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 1 22 0 0 9 151
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 17 96
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 18 231
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 28 0 0 15 102
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 0 2 14 247
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 1 1 22 3 9 16 185
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 0 6 39
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 2 9 103
Forecasting Stock Returns under Economic Constraints 0 1 2 117 1 5 12 261
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 3 5 17 55
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 2 4 14 127
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 3 232 1 3 36 949
Political Cycles and the Stock Market 0 0 0 11 0 0 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 2 2 341 1 4 16 846
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 1 1 1 188 2 7 28 720
The MIDAS Touch: Mixed Data Sampling Regression Models 4 22 84 1,785 16 77 400 5,640
The MIDAS Touch: Mixed Data Sampling Regression Models 0 2 10 261 1 9 56 970
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 1 8 32
The neglected effect of fiscal policy on stock and bond returns 0 0 2 357 0 0 22 1,528
There is a Risk-Return Tradeoff After All 0 1 2 132 0 3 16 644
There is a Risk-Return Tradeoff After All 0 0 0 182 1 1 15 711
There is a Risk-Return Tradeoff After All 0 0 2 188 1 2 21 785
Total Working Papers 5 30 112 4,215 32 135 775 14,495

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 1 1 20 1 2 33 140
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 1 27 0 2 23 176
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 8 2 4 14 37
Do industries lead stock markets? 0 1 11 384 5 24 54 1,068
Expected Returns and Expected Growth in Rents of Commercial Real Estate 1 1 3 63 3 8 27 287
Forecasting stock returns under economic constraints 0 0 0 88 3 6 22 280
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 10 109
Long-horizon regressions: theoretical results and applications 0 1 1 237 6 14 23 568
MIDAS Regressions: Further Results and New Directions 2 5 25 443 11 27 119 1,144
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 3 3 10 885
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 6 19 294 10 20 80 1,011
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 3 372 3 11 52 1,077
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 0 16 207
The Presidential Puzzle: Political Cycles and the Stock Market 3 11 54 397 6 29 141 1,162
There is a risk-return trade-off after all 0 1 5 369 4 9 49 1,133
Valuation in US Commercial Real Estate 0 0 1 37 1 2 10 153
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 1 74 0 2 13 217
Total Journal Articles 8 27 125 3,266 58 163 696 9,654

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 0 1 11 333 5 14 94 998
Total Chapters 0 1 11 333 5 14 94 998

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Statistics updated 2026-10-11