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 0 0 78
Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values 0 0 0 24 0 0 0 97
Does the Consumption CAPM Help in Accounting for Expected Currency Returns? 0 0 0 34 0 0 0 125
Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals 0 0 0 39 1 1 1 137
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 28 0 2 2 52
Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts 0 1 1 7 0 4 4 11
Markov Switching in Exchange Rate Models: Will More Regimes Help? 0 0 1 28 0 1 2 68
New Evidence on the Portfolio Balance Approach to Currency Returns 0 0 0 5 0 2 2 45
Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation 0 0 0 39 0 1 3 133
Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets 0 0 0 25 0 0 2 89
Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter 0 1 1 28 1 3 4 96
Subjective Currency Risk Premia and Deviations from Moving Averages 0 0 1 21 0 0 3 108
TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation 0 0 1 92 0 0 2 303
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 1 3 135
The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward 0 0 0 66 0 0 2 196
Total Working Papers 0 2 5 491 3 15 30 1,673

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 0 1 25
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 2 20 0 1 5 100
Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns? 0 0 0 2 0 0 0 40
Currency returns and downside risk: Debt, volatility, and the gap from benchmark values 0 0 0 1 1 2 5 21
Currency risk premia: Perceptions of downside risk and deviations from benchmark values 0 0 0 3 0 1 3 16
Fundamental factors and extrapolation in stock-market expectations: The central role of structural change 0 0 0 20 0 0 0 123
How Market Sentiment Drives Forecasts of Stock Returns 0 0 1 3 0 1 3 12
Markov switching in exchange rate models: will more regimes help? 0 3 7 19 3 8 17 72
Non-linear exchange rate relationships: An automated model selection approach with indicator saturation 0 0 0 6 0 0 0 71
Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR 0 0 0 24 0 0 2 85
TIPS and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework 0 0 2 9 0 0 3 34
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 6 0 0 1 82
The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment 0 0 0 13 0 0 0 73
Tracking jobs in clean industries in New England 0 1 1 8 2 3 8 47
Total Journal Articles 0 4 13 138 6 16 48 801

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Statistics updated 2025-05-12