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 3 8 150
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 2 18 96
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 4 16 229
Boundaries of Predictability: Noisy Predictive Regressions 0 1 1 28 0 7 15 102
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 1 3 12 243
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 0 2 7 173
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 2 6 39
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 8 101
Forecasting Stock Returns under Economic Constraints 0 0 1 116 0 0 8 256
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 1 12 50
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 2 4 232 2 16 33 941
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 2 36 0 2 10 122
Political Cycles and the Stock Market 0 0 0 11 0 2 9 72
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 6 24 713
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 0 3 13 842
The MIDAS Touch: Mixed Data Sampling Regression Models 8 22 79 1,760 34 117 393 5,531
The MIDAS Touch: Mixed Data Sampling Regression Models 2 5 9 258 7 22 53 957
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 4 6 30
The neglected effect of fiscal policy on stock and bond returns 0 0 3 357 2 8 22 1,526
There is a Risk-Return Tradeoff After All 1 1 1 131 1 7 12 640
There is a Risk-Return Tradeoff After All 0 0 1 187 1 4 18 782
There is a Risk-Return Tradeoff After All 0 0 0 182 1 1 18 710
Total Working Papers 12 31 101 4,179 50 217 721 14,305

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 1 3 33 138
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 2 27 2 7 22 174
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 8 2 4 10 31
Do industries lead stock markets? 2 3 8 379 4 9 32 1,036
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 3 62 0 2 19 277
Forecasting stock returns under economic constraints 0 0 0 88 1 4 20 274
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 5 11 109
Long-horizon regressions: theoretical results and applications 0 0 0 236 1 4 8 553
MIDAS Regressions: Further Results and New Directions 2 8 21 436 4 32 114 1,102
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 1 8 882
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 3 7 15 287 4 17 66 981
Predicting volatility: getting the most out of return data sampled at different frequencies 1 3 7 372 9 18 55 1,065
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 1 5 15 205
The Presidential Puzzle: Political Cycles and the Stock Market 3 11 43 379 17 45 124 1,119
There is a risk-return trade-off after all 0 0 7 367 6 16 51 1,120
Valuation in US Commercial Real Estate 0 1 1 37 0 3 8 151
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 2 74 0 5 13 215
Total Journal Articles 11 33 109 3,224 52 180 609 9,432

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 2 4 15 330 11 27 95 980
Total Chapters 2 4 15 330 11 27 95 980

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Statistics updated 2026-06-04