2022 |
| Credit Market Frictions and Rational Agents' Myopia: Modeling Financial Frictions and Shock to Expectations in a DSGE Setting Estimated on Slovenian data F Roccazzella Discussion Paper (Prikazi in analize) of the Bank of Slovenia (Banka Slovenije), 2019 | | 2019 |
Frédéric VrinsLFIN/LIDAM, UCLouvainVerified email at uclouvain.be
