Ian Louis Dew-Becker : Citation Profile


Are you Ian Louis Dew-Becker?

Northwestern University

11

H index

12

i10 index

500

Citations

RESEARCH PRODUCTION:

14

Articles

19

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 33
   Journals where Ian Louis Dew-Becker has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 14 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde268
   Updated: 2021-10-16    RAS profile: 2020-04-14    
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Relations with other researchers


Works with:

Giglio, Stefano (7)

Berger, David (3)

Bidder, Rhys (2)

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:

Baruník, Jozef (13)

Chernov, Mikhail (8)

moretti, enrico (8)

Saraceno, Francesco (7)

Waldenström, Daniel (7)

Dietl, Helmut (7)

Lang, Markus (7)

GUPTA, RANGAN (7)

Boyarchenko, Nina (6)

Crafts, Nicholas (6)

Hein, Eckhard (6)

Cites to:

Gordon, Robert (16)

Giglio, Stefano (14)

Campbell, John (13)

Bebchuk, Lucian (8)

Borjas, George (7)

Gabaix, Xavier (6)

Autor, David (6)

Hansen, Lars (6)

Card, David (6)

Cochrane, John (6)

Bidder, Rhys (5)

Main data


Where Ian Louis Dew-Becker has published?


Journals with more than one article published# docs
Review of Financial Studies3
Brookings Papers on Economic Activity2

Working Papers Series with more than one paper published# docs
2016 Meeting Papers / Society for Economic Dynamics2

Recent works citing Ian Louis Dew-Becker (2021 and 2020)


YearTitle of citing document
2021Implied Dividend Volatility and Expected Growth. (2021). Martin, Ian ; Gormsen, Niels J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:361-65.

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2021Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy. (2021). Gornemann, Nils ; Nakajima, Makoto ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:089.

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2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2021A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2020The Term Structures of Loss and Gain Uncertainty. (2020). Feunou, Bruno ; Xu, Lai ; Tedongap, Romeo ; Aliouchkin, Ricardo Lopez. In: Staff Working Papers. RePEc:bca:bocawp:20-19.

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2020Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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2021Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001.

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2020The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029.

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2021Did Right-To-Work Laws Impact Income Inequality? Evidence from U.S. States Using the Synthetic Control Method. (2021). Roy, Devesh ; Abdul, Munasib ; Aparna, Mathur ; Jeffrey, Jordan ; Devesh, Roy. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:21:y:2021:i:1:p:45-81:n:2.

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2020Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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2020Rational Learning and the Term Structures of Value and Growth Risk Premia. (2020). Marfè, Roberto ; Khapko, Mariana ; Hasler, Michael. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:622.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2021Subjective Uncertainty, Expectations, and Firm Behavior. (2021). Lautenbacher, Stefan. In: ifo Working Paper Series. RePEc:ces:ifowps:_349.

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2021International medium-term business cycles. (2021). Hirschbühl, Dominik ; Spitzer, Martin ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20212536.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2021A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243.

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2020Variance risk: A bird’s eye view. (2020). Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:517-535.

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2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

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2020The term structure of equity and variance risk premia. (2020). Ait-Sahalia, Yacine ; Mancini, Loriano ; Karaman, Mustafa. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:204-230.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2020Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

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2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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2021Tracking performance of VIX futures ETPs. (2021). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:103-117.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2021Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418.

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2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Åšmiech, SÅ‚awomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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2021Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Tsionas, Mike G ; Philippas, Dionisis. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000715.

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2020Long-run versus short-run news and the term structure of equity. (2020). Marfe, Roberto ; Breugem, Matthijs. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306324.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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2020Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611.

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2020Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

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2021Globalization and executive compensation. (2021). Olney, William W ; Keller, Wolfgang. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s0022199620301239.

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2021Pricing kernel monotonicity and term structure: Evidence from China. (2021). Guo, Shuxin ; Liu, Qiang ; Jiao, Yuhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302983.

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2020Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319.

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2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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2021Frequency dependent risk. (2021). Varneskov, Rasmus T ; Neuhierl, Andreas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:644-675.

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2021Asset pricing with heterogeneous agents and long-run risk. (2021). Schmedders, Karl ; Wilms, Ole ; Pohl, Walter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:941-964.

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2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

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2021Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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2020The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. (2020). Jorgensen, Kasper ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:95-117.

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2020Spillover of sentiment in the European Union: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Ji, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:105-130.

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2020Dynamics of variance risk premium: Evidence from India. (2020). Ramachandran, Shankar ; Sankar, Ganesh ; Lukose, Jijo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:321-334.

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2020Inequality, living standards and growth: two centuries of economic development in Mexico. (2020). Segal, Paul ; Challu, Amilcar ; Bleynat, Ingrid. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105215.

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2021Volatile hiring: uncertainty in search and matching models. (2021). Rendahl, Pontus Kaerner ; Freund, Lukas ; den Haan, Wouter J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111568.

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2020Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime. (2020). Zha, Tao ; Zhang, JI ; Rica, E. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:89451.

