Ian Dew-Becker

Kellogg School of Management - Department of Finance

Evanston, IL 60208

United States

SCHOLARLY PAPERS

8

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Top 49,223

in Total Papers Downloads

957

SSRN CITATIONS
Rank 6,691

SSRN RANKINGS

Top 6,691

in Total Papers Citations

95

CROSSREF CITATIONS

87

Scholarly Papers (8)

1.
Downloads 383 ( 86,146)
Citation 42

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 362 (91,287)
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
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 (590,468)
Citation 18

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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 203 (167,249)
Citation 7

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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 191 (176,791)
Citation 2

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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 (696,518)
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Hedging Macroeconomic and Financial Uncertainty and Volatility

CEPR Discussion Paper No. DP15239
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 (755,743)
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4.
Downloads 123 (254,669)
Citation 18

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 104 (288,842)

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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
David Berger, Ian Dew-Becker and Stefano Giglio
Northwestern University, Kellogg School of Management - Department of Finance and Yale School of Management
Downloads 19 (604,926)
Citation 23

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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
Ian Dew-Becker and Stefano Giglio
Downloads 21 (571,654)
Citation 6

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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
Rhys Bidder and Ian Dew-Becker
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Kellogg School of Management - Department of Finance
Downloads 15 (611,244)
Citation 10

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7.

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
Ian Dew-Becker and Stefano Giglio
Downloads 7 (668,225)
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8.
Downloads 6 (675,655)
Citation 1

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