Ian Louis Dew-Becker : Citation Profile

Northwestern University

13

H index

14

i10 index

830

Citations

RESEARCH PRODUCTION:

17

Articles

26

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 43
   Journals where Ian Louis Dew-Becker has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 16 (1.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde268
   Updated: 2025-11-22    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Giglio, Stefano (6)

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:

Saraceno, Francesco (25)

Baruník, Jozef (18)

Dietl, Helmut (11)

Lang, Markus (11)

Korobilis, Dimitris (9)

bloom, nicholas (9)

GUPTA, RANGAN (9)

moretti, enrico (8)

Gambetti, Luca (8)

Chernov, Mikhail (8)

Bhattacharyya, Sambit (8)

Cites to:

Campbell, John (30)

Gordon, Robert (17)

Giglio, Stefano (13)

Wu, Liuren (10)

Hansen, Lars (10)

Andersen, Torben (9)

Cochrane, John (9)

Bollerslev, Tim (9)

Veldkamp, Laura (9)

Sargent, Thomas (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
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 (2025 and 2024)

YearTitle of citing document
2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024The Global Impact of Brexit Uncertainty. (2024). Hassan, Tarek ; Tahoun, Ahmed ; van Lent, Laurence ; Hollander, Stephan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:413-458.

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2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty. (2024). Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2072.

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2025Wage inequality: The role of education. (2025). Dubey, Ram ; Zamanian, Zaman ; Gharehgozli, Orkideh ; Berisha, Edmond. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00230.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2025News and firm entry: The role of the waiting option. (2025). Matvieiev, Mykhailo ; Antonova, Anastasiia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002264.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2024Regional market uncertainty and corporate investment. (2024). Song, Jeongseop ; Zhang, Fan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Mitigating disaster risks caused by carbon emissions. (2024). Meng, Weizhen ; Li, Shilin ; Yang, Jinqiang. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s016517652400301x.

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2024Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312.

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2024Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2024US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025.

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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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2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

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2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

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2024Variance dynamics and term structure of the natural gas market. (2024). Wei, Xinyang ; Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882.

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2025The tail risk premium in the oil market. (2025). Ellwanger, Reinhard. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007503.

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2024Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty. (2024). Wang, Zhixiao ; Liu, Shasha ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001583.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Risks of heterogeneously persistent higher moments. (2024). Baruník, Jozef ; Kurka, Josef ; Barunk, Jozef. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005052.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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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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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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2024The risk and return of equity and credit index options. (2024). Seo, Sang Byung ; Fournier, Mathieu ; Ericsson, Jan ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001557.

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2025Robustness and dynamic sentiment. (2025). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

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2025Global volatility and firm-level capital flows. (2025). Kacperczyk, Marcin ; Wang, Tianyu ; Nosal, Jaromir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000868.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2025Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746.

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2024Size, value and volatility. (2024). Peterburgsky, Stanley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:752-763.

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2024Economic policy uncertainty, health status, and mortality. (2024). Huang, Wei ; Yu, Miao ; Lei, Xiaoyan. In: Social Science & Medicine. RePEc:eee:socmed:v:362:y:2024:i:c:s0277953624006804.

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2024A composite index for workers’ bargaining power and the inflation rate in the United States, 1960–2018. (2024). Romaniello, Davide ; Levrero, Enrico Sergio ; Fontanari, Claudia. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:682-698.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2025Information Acquisition and the Finance-Uncertainty Trap. (2025). Liu, Zheng ; Hu, Allen ; Dong, Ding. In: Working Paper Series. RePEc:fip:fedfwp:101432.

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2024Equilibrium Yield Curves with Imperfect Information. (2022). Tanaka, Hiroatsu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-86.

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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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2025Political Uncertainty Cycles and the Impact of Oil Shocks on Supply Chain Pressures. (2025). Williams, Corey. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:6:p:166-:d:1675114.

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2025Geopolitical Risks and Economic Expectations: The Role of Trade Linkages. (2025). Cornevin, Antoine. In: IHEID Working Papers. RePEc:gii:giihei:heidwp11-2025.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca. In: Working Papers. RePEc:gla:glaewp:2025_01.

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2024Connectedness and risk transmission of China’s stock and currency markets with global commodities. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09586-0.

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2024Macroeconomic uncertainty and earnings management: evidence from commodity firms. (2024). Pierotti, Mariarita ; Greco, Giulio ; Rigamonti, Alessandro Paolo ; Capocchi, Alessandro. 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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2024Financial and Macroeconomic Uncertainties and Real Estate Markets. (2024). Uribe, Jorge ; Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:1:d:10.1057_s41302-023-00263-0.

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2024Can Piketty€™s Interest Rate €“ Growth Rate Framework Explain Increasing Income Inequality in Pakistan?. (2024). Hussain, Tariq ; Alvi, Aramish Altaf ; Khan, Abid Raza. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:821-829.

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2024Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620.

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2024Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity: evidence from the quantile vector autoregressive connectedness approach. (2024). ben Haddad, Hedi ; Altamimi, Sohale ; Medhioub, Imed ; Mezghani, Imed. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02474-y.

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2024Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6.

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2025Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2025Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924.

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2025The Transmission of Monetary Policy to the Cost of Hedging. (2025). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: Economics Working Paper Series. RePEc:usg:econwp:2025:01.

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2024From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic. (2024). Nguyen, Duc Khuong ; Ji, Qiang ; Zhai, Pengxiang ; Wu, Fei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:551-580.

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2024Sovereign credit and geopolitical risks during and after the EMU crisis. (2024). laopodis, nikiforos ; Kouretas, Georgios ; Bratis, Theodoros ; Vlamis, Prodromos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3692-3712.

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2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings. (2025). Richter, Alexander ; Plante, Michael ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:395-410.

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2025Drilling and DUCs in the Permian Basin. (2025). Elder, John ; Dossani, Asad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:395-406.

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2025Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets. (2025). Li, Zeguang ; Liu, Jianmin ; Yu, Arthur ; Putnam, Bluford. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:407-428.

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2025Carbon Emission Allowance and Oil Implied Volatility. (2025). Lyu, Kefu ; Han, Qing ; Di, Junpeng ; Wang, Haoyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:946-976.

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2024The transmission of monetary policy to the cost of hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CFS Working Paper Series. RePEc:zbw:cfswop:308803.

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Works by Ian Louis Dew-Becker:

YearTitleTypeCited
2016Long-Run Risk Is the Worst-Case Scenario In: American Economic Review.
[Full Text][Citation analysis]		article26
2016Long-Run Risk is the Worst-Case Scenario.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		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: 26		paper
2023Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article18
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: 18		paper
2005Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article159
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: 159		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: 159		paper
2007Selected Issues in the Rise of Income Inequality In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article29
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]		paper33
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 33		article
2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33		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.
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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]		paper78
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: 78		paper
2019Directed attention and nonparametric learning In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
2017Directed Attention and Nonparametric Learning.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2017The price of variance risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article91
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		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]		paper99
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: 99		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: 99		paper
2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper98
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: 98		article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 98		paper
2021Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2022Real-Time Forward-Looking Skewness over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
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: 5		article
2022Tail Risk in Production Networks In: NBER Working Papers.
[Full Text][Citation analysis]		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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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.
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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.
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2016Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers.
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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.
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