Josh R. Stillwagon : Citation Profile

Babson College

6

H index

3

i10 index

64

Citations

RESEARCH PRODUCTION:

14

Articles

15

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 6
   Journals where Josh R. Stillwagon has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 8 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst728
   Updated: 2026-01-17    RAS profile: 2022-04-22    
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Relations with other researchers

Works with:

Mangee, Nicholas (2)

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

Is cited by:

Castle, Jennifer (4)

Beckmann, Joscha (3)

Lansing, Kevin (3)

Czudaj, Robert (3)

juselius, katarina (2)

Salisu, Afees (2)

Ponomareva, Natalia (2)

Doornik, Jurgen (2)

Ndako, Umar (2)

Wang, Ben (2)

Orlowski, Lucjan (2)

Cites to:

Johansen, Soren (46)

Frankel, Jeffrey (41)

van Wincoop, Eric (32)

Bacchetta, Philippe (32)

Hendry, David (27)

juselius, katarina (25)

Froot, Kenneth (24)

Engel, Charles (22)

MacDonald, Ronald (22)

Chinn, Menzie (21)

Taylor, Mark (20)

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 Thinking4

Recent works citing Josh R. Stillwagon (2025 and 2024)

YearTitle of citing document
2025Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

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2024Replicating 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

2024Investor 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.

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2024Testing 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.

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2025The resilience dynamics of energy ETF accessibility and stock market sentiment in China during the post-pandemic era. (2025). Wen, Jun ; Yin, Hua-Tang ; Chang, Chun-Ping ; He, Yushuang ; Yang, Hongming. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007692.

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2025A theoretical framework to companies value creation through a systematic review of intangibles’ management. (2025). Gerhardt, Vincius Jaques ; Mairesse, Julio Cezar ; Baierle, Ismael Cristofer ; Aviles, Norberto Arend ; de Freitas, Claudia ; Trevisol, Janyel ; Pollo, Joao Francisco. In: Evaluation and Program Planning. RePEc:eee:epplan:v:108:y:2025:i:c:s0149718924001083.

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2024Stock 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.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

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2024Confidence 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.

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2024A Markov Switching Autoregressive Model with Time-Varying Parameters. (2024). Inayati, Syarifah ; Iriawan, Nur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:31-590:d:1445034.

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2025From rational to behavioral: An epistemological bridge between Markowitz, Fama, and Shiller. (2025). Arango-Vasquez, Leonel. In: Post-Print. RePEc:hal:journl:hal-05003891.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024EXCHANGE 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.

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2024Income disparities and financial development: evidence from a panel firm-level analysis. (2024). Amountzias, Chrysovalantis. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02458-y.

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2024Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8.

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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]		article7
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]		article2
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]		article7
2014Non-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
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]		article6
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 nother version. Agregated cites: 6		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]		article10
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]		article14
2021Currency returns and downside risk: Debt, volatility, and the gap from benchmark values In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article2
2011Tracking jobs in clean industries in New England In: New England Economic Indicators.
[Full Text][Citation analysis]		article1
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]		article3
2016Markov 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
2021How Market Sentiment Drives Forecasts of Stock Returns In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article10
2020How Market Sentiment Drives Forecasts of Stock Returns.(2020) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2019New Evidence on the Portfolio Balance Approach to Currency Returns In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2021Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts 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
2019Currency risk premia: Perceptions of downside risk and deviations from benchmark values In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

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