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 1 78
A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics 0 0 0 146 0 0 0 212
Boundaries of Predictability: Noisy Predictive Regressions 0 0 1 27 0 1 2 87
Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors 0 0 0 58 0 2 8 230
Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability 0 0 0 21 1 8 17 166
Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results 0 0 0 3 0 1 1 33
Forecasting Stock Returns under Economic Constraints 0 0 0 115 1 2 2 247
Forecasting Stock Returns under Economic Constraints 0 0 0 54 0 0 2 93
Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations 0 0 0 7 0 1 2 38
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 34 0 1 3 112
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns 0 0 1 228 0 1 12 908
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 0 1 8 689
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies 0 1 2 339 0 2 4 829
The MIDAS Touch: Mixed Data Sampling Regression Models 9 14 57 1,671 25 51 256 5,114
The MIDAS Touch: Mixed Data Sampling Regression Models 1 5 27 246 7 17 76 890
The Term Structure with Highly Persistent Interest Rates 0 0 0 2 0 1 1 24
The neglected effect of fiscal policy on stock and bond returns 0 0 1 354 0 0 11 1,503
There is a Risk-Return Tradeoff After All 0 0 1 130 0 1 3 628
There is a Risk-Return Tradeoff After All 0 0 0 186 0 2 4 764
There is a Risk-Return Tradeoff After All 0 0 0 182 0 1 3 692
Total Working Papers 10 20 92 4,065 34 93 421 13,542

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 3 6 151
Direct Versus Iterated Multiperiod Volatility Forecasts 0 0 0 7 0 0 2 20
Do industries lead stock markets? 1 2 4 371 1 3 18 1,004
Expected Returns and Expected Growth in Rents of Commercial Real Estate 0 1 3 59 1 2 8 258
Forecasting stock returns under economic constraints 0 0 3 87 1 1 12 251
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 1 1 7 236 1 2 13 545
MIDAS Regressions: Further Results and New Directions 0 2 15 414 1 8 59 983
On Predicting Stock Returns with Nearly Integrated Explanatory Variables 0 0 3 364 0 0 4 874
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns 4 9 18 272 6 14 43 914
Predicting volatility: getting the most out of return data sampled at different frequencies 1 1 7 365 3 9 27 1,005
The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations 0 0 0 64 0 2 2 190
The Presidential Puzzle: Political Cycles and the Stock Market 7 16 81 334 10 32 175 988
There is a risk-return trade-off after all 1 1 17 360 1 7 40 1,066
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 1 2 6 72 4 6 12 202
Total Journal Articles 16 35 166 3,110 29 89 424 8,797

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Real Estate Prices 1 2 22 310 1 18 60 876
Total Chapters 1 2 22 310 1 18 60 876

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Statistics updated 2025-05-12