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 1 142
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 0 78
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 0 1 213
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 0 1 6 232
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 0 3 18 169
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 0 115 1 1 4 249
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 2 94
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 0 2 38
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 1 4 13 912
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 1 35 0 1 3 113
Political Cycles and the Stock Market 0 0 1 11 0 0 1 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 3 5 692
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 0 1 4 830
The MIDAS Touch: Mixed Data Sampling Regression Models 3 15 60 1,696 24 75 253 5,213
The MIDAS Touch: Mixed Data Sampling Regression Models 1 2 26 251 3 9 84 913
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 0 1 354 0 1 6 1,505
There is a Risk-Return Tradeoff After All 0 0 0 186 0 0 3 764
There is a Risk-Return Tradeoff After All 0 0 0 182 1 3 5 695
There is a Risk-Return Tradeoff After All 0 0 1 130 0 0 2 628
Total Working Papers 4 18 92 4,096 31 103 416 13,687

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 0 1 3 106
Comparing Securitized and Balance Sheet Loans: Size Matters 0 1 2 26 0 1 7 153
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 0 1 4 22
Do industries lead stock markets? 0 1 3 372 1 5 14 1,009
Expected Returns and Expected Growth in Rents of Commercial Real Estate 1 1 4 60 1 2 10 260
Forecasting stock returns under economic constraints 0 0 2 88 1 4 13 258
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 1 1 99
Long-horizon regressions: theoretical results and applications 0 0 3 236 0 0 8 545
MIDAS Regressions: Further Results and New Directions 0 2 13 417 4 32 74 1,020
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 0 1 3 875
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 0 3 17 275 4 12 41 927
Predicting volatility: getting the most out of return data sampled at different frequencies 0 4 8 369 0 10 31 1,020
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 1 3 191
The Presidential Puzzle: Political Cycles and the Stock Market 2 5 61 341 4 20 155 1,015
There is a risk-return trade-off after all 2 3 10 363 3 12 38 1,081
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 0 0 4 72 1 1 11 203
Total Journal Articles 5 20 130 3,135 19 104 417 8,927

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 3 6 24 321 8 15 67 900
Total Chapters 3 6 24 321 8 15 67 900

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Statistics updated 2025-09-05