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 1 5 5 147
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 4 10 13 225
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 5 14 16 94
Boundaries of Predictability: Noisy Predictive Regressions 0 0 0 27 2 8 9 95
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 0 5 12 240
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 0 2 12 171
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 2 4 4 37
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 3 7 100
Forecasting Stock Returns under Economic Constraints 0 0 1 116 1 4 10 256
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 6 11 11 49
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 1 2 230 4 9 17 925
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 2 36 2 7 9 120
Political Cycles and the Stock Market 0 0 0 11 1 7 7 70
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 4 14 19 707
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 2 5 11 839
The MIDAS Touch: Mixed Data Sampling Regression Models 0 2 10 253 7 21 55 935
The MIDAS Touch: Mixed Data Sampling Regression Models 10 23 77 1,738 38 112 337 5,414
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 2 2 26
The neglected effect of fiscal policy on stock and bond returns 2 2 3 357 3 8 15 1,518
There is a Risk-Return Tradeoff After All 0 0 0 182 0 9 18 709
There is a Risk-Return Tradeoff After All 0 0 0 130 0 4 6 633
There is a Risk-Return Tradeoff After All 0 0 1 187 2 9 15 778
Total Working Papers 13 29 96 4,148 85 273 610 14,088

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 19 30 135
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 2 27 2 7 19 167
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 0 3 7 27
Do industries lead stock markets? 0 2 6 376 0 8 24 1,027
Expected Returns and Expected Growth in Rents of Commercial Real Estate 1 2 3 62 4 12 18 275
Forecasting stock returns under economic constraints 0 0 1 88 2 10 20 270
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 2 6 104
Long-horizon regressions: theoretical results and applications 0 0 1 236 0 3 6 549
MIDAS Regressions: Further Results and New Directions 2 5 15 428 12 33 93 1,070
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 1 4 7 881
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 3 13 280 4 20 58 964
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 5 369 4 13 46 1,047
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 2 5 12 200
The Presidential Puzzle: Political Cycles and the Stock Market 4 15 48 368 7 37 112 1,074
There is a risk-return trade-off after all 2 2 8 367 3 17 41 1,104
Valuation in US Commercial Real Estate 0 0 0 36 1 5 5 148
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 1 4 74 0 5 13 210
Total Journal Articles 10 30 107 3,191 43 203 517 9,252

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 3 4 17 326 8 40 79 953
Total Chapters 3 4 17 326 8 40 79 953

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Statistics updated 2026-03-04