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 43 0 0 0 78
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 1 1 213
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 1 2 7 232
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 0 1 17 166
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 0 0 2 93
Forecasting Stock Returns under Economic Constraints 0 0 0 115 0 2 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 1 1 2 35 1 1 4 113
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 1 1 11 909
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 0 187 1 1 4 690
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 339 0 0 3 829
The MIDAS Touch: Mixed Data Sampling Regression Models 1 5 29 250 3 24 86 907
The MIDAS Touch: Mixed Data Sampling Regression Models 5 24 59 1,686 23 72 243 5,161
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 0 1 9 1,504
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 2 2 4 694
Total Working Papers 7 30 95 4,085 32 108 409 13,616

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 0 2 105
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 1 25 0 1 7 152
Direct Versus Iterated Multiperiod Volatility Forecasts 0 1 1 8 0 1 3 21
Do industries lead stock markets? 0 1 2 371 1 2 13 1,005
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 3 59 1 2 9 259
Forecasting stock returns under economic constraints 0 1 2 88 3 7 15 257
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 0 98
Long-horizon regressions: theoretical results and applications 0 1 5 236 0 1 11 545
MIDAS Regressions: Further Results and New Directions 1 2 14 416 5 11 58 993
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 2 364 1 1 4 875
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 2 6 17 274 5 12 38 920
Predicting volatility: getting the most out of return data sampled at different frequencies 3 4 9 368 7 15 34 1,017
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 1 1 3 191
The Presidential Puzzle: Political Cycles and the Stock Market 2 11 76 338 8 25 174 1,003
There is a risk-return trade-off after all 1 2 10 361 4 8 36 1,073
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 1 5 72 0 4 11 202
Total Journal Articles 9 30 148 3,124 36 91 419 8,859

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 1 7 21 316 2 12 59 887
Total Chapters 1 7 21 316 2 12 59 887

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Statistics updated 2025-07-04