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 3 4 8 150
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 3 8 17 229
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 7 18 96
Boundaries of Predictability: Noisy Predictive Regressions 0 1 1 28 4 9 15 102
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 2 2 12 242
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 1 2 7 173
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 1 4 6 39
Forecasting Stock Returns under Economic Constraints 0 0 1 116 0 1 9 256
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 2 8 101
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 1 7 12 50
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 2 36 0 4 10 122
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 2 3 231 6 18 31 939
Political Cycles and the Stock Market 0 0 0 11 1 3 9 72
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 3 9 23 712
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 2 5 13 842
The MIDAS Touch: Mixed Data Sampling Regression Models 6 24 81 1,752 32 121 383 5,497
The MIDAS Touch: Mixed Data Sampling Regression Models 1 3 10 256 6 22 60 950
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 4 4 6 30
The neglected effect of fiscal policy on stock and bond returns 0 2 3 357 6 9 21 1,524
There is a Risk-Return Tradeoff After All 0 0 0 182 0 0 17 709
There is a Risk-Return Tradeoff After All 0 0 0 130 5 6 11 639
There is a Risk-Return Tradeoff After All 0 0 1 187 3 5 17 781
Total Working Papers 7 32 102 4,167 85 252 713 14,255

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 2 3 32 137
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 2 27 4 7 21 172
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 2 2 9 29
Do industries lead stock markets? 0 1 6 377 3 5 28 1,032
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 1 3 62 1 6 19 277
Forecasting stock returns under economic constraints 0 0 1 88 3 5 22 273
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 5 5 11 109
Long-horizon regressions: theoretical results and applications 0 0 0 236 2 3 7 552
MIDAS Regressions: Further Results and New Directions 3 8 20 434 15 40 115 1,098
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 1 2 8 882
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 5 12 284 7 17 63 977
Predicting volatility: getting the most out of return data sampled at different frequencies 1 2 6 371 5 13 51 1,056
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 2 6 14 204
The Presidential Puzzle: Political Cycles and the Stock Market 3 12 42 376 16 35 114 1,102
There is a risk-return trade-off after all 0 2 7 367 6 13 48 1,114
Valuation in US Commercial Real Estate 0 1 1 37 2 4 8 151
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 2 74 5 5 13 215
Total Journal Articles 9 32 103 3,213 81 171 583 9,380

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 2 5 18 328 10 24 93 969
Total Chapters 2 5 18 328 10 24 93 969

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Statistics updated 2026-05-06