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 2 2 2 144
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 3 4 216
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 2 3 81
Boundaries of Predictability: Noisy Predictive Regressions 0 0 0 27 4 4 5 91
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 1 3 8 236
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 0 0 15 169
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 1 1 116 1 4 8 253
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 3 5 97
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 2 2 3 40
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 229 1 4 14 917
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 35 1 1 4 114
Political Cycles and the Stock Market 0 0 0 11 3 3 3 66
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 0 4 7 834
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 2 7 694
The MIDAS Touch: Mixed Data Sampling Regression Models 1 1 13 252 6 6 51 920
The MIDAS Touch: Mixed Data Sampling Regression Models 9 23 70 1,724 50 112 307 5,352
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 1 1 2 25
The neglected effect of fiscal policy on stock and bond returns 0 0 1 355 0 4 8 1,510
There is a Risk-Return Tradeoff After All 0 1 1 187 2 7 9 771
There is a Risk-Return Tradeoff After All 0 0 0 130 0 1 2 629
There is a Risk-Return Tradeoff After All 0 0 0 182 3 7 13 703
Total Working Papers 10 26 89 4,129 80 175 481 13,895

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 13 22 24 129
Comparing Securitized and Balance Sheet Loans: Size Matters 0 1 2 27 1 8 13 161
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 0 1 6 24
Do industries lead stock markets? 1 2 6 375 2 7 23 1,021
Expected Returns and Expected Growth in Rents of Commercial Real Estate 1 1 3 61 2 5 10 265
Forecasting stock returns under economic constraints 0 0 1 88 6 8 19 266
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 1 4 5 103
Long-horizon regressions: theoretical results and applications 0 0 1 236 0 1 4 546
MIDAS Regressions: Further Results and New Directions 2 7 14 425 11 23 78 1,048
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 3 5 7 880
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 3 16 278 10 23 60 954
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 6 369 3 12 43 1,037
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 2 6 9 197
The Presidential Puzzle: Political Cycles and the Stock Market 7 17 48 360 14 30 112 1,051
There is a risk-return trade-off after all 0 1 7 365 7 10 39 1,094
Valuation in US Commercial Real Estate 0 0 0 36 2 2 2 145
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 3 73 0 1 10 205
Total Journal Articles 12 32 109 3,173 77 168 464 9,126

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 1 1 19 323 19 28 81 932
Total Chapters 1 1 19 323 19 28 81 932

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Statistics updated 2026-01-09