Ian Louis Dew-Becker : Citation Profile


Are you Ian Louis Dew-Becker?

Northwestern University

12

H index

13

i10 index

735

Citations

RESEARCH PRODUCTION:

16

Articles

26

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 38
   Journals where Ian Louis Dew-Becker has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 16 (2.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde268
   Updated: 2024-11-08    RAS profile: 2024-03-06    
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Relations with other researchers


Works with:

Giglio, Stefano (7)

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 (16)

Saraceno, Francesco (13)

Lang, Markus (11)

Dietl, Helmut (11)

bloom, nicholas (9)

GUPTA, RANGAN (9)

moretti, enrico (8)

Chernov, Mikhail (8)

Bhattacharyya, Sambit (8)

Waldenström, Daniel (7)

Korobilis, Dimitris (7)

Cites to:

Campbell, John (26)

Gordon, Robert (17)

Giglio, Stefano (11)

Wu, Liuren (10)

Veldkamp, Laura (9)

Bollerslev, Tim (9)

Sargent, Thomas (9)

Andersen, Torben (9)

Hansen, Lars (9)

Cochrane, John (9)

Bebchuk, Lucian (8)

Main data


Where Ian Louis Dew-Becker has published?


Journals with more than one article published# docs
The Review of Financial Studies3
Brookings Papers on Economic Activity2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc15
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
2016 Meeting Papers / Society for Economic Dynamics2

Recent works citing Ian Louis Dew-Becker (2024 and 2023)


YearTitle of citing document
2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2023.

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2024How 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.

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2023Epidemic 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.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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2023.

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2023Dynamic 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.

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2024Regional 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.

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2023The 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.

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2023Business-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.

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2023Are 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.

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2024The 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.

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2024Asset prices in a production network. (2024). Ruge-Murcia, Francisco. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801.

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2024Persistence 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.

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2023Tail-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.

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2023Cross-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.

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2023Do 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.

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2023Diversification 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.

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2024The 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.

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2023Do 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.

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2023Jump-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.

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2023Cross-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.

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2023Market 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.

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2024Supply 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.

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2023Dynamic 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.

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2024Forecasting 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.

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2023Option 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.

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2023Portfolio 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.

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2023Rational inattention in the frequency domain. (2023). Jurado, Kyle. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053122001946.

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2023Micro 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.

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2023Return 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.

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2023Do 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.

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2023The 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.

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2023Rational 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.

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2023Business 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.

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2023Asset 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.

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2023The 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.

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2023International 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.

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2023Connectedness 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.

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2023Return 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.

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2023Welfare 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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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023.

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2023Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563.

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2023US 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.

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2024Macroeconomic 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.

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2023Time-varying ambiguity shocks and business cycles. (2023). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1094.

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2023The 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..

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2023The 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..

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2023The 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.

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2023Modeling 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.

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2023The 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.

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2023Multi-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.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Paper series. RePEc:rim:rimwps:23-01.

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2023Macroeconomic 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.

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2023Ambiguity 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.

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2023UNCERTAINTY 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.

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2024Multi?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.

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2023Neural 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.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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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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article20
2016Long-Run Risk is the Worst-Case Scenario.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 20
paper
2015Long-Run Risk is the Worst-Case Scenario.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 20
paper
2023Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: American Economic Journal: Macroeconomics.
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article15
2020Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data.(2020) In: NBER Working Papers.
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This paper has nother 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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article154
2005Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income.(2005) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 154
paper
2005Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 154
paper
2007Selected Issues in the Rise of Income Inequality In: Brookings Papers on Economic Activity.
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article29
2007Questions sans réponse sur laugmentation des inégalités aux États-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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paper7
2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
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paper21
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 21
article
2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2008The Role of Labour Market Changes in the Slowdown of European Productivity Growth In: CEPR Discussion Papers.
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paper77
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 nother version. Agregated cites: 77
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2008Controversies about the Rise in American Inequality: A Survey In: CEPR Discussion Papers.
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paper74
2008Controversies about the Rise of American Inequality: A Survey.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 74
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2019Directed attention and nonparametric learning In: Journal of Economic Theory.
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article2
2017Directed Attention and Nonparametric Learning.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2017The price of variance risk In: Journal of Financial Economics.
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article84
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84
paper
2005Why did Europe’s productivity catch-up sputter out? a tale of tigers and tortoises In: Proceedings.
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article10
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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paper91
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 91
article
2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
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This paper has nother version. Agregated cites: 91
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2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
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paper81
2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 81
article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 81
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2021Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence In: NBER Working Papers.
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paper4
2022Real-Time Forward-Looking Skewness over the Business Cycle In: NBER Working Papers.
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paper3
2024Real-time forward-looking skewness over the business cycle.(2024) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 3
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2022Tail Risk in Production Networks In: NBER Working Papers.
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paper3
2023Risk Preferences Implied by Synthetic Options In: NBER Working Papers.
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2023Recent Developments in Financial Risk and the Real Economy In: NBER Working Papers.
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paper0
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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article9
2017How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator In: The Review of Financial Studies.
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article4
2020On the Effects of Restricting Short-Term Investment In: The Review of Financial Studies.
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article7
2012The Role of Labor-Market Changes in the Slowdown of European Productivity In: Review of Economics and Institutions.
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article19
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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