• 183 Citations
20052019
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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

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Research Output 2005 2019

  • 183 Citations
  • 11 Article
  • 4 Working paper

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 journalArticle

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 journalArticle

Robust estimators
Benchmark
Confidence interval
Standard deviation
Calibration
9 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 journalArticle

Disaster
News
Risk premium
Investors
Macro model
23 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 journalArticle

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