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2021Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2020The Law of One Price in Equity Volatility Markets. (2020). Van Tassel, Peter. In: Staff Reports. RePEc:fip:fednsr:89214.

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2021Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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2021The Effect of Macroeconomic Uncertainty on Household Spending. (2021). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Kenny, Geoff ; Georgarakos, Dimitris. In: IZA Discussion Papers. RePEc:iza:izadps:dp14213.

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2020.

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2020Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC. (2020). Qarni, Muhammad Owais ; Gulzar, Saqib. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09437-6.

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2021Designing volatility indices for Austria, Finland and Spain. (2021). Muzzioli, Silvia ; Campisi, Giovanni. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00381-9.

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2021J. Rosenfeld: You’re paid what you’re worth—and other myths of the modern economy. (2021). Abatemarco, Antonio. In: Journal of Economics. RePEc:kap:jeczfn:v:133:y:2021:i:2:d:10.1007_s00712-021-00739-7.

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2021Estimating volatility clustering and variance risk premium effects on bank default indicators. (2021). Cevik, Emrah Ismail ; Kenc, Turalay. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00981-6.

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2020Mortgage-related bank penalties and systemic risk among U.S. banks. (2020). Kočenda, Evžen ; Broza, Vaclav ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1024.

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2021What Moves Treasury Yields?. (2021). Moench, Emanuel ; Soofi-Siavash, Soroosh. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:88.

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2020Asset Price Volatility and Investment Horizons: An Experimental Investigation. (2020). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail. In: Working Papers. RePEc:nad:wpaper:20200053.

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2020The Global Impact of Brexit Uncertainty. (2020). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: NBER Working Papers. RePEc:nbr:nberwo:26609.

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2020Necessary Evidence For A Risk Factor’s Relevance. (2020). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alexander M. In: NBER Working Papers. RePEc:nbr:nberwo:27227.

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2021Economic Policy Uncertainty and Stock Market Volatility: A Causality Check. (2021). Raunig, Burkhard. In: Working Papers. RePEc:onb:oenbwp:234.

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2020A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: OSF Preprints. RePEc:osf:osfxxx:hsxtu.

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2020.

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2020Inequality: traditional drivers and the role of union power. (2020). Buitron, Carolina Osorio ; Jaumotte, Florence. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:72:y:2020:i:1:p:25-58..

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2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

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2021Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets. (2021). Gulzar, Saiqb ; Qarni, Muhammad Owais. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00233-5.

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2020Trade and Uncertainty. (2020). Taylor, Alan ; Novy, Dennis. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:4:p:749-765.

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2020A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty. (2020). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/10.

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2020An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2021). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/11.

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2021VIX term structure: The role of jump propagation risks. (2021). Chen, JI ; Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:785-810.

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2020Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

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2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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Works by Ian Louis Dew-Becker:


YearTitleTypeCited
2016Long-Run Risk Is the Worst-Case Scenario In: American Economic Review.
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article15
2016Long-Run Risk is the Worst-Case Scenario.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2015Long-Run Risk is the Worst-Case Scenario.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 15
paper
2005Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income In: Brookings Papers on Economic Activity.
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article106
2005Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
paper
2005Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
paper
2007Selected Issues in the Rise of Income Inequality In: Brookings Papers on Economic Activity.
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article25
2007Questions sans réponse sur laugmentation des inégalités aux Ãtats-Unis In: Revue de l'OFCE.
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article0
2008How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation In: CESifo Working Paper Series.
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paper6
2008The Role of Labour Market Changes in the Slowdown of European Productivity Growth In: CEPR Discussion Papers.
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paper59
2008The Role of Labor Market Changes in the Slowdown of European Productivity Growth.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
2008Controversies about the Rise in American Inequality: A Survey In: CEPR Discussion Papers.
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paper54
2008Controversies about the Rise of American Inequality: A Survey.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 54
paper
2019Directed attention and nonparametric learning In: Journal of Economic Theory.
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article0
2017Directed Attention and Nonparametric Learning.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
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2017The price of variance risk In: Journal of Financial Economics.
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article66
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 66
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2005Why did Europe’s productivity catch-up sputter out? a tale of tigers and tortoises In: Proceedings.
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article11
2014Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process In: Working Paper Series.
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paper1
2013Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers.
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paper59
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
article
2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 59
paper
2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
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paper29
2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 29
article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 29
paper
2019Hedging Macroeconomic and Financial Uncertainty and Volatility In: NBER Working Papers.
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paper4
2009How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation in America * In: CESifo Economic Studies.
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article3
2017How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator In: Review of Financial Studies.
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article4
2020On the Effects of Restricting Short-Term Investment In: Review of Financial Studies.
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article2
2012The Role of Labor-Market Changes in the Slowdown of European Productivity In: Review of Economics and Institutions.
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article18
2016Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers.
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paper15
2016Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers.
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paper4
2014Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model In: Journal of Money, Credit and Banking.
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article19

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