5
H index
1
i10 index
46
Citations
Josh R. Stillwagon : Citation Profile
Babson College | RESEARCH PRODUCTION: 14 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Do green policies produce green jobs?. (2023). Lowder, Morgan A ; Kang, Jiyoon ; Woods, Neal D. In: Social Science Quarterly. RePEc:bla:socsci:v:104:y:2023:i:2:p:153-167. Full description at Econpapers || Download paper |
| 2023 | Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51. Full description at Econpapers || Download paper |
| 2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
| 2023 | Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8. Full description at Econpapers || Download paper |
| 2023 | Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic. (2023). Lahyani, Rahma ; al Haija, Adnan Abo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01181-0. Full description at Econpapers || Download paper |
| 2023 | Ekonomia narracji – pocz?tki nowego nurtu. (2023). Baszczak, Ukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:1:p:66-81. 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 | 6 |
| 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 | 6 |
| 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: 6 | 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 | 5 |
| 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: 5 | 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 | 3 |
| 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 | 2 |
| 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: 2 | paper | |
| 2021 | How Market Sentiment Drives Forecasts of Stock Returns In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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 | 0 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team