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Search: person:"Valkanov, Rossen I."
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ECONIS (ZBW)
16
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1
Do credit markets respond to macroeconomic shocks? : the case for reverse causality
Boons, Martijn
;
Ottonello, Giorgio
;
Valkanov, Rossen I.
- In:
The journal of finance : the journal of the American …
78
(
2023
)
5
,
pp. 2901-2943
Persistent link: https://www.econbiz.de/10014380995
Saved in:
2
Complexity in structured finance
Ghent, Andra C.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
The review of economic studies : RES
86
(
2019
)
2
,
pp. 694-722
Persistent link: https://www.econbiz.de/10012109382
Saved in:
3
Why invest in emerging markets? : the role of conditional return asymmetry
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2145-2192
Persistent link: https://www.econbiz.de/10011561956
Saved in:
4
Comparing securitized and balance sheet loans : size matters
Ghent, Andra C.
;
Valkanov, Rossen I.
- In:
Management science : journal of the Institute for …
62
(
2016
)
10
,
pp. 2784-2803
Persistent link: https://www.econbiz.de/10011591725
Saved in:
5
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
7
Expected returns and expected growth in rents of commercial real estate
Plazzi, Alberto
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3469-3519
Persistent link: https://www.econbiz.de/10008664106
Saved in:
8
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
9
The cross-sectional dispersion of commercial real estate returns and rent growth : time variation and economic fluctuations
Plazzi, Alberto
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 403-439
Persistent link: https://www.econbiz.de/10003764884
Saved in:
10
Do industries lead stock markets?
Hong, Harrison G.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 367-396
Persistent link: https://www.econbiz.de/10003425449
Saved in:
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