Alexi Savov

New York University (NYU) - Department of Finance

Assistant Professor of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • New York University (NYU) - Department of Finance

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

9

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CITATIONS
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23

Scholarly Papers (9)

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1.

The Macroeconomics of Shadow Banking

Downloads 1,874 ( 7,327)

The Macroeconomics of Shadow Banking

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 16 Aug 2013 Last Revised: 05 Jan 2017
Alan Moreira and Alexi Savov
University of Rochester - Simon Business School and New York University (NYU) - Department of Finance
Downloads 1,827 (7,513)

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Financial intermediation, liquidity transformation, shadow banking, unconventional monetary policy

The Macroeconomics of Shadow Banking

NBER Working Paper No. w20335
Number of pages: 56 Posted: 28 Jul 2014
Alan Moreira and Alexi Savov
University of Rochester - Simon Business School and New York University (NYU) - Department of Finance
Downloads 47 (379,485)

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2.

Asset Pricing with Garbage

Journal of Finance, Forthcoming
Number of pages: 45 Posted: 24 Feb 2009 Last Revised: 10 Jan 2014
Alexi Savov
New York University (NYU) - Department of Finance
Downloads 1,528 (10,261)
Citation 13

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consumption-based asset pricing, equity premium, risk aversion

3.

The Deposits Channel of Monetary Policy

Downloads 1,472 ( 10,896)

The Deposits Channel of Monetary Policy

Number of pages: 73 Posted: 11 Dec 2014 Last Revised: 31 Mar 2017
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,429 (11,202)

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Monetary policy, deposits, market power, bank lending, liquidity

The Deposits Channel of Monetary Policy

NBER Working Paper No. w22152
Number of pages: 69 Posted: 11 Apr 2016
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 43 (393,857)

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4.

Have Financial Markets Become More Informative?

Downloads 1,224 ( 14,609)
Citation 1

Have Financial Markets Become More Informative?

Journal of Financial Economics (JFE), Vol. 122, No. 3, 2016
Number of pages: 70 Posted: 13 Nov 2012 Last Revised: 19 Feb 2017
Jennie Bai, Thomas Philippon and Alexi Savov
Georgetown University - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,163 (15,545)
Citation 1

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price informativeness, economic growth, investment, revelatory price efficiency, forecasting price efficiency

Have Financial Markets Become More Informative?

NBER Working Paper No. w19728
Number of pages: 70 Posted: 29 May 2014
Jennie Bai, Thomas Philippon and Alexi Savov
Georgetown University - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 61 (335,199)
Citation 1

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5.

A Model of Monetary Policy and Risk Premia

Downloads 1,089 ( 17,473)

A Model of Monetary Policy and Risk Premia

Journal of Finance, Forthcoming
Number of pages: 63 Posted: 07 Nov 2013 Last Revised: 05 Jan 2017
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,049 (18,112)

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Monetary policy, leverage, risk premia, reaching for yield

A Model of Monetary Policy and Risk Premia

NBER Working Paper No. w20141
Number of pages: 64 Posted: 19 May 2014 Last Revised: 27 May 2014
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 40 (405,238)

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6.

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Downloads 942 ( 21,749)

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Number of pages: 64 Posted: 22 Mar 2017 Last Revised: 05 May 2018
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 932 (21,686)

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Banks, maturity transformation, deposits, interest rate risk

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

NBER Working Paper No. w24582
Number of pages: 65 Posted: 14 May 2018
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 10 (567,090)
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Banking on Deposits: Maturity Transformation Without Interest Rate Risk

CEPR Discussion Paper No. DP12950
Number of pages: 67 Posted: 31 May 2018
Itamar Drechsler, Alexi Savov and Philipp Schnabl
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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banks, deposits, interest rate risk, maturity transformation

7.

The Puzzle of Index Option Returns

Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
Number of pages: 42 Posted: 21 Oct 2009 Last Revised: 25 Sep 2012
George M. Constantinides, Jens Carsten Jackwerth and Alexi Savov
University of Chicago - Booth School of Business, University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance
Downloads 934 (21,981)
Citation 8

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index option returns, option mispricing, volatility jumps, price jumps, liquidity, market efficiency

8.

The Price of Skill: Performance Evaluation by Households

Number of pages: 60 Posted: 16 Mar 2012 Last Revised: 15 Aug 2013
Alexi Savov
New York University (NYU) - Department of Finance
Downloads 301 (93,324)
Citation 1

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mutual fund performance, active funds, index funds, fund flows

9.

Liquidity Creation As Volatility Risk

Number of pages: 43 Posted: 08 Mar 2018
Itamar Drechsler, Alan Moreira and Alexi Savov
New York University (NYU) - Department of Finance, University of Rochester - Simon Business School and New York University (NYU) - Department of Finance
Downloads 295 (95,379)

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liquidity, volatility, reversals, VIX, variance premium