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
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 0 1 213
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 1 1 1 79
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 1 1 6 233
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 1 2 94
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 1 4 249
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 1 2 229 1 4 13 913
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 0 1 3 830
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 0 2 5 692
The MIDAS Touch: Mixed Data Sampling Regression Models 5 15 63 1,701 27 79 258 5,240
The neglected effect of fiscal policy on stock and bond returns 1 1 2 355 1 2 6 1,506
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 1 130 0 0 2 628
There is a Risk-Return Tradeoff After All 0 0 0 182 1 2 6 696
Total Working Papers 7 17 69 3,725 32 94 310 12,137
9 registered items for which data could not be found

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 2 4 107
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 1 2 5 23
Do industries lead stock markets? 1 2 4 373 5 9 18 1,014
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 1 4 60 0 1 10 260
Forecasting stock returns under economic constraints 0 0 2 88 0 1 12 258
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 2 236 0 0 6 545
MIDAS Regressions: Further Results and New Directions 1 2 13 418 5 32 72 1,025
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 1 364 0 0 2 875
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 0 1 16 275 4 11 42 931
Predicting volatility: getting the most out of return data sampled at different frequencies 0 1 8 369 5 8 35 1,025
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 0 3 191
The Presidential Puzzle: Political Cycles and the Stock Market 2 5 58 343 6 18 151 1,021
There is a risk-return trade-off after all 1 3 7 364 3 11 35 1,084
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 1 1 4 73 1 2 11 204
Total Journal Articles 6 17 123 3,141 31 99 415 8,958

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 1 6 23 322 4 17 65 904
Total Chapters 1 6 23 322 4 17 65 904

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Statistics updated 2025-10-06