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 0 142
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 2 2 80
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 2 3 215
Boundaries of Predictability: Noisy Predictive Regressions 0 0 0 27 0 0 1 87
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 2 3 8 235
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 0 0 16 169
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 0 1 33
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 3 5 97
Forecasting Stock Returns under Economic Constraints 1 1 1 116 2 3 7 252
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 0 1 38
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 35 0 0 3 113
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 1 229 1 4 13 916
Political Cycles and the Stock Market 0 0 0 11 0 0 0 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 1 4 7 834
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 1 6 693
The MIDAS Touch: Mixed Data Sampling Regression Models 7 19 68 1,715 36 89 280 5,302
The MIDAS Touch: Mixed Data Sampling Regression Models 0 0 15 251 0 1 59 914
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 0 1 24
The neglected effect of fiscal policy on stock and bond returns 0 1 2 355 4 5 10 1,510
There is a Risk-Return Tradeoff After All 0 0 0 182 2 5 10 700
There is a Risk-Return Tradeoff After All 1 1 1 187 5 5 7 769
There is a Risk-Return Tradeoff After All 0 0 0 130 0 1 2 629
Total Working Papers 9 23 90 4,119 57 128 442 13,815

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 0 19 8 10 12 116
Comparing Securitized and Balance Sheet Loans: Size Matters 1 1 2 27 6 7 12 160
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 1 2 6 24
Do industries lead stock markets? 0 2 5 374 2 10 21 1,019
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 2 60 3 3 10 263
Forecasting stock returns under economic constraints 0 0 2 88 2 2 14 260
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 3 4 102
Long-horizon regressions: theoretical results and applications 0 0 1 236 1 1 5 546
MIDAS Regressions: Further Results and New Directions 3 6 12 423 4 17 71 1,037
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 0 2 4 877
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 2 15 277 11 17 51 944
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 8 369 7 14 42 1,034
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 3 4 7 195
The Presidential Puzzle: Political Cycles and the Stock Market 6 12 48 353 10 22 121 1,037
There is a risk-return trade-off after all 1 2 7 365 3 6 34 1,087
Valuation in US Commercial Real Estate 0 0 0 36 0 0 0 143
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 1 3 73 1 2 11 205
Total Journal Articles 13 26 107 3,161 62 122 425 9,049

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 21 322 4 13 67 913
Total Chapters 0 1 21 322 4 13 67 913

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Statistics updated 2025-12-06