Ian Dew-Becker

Kellogg School of Management - Department of Finance

Evanston, IL 60208

United States

SCHOLARLY PAPERS

9

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Top 49,091

in Total Papers Downloads

1,207

SSRN CITATIONS
Rank 5,154

SSRN RANKINGS

Top 5,154

in Total Papers Citations

170

CROSSREF CITATIONS

90

Scholarly Papers (9)

1.
Downloads 412 ( 93,050)
Citation 54

The Price of Variance Risk

Chicago Booth Research Paper No. 15-31, Fama-Miller Working Paper
Number of pages: 74 Posted: 26 Jul 2014 Last Revised: 09 Oct 2015
Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance, Yale School of Management, Penn State University Smeal College of Business and Board of Governors of the Federal Reserve System
Downloads 386 (99,506)
Citation 1

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variance swaps, volatility pricing, VIX, asset pricing, disasters

The Price of Variance Risk

NBER Working Paper No. w21182
Number of pages: 74 Posted: 18 May 2015 Last Revised: 18 Nov 2021
Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance, Yale School of Management, Penn State University Smeal College of Business and Board of Governors of the Federal Reserve System
Downloads 26 (635,006)
Citation 28

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Hedging Macroeconomic and Financial Uncertainty and Volatility

Yale ICF Working Paper No. 2018-21
Number of pages: 62 Posted: 09 Dec 2018 Last Revised: 02 Aug 2019
Ian Dew-Becker, Stefano Giglio and Bryan T. Kelly
Kellogg School of Management - Department of Finance, Yale School of Management and Yale SOM
Downloads 309 (127,504)
Citation 3

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Hedging Macroeconomic and Financial Uncertainty and Volatility

NBER Working Paper No. w26323
Number of pages: 76 Posted: 30 Sep 2019 Last Revised: 05 Dec 2021
Ian Dew-Becker, Stefano Giglio and Bryan T. Kelly
Kellogg School of Management - Department of Finance, Yale School of Management and Yale SOM
Downloads 27 (627,859)

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Hedging Macroeconomic and Financial Uncertainty and Volatility

Number of pages: 88 Posted: 12 Sep 2020
Ian Dew-Becker, Stefano Giglio and Bryan T. Kelly
Kellogg School of Management - Department of Finance, Yale School of Management and Yale SOM
Downloads 1 (850,081)
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3.

Layoff Risk, the Welfare Cost of Business Cycles, and Monetary Policy

Number of pages: 65 Posted: 14 Sep 2015 Last Revised: 12 Apr 2019
Northwestern University, Kellogg School of Management - Department of Finance, MIT Sloan School of Management and Northwestern University
Downloads 253 (157,696)
Citation 9

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Layoff risk, monetary policy, heterogeneous agents, business cycles

4.
Downloads 135 (274,199)
Citation 36

Uncertainty Shocks as Second-Moment News Shocks

Number of pages: 64 Posted: 12 Jun 2017
David Berger, Ian Dew-Becker and Stefano Giglio
Northwestern University, Kellogg School of Management - Department of Finance and Yale School of Management
Downloads 112 (315,923)

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Uncertainty, macroeconomy, volatility, realized volatility, VIX, news shocks, vector autoregressions

Uncertainty Shocks as Second-Moment News Shocks

NBER Working Paper No. w23796
Number of pages: 63 Posted: 11 Sep 2017 Last Revised: 08 Jan 2022
David Berger, Ian Dew-Becker and Stefano Giglio
Northwestern University, Kellogg School of Management - Department of Finance and Yale School of Management
Downloads 23 (657,302)
Citation 34

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5.

Asset Pricing in the Frequency Domain: Theory and Empirics

NBER Working Paper No. w19416
Number of pages: 51 Posted: 06 Sep 2013 Last Revised: 20 Jan 2022
Ian Dew-Becker and Stefano Giglio
Downloads 31 (586,009)
Citation 14

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6.

Long-Run Risk is the Worst-Case Scenario

NBER Working Paper No. w22416
Number of pages: 66 Posted: 18 Jul 2016 Last Revised: 07 Oct 2021
Rhys Bidder and Ian Dew-Becker
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Kellogg School of Management - Department of Finance
Downloads 18 (673,303)
Citation 14

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7.

Directed Attention and Nonparametric Learning

NBER Working Paper No. w23917
Number of pages: 46 Posted: 09 Oct 2017 Last Revised: 09 May 2021
Ian Dew-Becker and Charles Nathanson
Downloads 10 (735,124)
Citation 1

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Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data

NBER Working Paper No. w27864
Number of pages: 29 Posted: 28 Sep 2020 Last Revised: 18 Nov 2021
Ian Dew-Becker and Stefano Giglio
Downloads 9 (772,739)
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Citation 1
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9.

Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence

NBER Working Paper No. w29499
Number of pages: 57 Posted: 23 Nov 2021 Last Revised: 27 Nov 2021
Downloads 2 (801,170)
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