Research Output per year
Personal profile
Research Interests
His research covers both theoretical and empirical consumption-based asset pricing, focusing in particular on the relationship between asset prices and the real economy.
Education/Academic qualification
Economics, PhD, Harvard University, Cambridge, MA
… → 2012
Economics, AM, Harvard University, Cambridge, MA
… → 2009
Economics and Mathematical Methods in the Social Sciences, BA, Northwestern University
… → 2006
Fingerprint Dive into the research topics where Ian L Dew-Becker is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Investors
Business & Economics
Income
Business & Economics
Productivity growth
Business & Economics
Asset prices
Business & Economics
Benchmark
Business & Economics
Income inequality
Business & Economics
Time-varying
Business & Economics
Risk aversion
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2005 2019
Directed attention and nonparametric learning
Dew-Becker, I. L. & Nathanson, C. G., May 1 2019, In : Journal of Economic Theory. 181, p. 461-496 36 p.Research output: Contribution to journal › Article
Ambiguity aversion
Income
Overreaction
Extrapolation
Deviation
3
Citations
(Scopus)
How risky is consumption in the long-run? Benchmark estimates from a robust estimator
Dew-Becker, I. L., Jan 1 2017, In : Review of Financial Studies. 30, 2, p. 631-666 36 p.Research output: Contribution to journal › Article
Robust estimators
Benchmark
Confidence interval
Standard deviation
Calibration
12
Citations
(Scopus)
The price of variance risk
Dew-Becker, I. L., Giglio, S., Le, A. & Rodriguez, M., Feb 1 2017, In : Journal of Financial Economics. 123, 2, p. 225-250 26 p.Research output: Contribution to journal › Article
Disaster
News
Risk premium
Investors
Macro model
26
Citations
(Scopus)
Asset pricing in the frequency domain: Theory and empirics
Dew-Becker, I. L. & Giglio, S., Aug 1 2016, In : Review of Financial Studies. 29, 8, p. 2029-2068 40 p.Research output: Contribution to journal › Article
Asset pricing
Empirics
Frequency domain
Price risk
Economic fluctuations
Contractionary Volatility or Volatile Contractions?
Berger, D. W., Dew-Becker, I. L. & Giglio, S. W., May 8 2016, 60 p.Research output: Working paper
Contraction
Realized volatility
Technology shocks
Equity returns
Investors