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 1 1 22 0 1 9 151
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 1 2 18 231
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 43 0 0 18 96
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 28 0 0 15 102
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 1 4 15 247
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 1 1 22 1 9 13 182
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 0 6 39
Forecasting Stock Returns under Economic Constraints 0 0 0 54 2 2 9 103
Forecasting Stock Returns under Economic Constraints 1 1 2 117 2 4 11 260
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 2 2 14 52
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 4 232 2 7 36 948
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 36 1 3 12 125
Political Cycles and the Stock Market 0 0 0 11 0 1 10 73
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 2 2 2 341 2 3 15 845
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 0 187 5 5 26 718
The MIDAS Touch: Mixed Data Sampling Regression Models 1 3 10 261 4 12 56 969
The MIDAS Touch: Mixed Data Sampling Regression Models 12 21 85 1,781 30 93 411 5,624
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 1 2 8 32
The neglected effect of fiscal policy on stock and bond returns 0 0 3 357 0 2 23 1,528
There is a Risk-Return Tradeoff After All 1 1 2 132 3 4 16 644
There is a Risk-Return Tradeoff After All 0 1 2 188 0 2 20 784
There is a Risk-Return Tradeoff After All 0 0 0 182 0 0 15 710
Total Working Papers 17 31 114 4,210 57 158 776 14,463

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 1 1 1 20 1 1 33 139
Comparing Securitized and Balance Sheet Loans: Size Matters 0 0 1 27 2 2 23 176
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 8 1 4 13 35
Do industries lead stock markets? 0 5 12 384 9 27 54 1,063
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 2 62 2 7 24 284
Forecasting stock returns under economic constraints 0 0 0 88 3 3 19 277
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 10 109
Long-horizon regressions: theoretical results and applications 1 1 1 237 6 9 17 562
MIDAS Regressions: Further Results and New Directions 2 5 24 441 11 31 113 1,133
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 0 364 0 0 7 882
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 5 17 292 4 20 74 1,001
Predicting volatility: getting the most out of return data sampled at different frequencies 0 0 3 372 5 9 54 1,074
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 2 16 207
The Presidential Puzzle: Political Cycles and the Stock Market 4 15 53 394 11 37 141 1,156
There is a risk-return trade-off after all 0 2 6 369 2 9 48 1,129
Valuation in US Commercial Real Estate 0 0 1 37 1 1 9 152
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry 0 0 2 74 1 2 14 217
Total Journal Articles 9 34 123 3,258 59 164 669 9,596

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 0 3 12 333 5 13 93 993
Total Chapters 0 3 12 333 5 13 93 993

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Statistics updated 2026-09-10