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 1 4 7 85
Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values 0 0 0 24 0 2 5 102
Does the Consumption CAPM Help in Accounting for Expected Currency Returns? 0 0 0 34 0 1 4 129
Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals 0 0 0 39 1 3 11 148
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 28 0 0 10 62
Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts 0 0 0 7 1 3 7 18
Markov Switching in Exchange Rate Models: Will More Regimes Help? 0 1 1 29 1 3 17 85
New Evidence on the Portfolio Balance Approach to Currency Returns 0 0 0 5 1 7 20 65
Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation 0 1 1 40 0 4 21 155
Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets 0 0 0 25 0 1 6 95
Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter 0 0 0 28 0 5 13 109
Subjective Currency Risk Premia and Deviations from Moving Averages 0 1 1 22 0 4 10 118
TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation 0 0 0 92 0 1 9 312
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 5 17 152
The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward 0 0 0 66 0 1 6 202
Total Working Papers 0 3 3 494 6 44 163 1,837

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 2 8 33
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 1 8 22 122
Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns? 0 0 0 2 1 3 8 48
Currency returns and downside risk: Debt, volatility, and the gap from benchmark values 0 0 0 1 2 6 16 37
Currency risk premia: Perceptions of downside risk and deviations from benchmark values 0 0 0 3 0 2 5 21
Fundamental factors and extrapolation in stock-market expectations: The central role of structural change 0 0 1 21 0 3 11 134
How Market Sentiment Drives Forecasts of Stock Returns 0 1 1 4 0 2 7 19
Markov switching in exchange rate models: will more regimes help? 1 1 4 24 2 9 51 125
Non-linear exchange rate relationships: An automated model selection approach with indicator saturation 0 0 1 7 0 0 12 83
Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR 0 0 0 24 1 3 8 93
TIPS and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework 0 0 1 11 2 4 11 47
Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR 0 0 1 7 2 3 11 93
The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment 0 0 1 14 0 1 7 80
Tracking jobs in clean industries in New England 0 0 0 8 0 4 8 55
Total Journal Articles 1 2 11 151 11 50 185 990

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Statistics updated 2026-06-04