Access Statistics for Josh R. Stillwagon

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
Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends 0 0 0 19 0 1 3 81
Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values 0 0 0 24 1 2 4 101
Does the Consumption CAPM Help in Accounting for Expected Currency Returns? 0 0 0 34 0 1 3 128
Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals 0 0 0 39 1 6 10 146
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 28 0 6 10 62
Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts 0 0 0 7 0 2 4 15
Markov Switching in Exchange Rate Models: Will More Regimes Help? 0 0 0 28 0 8 14 82
New Evidence on the Portfolio Balance Approach to Currency Returns 0 0 0 5 3 8 16 61
Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation 0 0 0 39 2 14 20 153
Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets 0 0 0 25 0 1 5 94
Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter 0 0 0 28 1 5 10 105
Subjective Currency Risk Premia and Deviations from Moving Averages 0 0 0 21 1 3 7 115
TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation 0 0 0 92 0 2 8 311
Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR 0 0 0 36 1 7 14 148
The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward 0 0 0 66 1 4 6 202
Total Working Papers 0 0 0 491 11 70 134 1,804

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROM I(2) CVARs WITH SURVEY EXPECTATIONS 0 0 0 4 0 3 6 31
Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market 0 0 1 21 4 16 18 118
Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns? 0 0 0 2 0 3 5 45
Currency returns and downside risk: Debt, volatility, and the gap from benchmark values 0 0 0 1 1 5 12 32
Currency risk premia: Perceptions of downside risk and deviations from benchmark values 0 0 0 3 1 1 4 20
Fundamental factors and extrapolation in stock-market expectations: The central role of structural change 0 1 1 21 0 2 8 131
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 3 0 3 5 17
Markov switching in exchange rate models: will more regimes help? 0 2 4 23 3 14 50 119
Non-linear exchange rate relationships: An automated model selection approach with indicator saturation 0 1 1 7 0 6 12 83
Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR 0 0 0 24 0 2 5 90
TIPS and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework 0 0 2 11 1 4 10 44
Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR 0 1 1 7 0 3 8 90
The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment 0 0 1 14 0 1 6 79
Tracking jobs in clean industries in New England 0 0 0 8 0 3 6 51
Total Journal Articles 0 5 11 149 10 66 155 950

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Statistics updated 2026-04-09