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 0 146 0 0 0 212
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 1 78
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 27 1 1 2 87
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 2 2 11 230
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 6 11 17 165
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 1 1 33
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 1 1 246
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 2 93
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 1 2 38
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 34 1 2 3 112
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 0 5 14 908
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 1 2 10 689
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 1 2 339 1 2 4 829
The MIDAS Touch: Mixed Data Sampling Regression Models 2 6 27 245 3 14 75 883
The MIDAS Touch: Mixed Data Sampling Regression Models 1 8 54 1,662 12 44 259 5,089
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 1 1 24
The neglected effect of fiscal policy on stock and bond returns 0 0 2 354 0 1 13 1,503
There is a Risk-Return Tradeoff After All 0 0 0 182 1 2 3 692
There is a Risk-Return Tradeoff After All 0 0 0 186 1 2 4 764
There is a Risk-Return Tradeoff After All 0 0 1 130 1 1 3 628
Total Working Papers 3 15 90 4,055 30 94 431 13,508


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 0 4 105
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 1 25 3 3 6 151
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 7 0 2 3 20
Do industries lead stock markets? 0 1 3 370 0 5 18 1,003
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 1 4 59 0 2 9 257
Forecasting stock returns under economic constraints 0 0 4 87 0 3 14 250
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 1 98
Long-horizon regressions: theoretical results and applications 0 0 8 235 1 2 16 544
MIDAS Regressions: Further Results and New Directions 1 3 18 414 5 12 64 982
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 1 6 17 268 2 14 43 908
Predicting volatility: getting the most out of return data sampled at different frequencies 0 1 8 364 1 8 31 1,002
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 2 2 2 190
The Presidential Puzzle: Political Cycles and the Stock Market 7 15 79 327 16 39 172 978
There is a risk-return trade-off after all 0 1 18 359 2 10 43 1,065
Valuation in US Commercial Real Estate 0 0 1 36 0 0 1 143
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 1 1 5 71 1 3 9 198
Total Journal Articles 10 30 170 3,094 33 106 440 8,768


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 0 5 25 309 1 24 68 875
Total Chapters 0 5 25 309 1 24 68 875


Statistics updated 2025-04-04