Ian Louis Dew-Becker : Citation Profile


Are you Ian Louis Dew-Becker?

Northwestern University

11

H index

12

i10 index

427

Citations

RESEARCH PRODUCTION:

14

Articles

19

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 28
   Journals where Ian Louis Dew-Becker has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 13 (2.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde268
   Updated: 2020-09-14    RAS profile: 2020-04-14    
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Relations with other researchers


Works with:

Giglio, Stefano (7)

Berger, David (3)

Bidder, Rhys (3)

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 (9)

moretti, enrico (8)

Lang, Markus (7)

Saraceno, Francesco (7)

Dietl, Helmut (7)

Waldenström, Daniel (7)

Roine, Jesper (6)

Chernov, Mikhail (6)

Crafts, Nicholas (6)

Hein, Eckhard (6)

GUPTA, RANGAN (6)

Cites to:

Gordon, Robert (16)

Campbell, John (13)

Giglio, Stefano (13)

Bebchuk, Lucian (8)

Gabaix, Xavier (6)

Card, David (6)

Cochrane, John (6)

Autor, David (6)

Saez, Emmanuel (5)

Bidder, Rhys (5)

Epstein, Larry (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 (2020 and 2019)


YearTitle of citing document
2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024.

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2019Tail 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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2020A 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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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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2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

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2019Tracking Uncertainty through the Relative Sentiment Shift Series. (2019). Lee, Seohyun ; Nyman, Rickard. In: Working Papers. RePEc:bok:wpaper:1912.

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2019The Global Impact of Brexit Uncertainty. (2020). Zhang, Yuzhe ; Miao, Jianjun ; Jiang, Shenzhe ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan ; Hassan, Tarek Alexander . In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. RePEc:bos:iedwpr:dp-332.

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2019The Global Impact of Brexit Uncertainty. (2019). Van Lent, Laurence ; Tahoun, Ahmed ; Hollander, Stephan ; Hassan, Tarek Alexander . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14253.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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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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2019Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

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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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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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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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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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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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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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2019Financial stress dynamics in the MENA region: Evidence from the Arab Spring. (2019). Yarovaya, Larisa ; Elsayed, Ahmed H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:20-34.

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2019Generalized entropy and model uncertainty. (2019). Meyer-Gohde, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:312-343.

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2019Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

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2019An anatomy of the market return. (2019). Schneider, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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2019In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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2019A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140.

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2019Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726.

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2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis. (2019). lucey, brian ; Hernandez, Jose Areola ; Boako, Gideon ; Hussain, Syed Jawad ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x.

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2019Time-varying business volatility and the price setting of firms. (2019). Grimme, Christian ; Born, Benjamin ; Bachmann, Ruediger ; Elstner, Steffen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:82-99.

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2019Employment time and the cyclicality of earnings growth. (2019). Malacrino, Davide ; Hoffmann, Eran B. In: Journal of Public Economics. RePEc:eee:pubeco:v:169:y:2019:i:c:p:160-171.

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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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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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2019A Survey of Inclusive Growth Policy. (2019). Wood, Jacob ; Kim, Jungsuk ; Heshmati, Almas. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:65-:d:245486.

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2019Stranded! How Rising Inequality Suppressed US Migration and Hurt Those Left Behind. (2019). Bayoumi, Tamim ; Barkema, Jelle. In: IMF Working Papers. RePEc:imf:imfwpa:19/122.

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2019Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations. (2019). Zweimuller, Josef ; Schoefer, Benjamin ; Jager, Simon. In: IZA Discussion Papers. RePEc:iza:izadps:dp12127.

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2019Monetary Policy, Growth and Employment in Developing Areas: A Review of the Literature. (2019). Junankar, Pramod (Raja). In: IZA Discussion Papers. RePEc:iza:izadps:dp12197.

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

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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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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers. RePEc:lan:wpaper:257939806.

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2019Superstitious Investors. (2019). Wachter, Jessica ; Guo, Hongye. In: NBER Working Papers. RePEc:nbr:nberwo:25603.

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2019Financial Market Risk Perceptions and the Macroeconomy. (2019). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26290.

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2019Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas. In: NBER Working Papers. RePEc:nbr:nberwo:26565.

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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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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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2019Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201909.

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2019Skewed Business Cycles. (2019). Salgado Ibáñez, Sergio ; Guvenen, Fatih ; bloom, nicholas. In: 2019 Meeting Papers. RePEc:red:sed019:1189.

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2019The Origins and Effects of Macroeconomic Uncertainty. (2019). Tirskikh, Mikhail ; Kung, Howard ; Bianchi, Francesco. In: 2019 Meeting Papers. RePEc:red:sed019:245.

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2019Spillover across Eurozone credit market sectors and determinants. (2019). Bouri, Elie ; Bekiros, Stelios ; Roubaud, David ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349.

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2019Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:08.

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2019The term structure of systematic and idiosyncratic risk. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:4:p:435-460.

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2019Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

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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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article11
2016Long-Run Risk is the Worst-Case Scenario.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 11
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: 11
paper
2005Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income In: Brookings Papers on Economic Activity.
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article104
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 another version. Agregated cites: 104
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 another version. Agregated cites: 104
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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paper50
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: 50
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
paper
2017The price of variance risk In: Journal of Financial Economics.
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article47
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 47
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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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paper44
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 44
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: 44
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2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
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2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 16
article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 16
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2019Hedging Macroeconomic and Financial Uncertainty and Volatility 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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article3
2017How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator In: Review of Financial Studies.
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article1
2020On the Effects of Restricting Short-Term Investment In: Review of Financial Studies.
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article0
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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paper12
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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article15

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