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
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 226 2 3 10 875
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 2 3 321 2 5 17 768
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 182 2 4 11 641
The MIDAS Touch: Mixed Data Sampling Regression Models 24 67 185 1,271 54 146 454 3,601
The neglected effect of fiscal policy on stock and bond returns 3 4 7 344 6 7 17 1,437
There is a Risk-Return Tradeoff After All 0 0 2 183 2 6 26 686
There is a Risk-Return Tradeoff After All 0 0 5 165 0 0 27 620
There is a Risk-Return Tradeoff After All 0 0 1 126 0 0 17 593
Total Working Papers 27 73 205 2,818 68 171 579 9,221


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do industries lead stock markets? 0 2 13 326 8 14 50 780
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 1 44 1 2 7 218
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 24 0 1 1 91
Long-horizon regressions: theoretical results and applications 1 5 18 192 3 9 41 446
MIDAS Regressions: Further Results and New Directions 3 7 37 300 10 25 89 665
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 1 6 355 1 5 22 833
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 4 13 37 165 13 38 148 599
Predicting volatility: getting the most out of return data sampled at different frequencies 1 7 36 256 6 23 91 696
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 1 62 0 0 5 177
The Presidential Puzzle: Political Cycles and the Stock Market 2 13 18 202 3 23 41 706
There is a risk-return trade-off after all 2 5 42 237 9 29 137 706
Valuation in US Commercial Real Estate 0 0 0 31 0 1 7 128
Total Journal Articles 13 53 209 2,194 54 170 639 6,045


Statistics updated 2021-01-03