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
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 0 227 1 2 9 899
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 1 3 338 0 1 17 826
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 0 1 187 1 5 17 687
The MIDAS Touch: Mixed Data Sampling Regression Models 6 15 71 1,636 22 72 323 4,960
The neglected effect of fiscal policy on stock and bond returns 0 0 4 353 2 5 21 1,499
There is a Risk-Return Tradeoff After All 0 0 0 186 0 0 6 761
There is a Risk-Return Tradeoff After All 0 0 2 182 0 0 10 690
There is a Risk-Return Tradeoff After All 0 0 0 129 0 0 1 626
Total Working Papers 6 16 81 3,238 26 85 404 10,948


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do industries lead stock markets? 0 2 8 369 0 8 28 995
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 0 4 56 0 0 8 250
Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data 0 0 0 25 0 0 3 98
Long-horizon regressions: theoretical results and applications 1 2 10 233 1 3 20 537
MIDAS Regressions: Further Results and New Directions 1 4 20 404 6 16 58 946
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 1 1 3 363 1 1 7 872
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 1 4 15 258 2 12 49 886
Predicting volatility: getting the most out of return data sampled at different frequencies 1 3 26 361 3 9 66 989
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 1 64 0 0 4 188
The Presidential Puzzle: Political Cycles and the Stock Market 6 23 43 280 12 41 78 860
There is a risk-return trade-off after all 1 4 34 353 4 9 65 1,043
Valuation in US Commercial Real Estate 0 0 1 35 0 0 3 142
Total Journal Articles 12 43 165 2,801 29 99 389 7,806


Statistics updated 2024-09-04