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 2 4 4 146
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 5 7 9 221
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 8 10 11 89
Boundaries of Predictability: Noisy Predictive Regressions 0 0 0 27 2 6 7 93
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 4 7 12 240
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 2 2 13 171
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 2 2 3 35
Forecasting Stock Returns under Economic Constraints 0 1 1 116 2 5 10 255
Forecasting Stock Returns under Economic Constraints 0 0 0 54 2 3 6 99
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 3 5 6 43
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 1 1 2 36 4 5 7 118
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 229 4 6 14 921
Political Cycles and the Stock Market 0 0 0 11 3 6 6 69
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 9 11 15 703
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 3 4 10 837
The MIDAS Touch: Mixed Data Sampling Regression Models 4 20 71 1,728 24 110 313 5,376
The MIDAS Touch: Mixed Data Sampling Regression Models 1 2 12 253 8 14 55 928
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 1 2 3 26
The neglected effect of fiscal policy on stock and bond returns 0 0 1 355 5 9 12 1,515
There is a Risk-Return Tradeoff After All 0 0 0 130 4 4 6 633
There is a Risk-Return Tradeoff After All 0 0 0 182 6 11 18 709
There is a Risk-Return Tradeoff After All 0 1 1 187 5 12 14 776
Total Working Papers 6 25 90 4,135 108 245 554 14,003

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 5 26 29 134
Comparing Securitized and Balance Sheet Loans: Size Matters 0 1 2 27 4 11 17 165
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 1 8 3 4 7 27
Do industries lead stock markets? 1 2 7 376 6 10 26 1,027
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 1 3 61 6 11 15 271
Forecasting stock returns under economic constraints 0 0 1 88 2 10 18 268
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 1 2 6 104
Long-horizon regressions: theoretical results and applications 0 0 1 236 3 4 6 549
MIDAS Regressions: Further Results and New Directions 1 6 14 426 10 25 83 1,058
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 3 6 880
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 4 16 279 6 27 60 960
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 5 369 6 16 47 1,043
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 1 6 10 198
The Presidential Puzzle: Political Cycles and the Stock Market 4 17 46 364 16 40 111 1,067
There is a risk-return trade-off after all 0 1 6 365 7 17 42 1,101
Valuation in US Commercial Real Estate 0 0 0 36 2 4 4 147
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 1 1 4 74 5 6 14 210
Total Journal Articles 8 33 106 3,181 83 222 501 9,209

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 0 1 15 323 13 36 87 945
Total Chapters 0 1 15 323 13 36 87 945

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Statistics updated 2026-02-12