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 0 0 2 142
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 1 213
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 0 78
Boundaries of Predictability: Noisy Predictive Regressions 0 0 0 27 0 0 1 87
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 0 2 6 232
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 3 3 18 169
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 0 1 33
Forecasting Stock Returns under Economic Constraints 0 0 0 54 1 1 2 94
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 1 3 248
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 0 2 38
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 2 3 13 911
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 1 2 35 0 1 4 113
Political Cycles and the Stock Market 0 0 1 11 0 0 3 63
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 1 1 4 830
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 1 2 5 691
The MIDAS Touch: Mixed Data Sampling Regression Models 7 22 63 1,693 28 75 251 5,189
The MIDAS Touch: Mixed Data Sampling Regression Models 0 4 27 250 3 20 84 910
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 0 1 24
The neglected effect of fiscal policy on stock and bond returns 0 0 1 354 1 2 8 1,505
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 0 186 0 0 3 764
There is a Risk-Return Tradeoff After All 0 0 0 182 0 2 4 694
Total Working Papers 7 27 97 4,092 40 114 418 13,656

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 1 3 106
Comparing Securitized and Balance Sheet Loans: Size Matters 1 1 2 26 1 2 7 153
Direct Versus Iterated Multiperiod Volatility Forecasts 0 1 1 8 1 2 4 22
Do industries lead stock markets? 1 1 3 372 3 4 13 1,008
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 3 59 0 1 9 259
Forecasting stock returns under economic constraints 0 1 2 88 0 6 14 257
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 1 1 1 99
Long-horizon regressions: theoretical results and applications 0 0 4 236 0 0 9 545
MIDAS Regressions: Further Results and New Directions 1 3 14 417 23 33 76 1,016
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 2 364 0 1 4 875
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 3 18 275 3 9 39 923
Predicting volatility: getting the most out of return data sampled at different frequencies 1 4 9 369 3 15 34 1,020
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 1 3 191
The Presidential Puzzle: Political Cycles and the Stock Market 1 5 65 339 8 23 163 1,011
There is a risk-return trade-off after all 0 1 9 361 5 12 39 1,078
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 0 0 5 72 0 0 11 202
Total Journal Articles 6 20 138 3,130 49 111 430 8,908

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 2 8 22 318 5 16 61 892
Total Chapters 2 8 22 318 5 16 61 892

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05