rossen valkanov
rossen valkanov
professor of finance, ucsd
E-mail confirmado em ucsd.edu - Página inicial
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There is a risk-return trade-off after all
E Ghysels, P Santa-Clara, R Valkanov
Journal of Financial Economics 76 (3), 509-548, 2005
10452005
MIDAS regressions: Further results and new directions
E Ghysels, A Sinko, R Valkanov
Econometric reviews 26 (1), 53-90, 2007
7852007
Predicting volatility: getting the most out of return data sampled at different frequencies
E Ghysels, P Santa-Clara, R Valkanov
Journal of Econometrics 131 (1-2), 59-95, 2006
7812006
Do industries lead stock markets?
H Hong, W Torous, R Valkanov
Journal of Financial Economics 83 (2), 367-396, 2007
7062007
The presidential puzzle: Political cycles and the stock market
P Santa‐Clara, R Valkanov
The Journal of Finance 58 (5), 1841-1872, 2003
5662003
Long-horizon regressions: theoretical results and applications
R Valkanov
Journal of Financial Economics 68 (2), 201-232, 2003
5542003
The MIDAS touch: Mixed data sampling regression models
E Ghysels, P Santa-Clara, R Valkanov
5312004
Parametric portfolio policies: Exploiting characteristics in the cross-section of equity returns
MW Brandt, P Santa-Clara, R Valkanov
The Review of Financial Studies 22 (9), 3411-3447, 2009
4052009
On predicting stock returns with nearly integrated explanatory variables
W Torous, R Valkanov, S Yan
The Journal of Business 77 (4), 937-966, 2004
3632004
Forecasting stock returns under economic constraints
D Pettenuzzo, A Timmermann, R Valkanov
Journal of Financial Economics 114 (3), 517-553, 2014
2062014
Expected returns and expected growth in rents of commercial real estate
A Plazzi, W Torous, R Valkanov
The Review of Financial Studies 23 (9), 3469-3519, 2010
1712010
Forecasting real estate prices
E Ghysels, A Plazzi, R Valkanov, W Torous
Handbook of economic forecasting 2, 509-580, 2013
1482013
Why invest in emerging markets? The role of conditional return asymmetry
E Ghysels, A Plazzi, R Valkanov
The Journal of Finance 71 (5), 2145-2192, 2016
952016
The midas touch: Mixed data sampling regressions
E Ghysels, P Santa-Clara, R Valkanov
manuscript, University of North Carolina and UCLA, 2004
742004
Forecasting interest rates
G Duffee
Handbook of economic forecasting 2, 385-426, 2013
682013
The cross‐sectional dispersion of commercial real estate returns and rent growth: Time variation and economic fluctuations
A Plazzi, W Torous, R Valkanov
Real Estate Economics 36 (3), 403-439, 2008
652008
Multi-period forecasts of volatility: Direct, iterated, and mixed-data approaches
E Ghysels, RI Valkanov, AR Serrano
EFA 2009 Bergen Meetings Paper, 2009
632009
The neglected effect of fiscal policy on stock and bond returns
J Tavares, RI Valkanov
EFA 2003 Annual Conference Paper, 2001
612001
Valuation in US commercial real estate
E Ghysels, A Plazzi, R Valkanov
European Financial Management 13 (3), 472-497, 2007
522007
Complexity in structured finance
AC Ghent, WN Torous, RI Valkanov
The Review of Economic Studies 86 (2), 694-722, 2019
492019
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