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 2 3 81
Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values 0 0 0 24 0 1 3 100
Does the Consumption CAPM Help in Accounting for Expected Currency Returns? 0 0 0 34 0 2 3 128
Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals 0 0 0 39 1 7 9 145
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 28 1 6 11 62
Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts 0 0 1 7 0 3 6 15
Markov Switching in Exchange Rate Models: Will More Regimes Help? 0 0 0 28 3 10 15 82
New Evidence on the Portfolio Balance Approach to Currency Returns 0 0 0 5 1 12 14 58
Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation 0 0 0 39 0 13 19 151
Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets 0 0 0 25 0 2 5 94
Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter 0 0 1 28 1 5 11 104
Subjective Currency Risk Premia and Deviations from Moving Averages 0 0 0 21 0 5 6 114
TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation 0 0 0 92 0 5 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 6 13 147
The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward 0 0 0 66 1 3 5 201
Total Working Papers 0 0 2 491 9 82 131 1,793

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 3 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 6 12 14 114
Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns? 0 0 0 2 1 5 5 45
Currency returns and downside risk: Debt, volatility, and the gap from benchmark values 0 0 0 1 3 6 12 31
Currency risk premia: Perceptions of downside risk and deviations from benchmark values 0 0 0 3 0 1 3 19
Fundamental factors and extrapolation in stock-market expectations: The central role of structural change 0 1 1 21 0 6 8 131
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 3 0 3 6 17
Markov switching in exchange rate models: will more regimes help? 2 2 5 23 2 17 48 116
Non-linear exchange rate relationships: An automated model selection approach with indicator saturation 1 1 1 7 1 7 12 83
Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR 0 0 0 24 1 2 5 90
TIPS and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework 0 1 2 11 0 5 9 43
Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR 1 1 1 7 2 6 8 90
The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment 0 0 1 14 0 3 6 79
Tracking jobs in clean industries in New England 0 0 1 8 0 4 7 51
Total Journal Articles 4 6 13 149 19 80 149 940

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Statistics updated 2026-03-04