Ian Dew-Becker

Kellogg School of Management - Department of Finance

Evanston, IL 60208

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 49,681

SSRN RANKINGS

Top 49,681

in Total Papers Downloads

842

SSRN CITATIONS
Rank 7,567

SSRN RANKINGS

Top 7,567

in Total Papers Citations

52

CROSSREF CITATIONS

87

Scholarly Papers (7)

1.
Downloads 379 ( 80,447)
Citation 33

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 358 (85,358)
Citation 1

Abstract:

Loading...

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
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 21 (552,517)
Citation 9

Abstract:

Loading...

2.

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 188 (166,671)
Citation 5

Abstract:

Loading...

Layoff risk, monetary policy, heterogeneous agents, business cycles

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 124 (236,709)
Citation 1

Abstract:

Loading...

Hedging Macroeconomic and Financial Uncertainty and Volatility

NBER Working Paper No. w26323
Number of pages: 76 Posted: 30 Sep 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 7 (650,950)
  • Add to Cart

Abstract:

Loading...

4.
Downloads 110 (257,217)
Citation 13

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 92 (292,197)

Abstract:

Loading...

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
David Berger, Ian Dew-Becker and Stefano Giglio
Northwestern University, Kellogg School of Management - Department of Finance and Yale School of Management
Downloads 18 (572,839)
Citation 15

Abstract:

Loading...

5.

Asset Pricing in the Frequency Domain: Theory and Empirics

NBER Working Paper No. w19416
Number of pages: 51 Posted: 06 Sep 2013
Ian Dew-Becker and Stefano Giglio
Downloads 18 (552,890)
Citation 3

Abstract:

Loading...

6.

Long-Run Risk is the Worst-Case Scenario

NBER Working Paper No. w22416
Number of pages: 66 Posted: 18 Jul 2016
Rhys Bidder and Ian Dew-Becker
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Kellogg School of Management - Department of Finance
Downloads 11 (597,268)
Citation 5

Abstract:

Loading...

7.
Downloads 5 (637,510)

Abstract:

Loading...