Josh R. Stillwagon : Citation Profile


Are you Josh R. Stillwagon?

Babson College

3

H index

0

i10 index

14

Citations

RESEARCH PRODUCTION:

12

Articles

14

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 1
   Journals where Josh R. Stillwagon has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (33.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst728
   Updated: 2020-08-01    RAS profile: 2020-07-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Josh R. Stillwagon.

Is cited by:

Ponomareva, Natalia (2)

Salisu, Afees (2)

Ndako, Umar (2)

juselius, katarina (2)

Wang, Ben (2)

Castle, Jennifer (2)

Arghyrou, Michael (1)

Orlowski, Lucjan (1)

Wegener, Christoph (1)

Ma, Jun (1)

Afonso, Antonio (1)

Cites to:

Johansen, Soren (39)

Frankel, Jeffrey (30)

Hendry, David (27)

Bacchetta, Philippe (23)

van Wincoop, Eric (23)

juselius, katarina (19)

Chinn, Menzie (19)

MacDonald, Ronald (19)

Taylor, Mark (16)

Wolff, Christian (15)

Shiller, Robert (15)

Main data


Where Josh R. Stillwagon has published?


Working Papers Series with more than one paper published# docs
Working Papers / Trinity College, Department of Economics11
Working Papers Series / Institute for New Economic Thinking3

Recent works citing Josh R. Stillwagon (2020 and 2019)


YearTitle of citing document
2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0038.

Full description at Econpapers || Download paper

2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

Full description at Econpapers || Download paper

2017Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction. (2017). Yao, Can-Zhong ; Lin, Qing-Wen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:584-596.

Full description at Econpapers || Download paper

2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

Full description at Econpapers || Download paper

2019Market risk and market-implied inflation expectations. (2019). Orlowski, Lucjan ; Soper, Carolyne. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301978.

Full description at Econpapers || Download paper

2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

Full description at Econpapers || Download paper

2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

Full description at Econpapers || Download paper

2018Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2018). LeRoy, Stephen ; Lansing, Kevin ; Ma, Jun. In: Working Paper Series. RePEc:fip:fedfwp:2018-14.

Full description at Econpapers || Download paper

2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032.

Full description at Econpapers || Download paper

2018Searching for a theory that fits the data: A personal research odyssey. (2018). juselius, katarina. In: Discussion Papers. RePEc:kud:kuiedp:1807.

Full description at Econpapers || Download paper

2020Robust Discovery of Regression Models. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2004.

Full description at Econpapers || Download paper

2019Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks. (2019). Castle, Jennifer ; Kurita, Takamitsu. In: Economics Series Working Papers. RePEc:oxf:wpaper:866.

Full description at Econpapers || Download paper

2019The common component of bilateral US exchange rates: to what is it related?. (2019). Wang, Ben ; Ponomareva, Natalia ; Sheen, Jeffrey. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1395-2.

Full description at Econpapers || Download paper

Works by Josh R. Stillwagon:


YearTitleTypeCited
2018TIPS and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article2
2015Can the Consumption Capital Asset Pricing Model Account for Traders Expected Currency Returns? In: Review of International Economics.
[Full Text][Citation analysis]
article0
2018ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROM I(2) CVARs WITH SURVEY EXPECTATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2014Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2016Non-linear exchange rate relationships: An automated model selection approach with indicator saturation In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article5
2014Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2015Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2014Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2011Tracking jobs in clean industries in New England In: New England Economic Indicators.
[Full Text][Citation analysis]
article0
2016The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment In: Journal of Management and Sustainability.
[Full Text][Citation analysis]
article0
2020Markov switching in exchange rate models: will more regimes help? In: Empirical Economics.
[Full Text][Citation analysis]
article0
2016Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2019New Evidence on the Portfolio Balance Approach to Currency Returns In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2020How Market Sentiment Drives Forecasts of Stock Returns In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2013The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Does the Consumption CAPM Help in Accounting for Expected Currency Returns? In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals In: Working Papers.
[Full Text][Citation analysis]
paper0
2015TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Subjective Currency Risk Premia and Deviations from Moving Averages In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Markov Switching in Exchange Rate Models: Will More Regimes Help? In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Currency risk premia: Perceptions of downside risk and deviations from benchmark values In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team