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 1 2 80
Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values 0 0 0 24 0 1 2 99
Does the Consumption CAPM Help in Accounting for Expected Currency Returns? 0 0 0 34 1 1 2 127
Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals 0 0 0 39 2 2 4 140
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 28 0 2 6 56
Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts 0 0 1 7 1 2 6 13
Markov Switching in Exchange Rate Models: Will More Regimes Help? 0 0 0 28 2 3 7 74
New Evidence on the Portfolio Balance Approach to Currency Returns 0 0 0 5 7 7 10 53
Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation 0 0 0 39 1 5 7 139
Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets 0 0 0 25 1 3 5 93
Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter 0 0 1 28 1 3 7 100
Subjective Currency Risk Premia and Deviations from Moving Averages 0 0 0 21 3 3 4 112
TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation 0 0 1 92 3 6 7 309
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 0 5 7 141
The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward 0 0 0 66 0 1 2 198
Total Working Papers 0 0 3 491 23 45 78 1,734

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 1 3 28
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 0 1 3 102
Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns? 0 0 0 2 2 2 2 42
Currency returns and downside risk: Debt, volatility, and the gap from benchmark values 0 0 0 1 2 6 8 27
Currency risk premia: Perceptions of downside risk and deviations from benchmark values 0 0 0 3 1 2 5 19
Fundamental factors and extrapolation in stock-market expectations: The central role of structural change 0 0 0 20 4 4 6 129
How Market Sentiment Drives Forecasts of Stock Returns 0 0 0 3 0 1 3 14
Markov switching in exchange rate models: will more regimes help? 0 1 6 21 6 15 42 105
Non-linear exchange rate relationships: An automated model selection approach with indicator saturation 0 0 0 6 1 4 6 77
Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR 0 0 0 24 0 1 3 88
TIPS and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework 1 1 2 11 2 2 6 40
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 3 5 5 87
The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment 0 1 1 14 2 5 5 78
Tracking jobs in clean industries in New England 0 0 1 8 1 1 4 48
Total Journal Articles 1 3 11 144 24 50 101 884

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Statistics updated 2026-01-09