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 1 1 22 0 1 9 151
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 18 96
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 17 230
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 28 0 0 15 102
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 1 4 14 246
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 1 1 1 22 5 8 12 181
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 0 6 39
Forecasting Stock Returns under Economic Constraints 0 0 1 116 2 2 10 258
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 0 7 101
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 0 12 50
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 1 2 11 124
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 4 232 0 7 35 946
Political Cycles and the Stock Market 0 0 0 11 0 1 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 1 1 13 843
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 1 22 713
The MIDAS Touch: Mixed Data Sampling Regression Models 6 17 76 1,769 31 97 405 5,594
The MIDAS Touch: Mixed Data Sampling Regression Models 1 4 10 260 4 15 55 965
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 1 7 31
The neglected effect of fiscal policy on stock and bond returns 0 0 3 357 0 4 23 1,528
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 16 710
There is a Risk-Return Tradeoff After All 0 1 1 131 0 2 13 641
There is a Risk-Return Tradeoff After All 0 1 2 188 1 3 20 784
Total Working Papers 8 26 101 4,193 46 151 750 14,406

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 32 138
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 1 27 0 2 21 174
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 8 1 5 12 34
Do industries lead stock markets? 1 7 12 384 10 22 46 1,054
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 3 62 3 5 23 282
Forecasting stock returns under economic constraints 0 0 0 88 0 1 17 274
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 10 109
Long-horizon regressions: theoretical results and applications 0 0 0 236 2 4 11 556
MIDAS Regressions: Further Results and New Directions 1 5 22 439 5 24 106 1,122
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 0 7 882
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 3 7 16 291 6 20 74 997
Predicting volatility: getting the most out of return data sampled at different frequencies 0 1 3 372 3 13 49 1,069
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 3 16 207
The Presidential Puzzle: Political Cycles and the Stock Market 4 14 51 390 12 43 134 1,145
There is a risk-return trade-off after all 1 2 8 369 3 13 49 1,127
Valuation in US Commercial Real Estate 0 0 1 37 0 0 8 151
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 2 74 1 1 14 216
Total Journal Articles 10 36 119 3,249 46 157 629 9,537

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 1 5 15 333 4 19 96 988
Total Chapters 1 5 15 333 4 19 96 988

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Statistics updated 2026-08-07