6
H index
1
i10 index
56
Citations
Josh R. Stillwagon : Citation Profile
Babson College | RESEARCH PRODUCTION: 14 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2011 - 2021). 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:
| Cites to:
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Main data
Where Josh R. Stillwagon has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Trinity College, Department of Economics | 11 |
| Working Papers Series / Institute for New Economic Thinking | 4 |
Recent works citing Josh R. Stillwagon (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131. Full description at Econpapers || Download paper |
| 2024 | Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms. (2024). Nowak, Sabina ; Honecker, Lukas ; Blajer-Gobiewska, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000469. Full description at Econpapers || Download paper |
| 2024 | Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634. Full description at Econpapers || Download paper |
| 2024 | Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033. Full description at Econpapers || Download paper |
| 2024 | Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505. Full description at Econpapers || Download paper |
| 2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
| 2024 | EXCHANGE RATE MOVEMENT AND STOCK RETURNS IN MOST CAPITALISED ECONOMIES IN SUB-SAHARAN AFRICA. (2024). Adamson, Temitope Wasiu ; Ogunsanya, Ibukun. In: Ilorin Journal of Economic Policy. RePEc:ris:ilojep:0074. Full description at Econpapers || Download paper |
Works by Josh R. Stillwagon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | TIPS 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] | article | 7 |
| 2015 | Can the Consumption Capital Asset Pricing Model Account for Traders Expected Currency Returns? In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROM I(2) CVARs WITH SURVEY EXPECTATIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | Non-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] | article | 7 |
| 2014 | Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Testing 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] | article | 6 |
| 2014 | Testing 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 nother version. Agregated cites: 6 | paper | |
| 2018 | Fundamental factors and extrapolation in stock-market expectations: The central role of structural change In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
| 2018 | Are 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] | article | 14 |
| 2021 | Currency returns and downside risk: Debt, volatility, and the gap from benchmark values In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Tracking jobs in clean industries in New England In: New England Economic Indicators. [Full Text][Citation analysis] | article | 1 |
| 2016 | The 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] | article | 0 |
| 2020 | Markov switching in exchange rate models: will more regimes help? In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Markov Switching in Exchange Rate Models: Will More Regimes Help?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | How Market Sentiment Drives Forecasts of Stock Returns In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 7 |
| 2020 | How Market Sentiment Drives Forecasts of Stock Returns.(2020) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2016 | Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | New Evidence on the Portfolio Balance Approach to Currency Returns In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Does the Consumption CAPM Help in Accounting for Expected Currency Returns? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Subjective Currency Risk Premia and Deviations from Moving Averages In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Currency risk premia: Perceptions of downside risk and deviations from benchmark values In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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