Access Statistics for Rossen Valkanov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
13-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate 0 0 0 21 0 0 2 142
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 2 78
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 0 1 212
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 27 0 0 1 86
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 0 1 11 228
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 1 6 11 159
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 1 1 1 33
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 2 93
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 1 1 246
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 1 1 2 38
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 1 5 14 908
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 2 34 0 1 3 111
Political Cycles and the Stock Market 0 0 1 11 0 0 3 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 1 11 688
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 1 1 2 339 1 1 4 828
The MIDAS Touch: Mixed Data Sampling Regression Models 2 7 28 243 7 25 83 880
The MIDAS Touch: Mixed Data Sampling Regression Models 4 14 58 1,661 14 55 272 5,077
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 1 1 1 24
The neglected effect of fiscal policy on stock and bond returns 0 1 2 354 0 3 17 1,503
There is a Risk-Return Tradeoff After All 0 0 1 130 0 0 2 627
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 3 691
There is a Risk-Return Tradeoff After All 0 0 0 186 1 1 3 763
Total Working Papers 7 23 96 4,052 29 105 450 13,478

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MIDAS approach to modeling first and second moment dynamics 0 0 1 19 0 1 5 105
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 1 25 0 0 3 148
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 7 0 2 3 20
Do industries lead stock markets? 1 1 5 370 2 5 22 1,003
Expected Returns and Expected Growth in Rents of Commercial Real Estate 1 1 5 59 1 4 12 257
Forecasting stock returns under economic constraints 0 1 4 87 0 4 16 250
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 2 98
Long-horizon regressions: theoretical results and applications 0 0 8 235 0 2 16 543
MIDAS Regressions: Further Results and New Directions 1 2 20 413 2 11 67 977
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 1 3 364 0 1 4 874
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 4 5 16 267 6 13 41 906
Predicting volatility: getting the most out of return data sampled at different frequencies 0 3 9 364 5 9 36 1,001
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 1 64 0 0 2 188
The Presidential Puzzle: Political Cycles and the Stock Market 2 15 77 320 6 46 166 962
There is a risk-return trade-off after all 0 1 20 359 4 10 46 1,063
Valuation in US Commercial Real Estate 0 0 2 36 0 0 2 143
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 4 70 1 3 8 197
Total Journal Articles 9 30 176 3,084 27 111 451 8,735

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 1 8 27 309 16 28 79 874
Total Chapters 1 8 27 309 16 28 79 874

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Statistics updated 2025-03-03