Ian Louis Dew-Becker : Citation Profile

Are you Ian Louis Dew-Becker?

Northwestern University

13

H index

14

i10 index

737

Citations

RESEARCH PRODUCTION:

16

Articles

26

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 40
   Journals where Ian Louis Dew-Becker has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 15 (1.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde268
   Updated: 2024-04-18    RAS profile: 2024-03-06    
   Missing citations? Add them    Incorrect content? Let us know

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 (15)

Saraceno, Francesco (13)

Dietl, Helmut (11)

Lang, Markus (11)

bloom, nicholas (9)

GUPTA, RANGAN (9)

Bhattacharyya, Sambit (8)

Chernov, Mikhail (8)

moretti, enrico (8)

Waldenström, Daniel (7)

Hein, Eckhard (7)

Cites to:

Campbell, John (30)

Gordon, Robert (17)

Giglio, Stefano (13)

Wu, Liuren (10)

Hansen, Lars (10)

Bollerslev, Tim (9)

Andersen, Torben (9)

Veldkamp, Laura (9)

Sargent, Thomas (9)

Cochrane, John (9)

Gourio, Francois (8)

Main data

Where Ian Louis Dew-Becker has published?

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Common 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

2023Agreed 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Agreed 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

2023Agreed 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Rational 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Welfare 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

2023The 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

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Trading 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

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.

Full description at Econpapers || Download paper

2023Time-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

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..

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Agreed 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32.

Full description at Econpapers || Download paper

Works by Ian Louis Dew-Becker:

YearTitleTypeCited
2016Long-Run Risk Is the Worst-Case Scenario In: American Economic Review.
[Full Text][Citation analysis]		article20
2016Long-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
2015Long-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
2023Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article13
2020Cross-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: 13		paper
2005Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article153
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 nother version. Agregated cites: 153		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 nother version. Agregated cites: 153		paper
2007Selected Issues in the Rise of Income Inequality In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article28
2007Questions sans réponse sur laugmentation des inégalités aux États-Unis In: Revue de l'OFCE.
[Full Text][Citation analysis]		article0
2008How 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]		paper7
2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2008The Role of Labour Market Changes in the Slowdown of European Productivity Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper77
2008The 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
2008Controversies about the Rise in American Inequality: A Survey In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper74
2008Controversies 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
2019Directed attention and nonparametric learning In: Journal of Economic Theory.
[Full Text][Citation analysis]		article2
2017Directed Attention and Nonparametric Learning.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017The price of variance risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article84
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article10
2014Long-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]		paper1
2013Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers.
[Full Text][Citation analysis]		paper86
2016Asset 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: 86		article
2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper70
2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2021Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2022Real-Time Forward-Looking Skewness over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2022Tail Risk in Production Networks In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2023Risk Preferences Implied by Synthetic Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Recent Developments in Financial Risk and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2009How 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]		article9
2017How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator In: The Review of Financial Studies.
[Full Text][Citation analysis]		article4
2020On the Effects of Restricting Short-Term Investment In: The Review of Financial Studies.
[Full Text][Citation analysis]		article7
2012The Role of Labor-Market Changes in the Slowdown of European Productivity In: Review of Economics and Institutions.
[Full Text][Citation analysis]		article19
2016Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper15
2016Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper5
2014Bond Pricing with a Time?Varying Price of Risk in an Estimated Medium?Scale Bayesian DSGE Model In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article26

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team