12
H index
13
i10 index
735
Citations
Northwestern University | 12 H index 13 i10 index 735 Citations RESEARCH PRODUCTION: 16 Articles 26 Papers RESEARCH ACTIVITY: 19 years (2005 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde268 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ian Louis Dew-Becker. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 3 |
Brookings Papers on Economic Activity | 2 |
Journal of Financial Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 15 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
2016 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document |
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2024 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621. Full description at Econpapers || Download paper |
2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149. Full description at Econpapers || Download paper |
2023 | Epidemic outbreak and foreign direct investment fluctuation. (2023). Zhao, Jing ; Li, Yuankun ; Yu, Zhen. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:1051-1081. Full description at Econpapers || Download paper |
2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper |
2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper |
2024 | Regional market uncertainty and corporate investment. (2024). Zhang, Fan ; Song, Jeongseop. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365. Full description at Econpapers || Download paper |
2023 | The effect of monetary policy on firm-level uncertainty. (2023). Lakdawala, Aeimit ; Moreland, Timothy. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003440. Full description at Econpapers || Download paper |
2023 | Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410. Full description at Econpapers || Download paper |
2023 | Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x. Full description at Econpapers || Download paper |
2024 | The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751. Full description at Econpapers || Download paper |
2024 | Asset prices in a production network. (2024). Ruge-Murcia, Francisco. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801. Full description at Econpapers || Download paper |
2024 | Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407. Full description at Econpapers || Download paper |
2023 | Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887. Full description at Econpapers || Download paper |
2023 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper |
2023 | Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713. Full description at Econpapers || Download paper |
2023 | Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256. Full description at Econpapers || Download paper |
2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers || Download paper |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper |
2023 | Jump-diffusion volatility models for variance swaps: An empirical performance analysis. (2023). Hong, YI ; Jin, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001229. Full description at Econpapers || Download paper |
2023 | Cross-sectional uncertainty and stock market volatility: New evidence. (2023). Ma, Feng ; Lu, Fei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005743. Full description at Econpapers || Download paper |
2023 | Market inefficiency spillover network across different regimes. (2023). Feng, Yun ; Yang, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009492. Full description at Econpapers || Download paper |
2024 | Supply chain risk: Changes in supplier composition and vertical integration. (2024). Giannetti, Mariassunta ; Huang, Ruidi ; Ersahin, Nuri. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s002219962300140x. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348. Full description at Econpapers || Download paper |
2024 | Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28. Full description at Econpapers || Download paper |
2023 | Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679. Full description at Econpapers || Download paper |
2023 | Portfolio Choice with Endogenous Donations - Modeling University Endowments. (2023). Stoughton, Neal M ; Franz, Richard ; Cejnek, Georg. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300022x. Full description at Econpapers || Download paper |
2023 | Rational inattention in the frequency domain. (2023). Jurado, Kyle. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053122001946. Full description at Econpapers || Download paper |
2023 | Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51. Full description at Econpapers || Download paper |
2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. Full description at Econpapers || Download paper |
2023 | Do more frequent price adjustments guarantee less effective monetary stimulus when uncertainty rises?. (2023). Park, Kwangyong. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000629. Full description at Econpapers || Download paper |
2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
2023 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper |
2023 | Business cycle asymmetry and input-output structure: The role of firm-to-firm networks. (2023). Young, Eric ; Silva, Alvaro ; Miranda-Pinto, Jorge. In: Journal of Monetary Economics. RePEc:eee:moneco:v:137:y:2023:i:c:p:1-20. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | The impact of financial risk on green innovation: Global evidence. (2023). Chang, Chun-Ping ; Fu, Qiang ; Zhao, Xinxin ; Wen, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001913. Full description at Econpapers || Download paper |
2023 | International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329. Full description at Econpapers || Download paper |
2023 | Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309. Full description at Econpapers || Download paper |
2023 | Return spillover analysis across central bank digital currency attention and cryptocurrency markets. (2023). Su, Yang ; Lucey, Brian M ; Wei, YU ; Wang, Yizhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000223. Full description at Econpapers || Download paper |
2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper |
2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660. Full description at Econpapers || Download paper |
2024 | Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104. Full description at Econpapers || Download paper |
2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563. Full description at Econpapers || Download paper |
2023 | US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries.. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: IREA Working Papers. RePEc:ira:wpaper:202302. Full description at Econpapers || Download paper |
2024 | Macroeconomic uncertainty and earnings management: evidence from commodity firms. (2024). Greco, Giulio ; Pierotti, Mariarita ; Capocchi, Alessandro ; Rigamonti, Alessandro Paolo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01246-8. Full description at Econpapers || Download paper |
2023 | Time-varying ambiguity shocks and business cycles. (2023). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1094. Full description at Econpapers || Download paper |
2023 | The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182.. Full description at Econpapers || Download paper |
2023 | The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961.. Full description at Econpapers || Download paper |
2023 | The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47. Full description at Econpapers || Download paper |
2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper |
2023 | The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202302. Full description at Econpapers || Download paper |
2023 | Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Paper series. RePEc:rim:rimwps:23-01. Full description at Econpapers || Download paper |
2023 | Macroeconomic shocks, investment volatility and centrality in global manufacturing network. (2023). Yang, Nan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02372-3. Full description at Econpapers || Download paper |
2023 | Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9. Full description at Econpapers || Download paper |
2023 | UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606. Full description at Econpapers || Download paper |
2024 | Multi?scale inter?temporal capital asset pricing model. (2022). Sakemoto, Ryuta. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4298-4317. Full description at Econpapers || Download paper |
2023 | Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75. Full description at Econpapers || Download paper |
2023 | Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Long-Run Risk Is the Worst-Case Scenario In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
2016 | Long-Run Risk is the Worst-Case Scenario.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2015 | Long-Run Risk is the Worst-Case Scenario.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2023 | Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 15 |
2020 | Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2005 | Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 154 |
2005 | Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
2005 | Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
2007 | Selected Issues in the Rise of Income Inequality In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 29 |
2007 | Questions sans réponse sur laugmentation des inégalités aux États-Unis In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
2008 | How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2020 | Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2021 | Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2019 | Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2008 | The Role of Labour Market Changes in the Slowdown of European Productivity Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
2008 | The Role of Labor Market Changes in the Slowdown of European Productivity Growth.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2008 | Controversies about the Rise in American Inequality: A Survey In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
2008 | Controversies about the Rise of American Inequality: A Survey.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2019 | Directed attention and nonparametric learning In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 2 |
2017 | Directed Attention and Nonparametric Learning.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | The price of variance risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 84 |
2015 | The Price of Variance Risk.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2005 | Why did Europe’s productivity catch-up sputter out? a tale of tigers and tortoises In: Proceedings. [Full Text][Citation analysis] | article | 10 |
2014 | Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 91 |
2016 | Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
2013 | Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2017 | Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 81 |
2020 | Uncertainty Shocks as Second-Moment News Shocks.(2020) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
2017 | Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
2021 | Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2022 | Real-Time Forward-Looking Skewness over the Business Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2024 | Real-time forward-looking skewness over the business cycle.(2024) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2022 | Tail Risk in Production Networks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Risk Preferences Implied by Synthetic Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Recent Developments in Financial Risk and the Real Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation in America * In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 9 |
2017 | How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 4 |
2020 | On the Effects of Restricting Short-Term Investment In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 7 |
2012 | The Role of Labor-Market Changes in the Slowdown of European Productivity In: Review of Economics and Institutions. [Full Text][Citation analysis] | article | 19 |
2016 | Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
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