Forecasting stock returns under economic constraints von Pettenuzzo, Davide, Timmermann, Allan, Valkanov, Rossen

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Complexity in Structured Finance von GHENT, ANDRA C., TOROUS, WALTER N., VALKANOV, ROSSEN I.

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Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality von BOONS, MARTIJN, OTTONELLO, GIORGIO, VALKANOV, ROSSEN

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Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns von Brandt, Michael W., Santa-Clara, Pedro, Valkanov, Rossen

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Predicting volatility: getting the most out of return data sampled at different frequencies von Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen

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There is a risk-return trade-off after all von Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen

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A MIDAS approach to modeling first and second moment dynamics von Pettenuzzo, Davide, Timmermann, Allan, Valkanov, Rossen

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Do industries lead stock markets? von Torous, Walter, Valkanov, Rossen, Hong, Harrison

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Expected Returns and Expected Growth in Rents of Commercial Real Estate von Plazzi, Alberto, Torous, Walter, Valkanov, Rossen

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MIDAS Regressions: Further Results and New Directions von Ghysels, Eric, Sinko, Arthur, Valkanov, Rossen

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The Mortgage‐Cash Premium Puzzle von REHER, MICHAEL, VALKANOV, ROSSEN

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Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry von GHYSELS, ERIC, PLAZZI, ALBERTO, VALKANOV, ROSSEN

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Comparing Securitized and Balance Sheet Loans: Size Matters von Ghent, Andra, Valkanov, Rossen

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Long-horizon regressions: theoretical results and applications von Valkanov, Rossen

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The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations von Plazzi, Alberto, Torous, Walter, Valkanov, Rossen

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Valuation in US Commercial Real Estate von Ghysels, Eric, Plazzi, Alberto, Valkanov, Rossen

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Functional Central Limit Theorem approximations and the distribution of the Dickey–Fuller test with strongly heteroskedastic data von Valkanov, Rossen

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The Presidential Puzzle: Political Cycles and the Stock Market von Santa-Clara, Pedro, Valkanov, Rossen

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Forecasting Real Estate Prices von Ghysels, Eric, Plazzi, Alberto, Valkanov, Rossen, Torous, Walter

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Expected returns and expected growth in rents of commercial real estate von Plazzi, Alberto, Torous, Walter, Valkanov, Rossen

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