Josh R. Stillwagon

发表

Non-linear exchange rate relationships: An automated model selection approach with indicator saturation

Josh R. Stillwagon, 2016 .

Stock-Market Expectations: Econometric Evidence that Both REH and Behavioral Insights Matter

R. Frydman, Josh R. Stillwagon, 2016 .

Markov switching in exchange rate models: will more regimes help?

Josh R. Stillwagon, P. Sullivan, Peter Sullivan, 2016, Empirical Economics.

Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR

Josh R. Stillwagon, 2015 .

Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR

Josh R. Stillwagon, 2014 .

Rethinking What Survey Data has to Say about the Role of Risk and Irrationality in Currency Markets

Josh R. Stillwagon, 2013 .

Markov switching in exchange rate models: will more regimes help?

Josh R. Stillwagon, Peter Sullivan, 2019, Empirical Economics.

Are outcomes driving expectations or the other way around?: An I(2) CVAR analysis of interest rate expectations in the dollar/pound market

K. Juselius, Josh R. Stillwagon, 2018 .

Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns?

Josh R. Stillwagon, 2015 .

WORKING PAPER 1401 Testing the Expectations Hypothesis with Survey Forecasts : The Impacts of Consumer Sentiment and the Zero Lower Bound in an I ( 2 )

Josh R. Stillwagon, 2015 .

Does the Consumption CAPM Help in Accounting for Expected Currency Returns

Josh R. Stillwagon, 2013 .

The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward

Josh R. Stillwagon, 2013 .

Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends

Josh R. Stillwagon, 2013 .

Currency risk and imperfect knowledge: Cointegrated VAR analyses with survey data

Josh R. Stillwagon, 2013 .

The Effects of US State-Level Energy and Environmental Policies on Clean Tech Innovation and Employment

Josh R. Stillwagon, R. Gittell, 2016 .

Currency returns and downside risk: Debt, volatility, and the gap from benchmark values

Michael D. Goldberg, Josh R. Stillwagon, Nevin Cavusoglu, 2021 .

New Evidence on the Portfolio Balance Approach to Currency Returns

Michael D. Goldberg, Josh R. Stillwagon, Nevin Cavusoglu, 2019, SSRN Electronic Journal.

ARE RISK PREMIA RELATED TO REAL EXCHANGE RATE SWINGS? EVIDENCE FROM I(2) CVARs WITH SURVEY EXPECTATIONS

Josh R. Stillwagon, 2017, Macroeconomic Dynamics.

Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals

Josh R. Stillwagon, 2015 .

Currency risk premia: Perceptions of downside risk and deviations from benchmark values

Josh R. Stillwagon, Steven Furnagiev, 2018, International Journal of Finance & Economics.

Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values

Josh R. Stillwagon, 2013 .

Tips and the VIX: Spillovers from Financial Panic to Breakeven Inflation in an Automated, Nonlinear Modeling Framework

Josh R. Stillwagon, 2018 .

Subjective Currency Risk Premia and Deviations from Moving Averages

Josh R. Stillwagon, Steven Furnagiev, 2015 .

TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation

Josh R. Stillwagon, 2015 .

Fundamental factors and extrapolation in stock-market expectations: The central role of structural change

R. Frydman, Josh R. Stillwagon, 2018 .