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 1 1 1 22 1 4 9 151
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 1 18 96
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 4 17 230
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 28 0 4 15 102
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 2 5 13 245
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 3 4 10 176
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 1 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 0 1 4 232 5 13 37 946
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 1 1 10 123
Political Cycles and the Stock Market 0 0 0 11 1 2 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 339 0 2 13 842
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 4 23 713
The MIDAS Touch: Mixed Data Sampling Regression Models 3 17 77 1,763 32 98 402 5,563
The MIDAS Touch: Mixed Data Sampling Regression Models 1 4 9 259 4 17 54 961
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 1 5 7 31
The neglected effect of fiscal policy on stock and bond returns 0 0 3 357 2 10 24 1,528
There is a Risk-Return Tradeoff After All 1 1 2 188 1 5 19 783
There is a Risk-Return Tradeoff After All 0 1 1 131 1 7 13 641
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 16 710
Total Working Papers 6 25 100 4,185 55 190 744 14,360

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 3 33 138
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 2 27 0 6 22 174
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 8 2 6 12 33
Do industries lead stock markets? 4 6 12 383 8 15 39 1,044
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 3 62 2 3 20 279
Forecasting stock returns under economic constraints 0 0 0 88 0 4 17 274
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 9 554
MIDAS Regressions: Further Results and New Directions 2 7 22 438 15 34 124 1,117
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 1 7 882
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 6 14 288 10 21 71 991
Predicting volatility: getting the most out of return data sampled at different frequencies 0 2 4 372 1 15 49 1,066
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 2 5 16 207
The Presidential Puzzle: Political Cycles and the Stock Market 7 13 48 386 14 47 130 1,133
There is a risk-return trade-off after all 1 1 7 368 4 16 51 1,124
Valuation in US Commercial Real Estate 0 0 1 37 0 2 8 151
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 2 74 0 5 13 215
Total Journal Articles 15 35 115 3,239 59 192 632 9,491

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 2 6 16 332 4 25 97 984
Total Chapters 2 6 16 332 4 25 97 984

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Statistics updated 2026-07-10