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

SCHOLARLY PAPERS

12

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Top 3,521

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11,115

SSRN CITATIONS
Rank 2,122

SSRN RANKINGS

Top 2,122

in Total Papers Citations

199

CROSSREF CITATIONS

318

Scholarly Papers (12)

1.
Downloads 1,973 ( 7,792)
Citation 50

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 1,919 (7,988)
Citation 2

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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 54 (395,410)
Citation 23

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2.
Downloads 1,706 ( 9,904)
Citation 69

The Deposits Channel of Monetary Policy

Number of pages: 73 Posted: 11 Dec 2014 Last Revised: 31 Mar 2017
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,661 (10,184)
Citation 7

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 45 (428,774)
Citation 29

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3.

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 1,565 (11,381)
Citation 7

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consumption-based asset pricing, equity premium, risk aversion

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Number of pages: 75 Posted: 22 Mar 2017 Last Revised: 02 Jan 2020
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,392 (13,428)
Citation 3

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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: 76 Posted: 14 May 2018
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 13 (608,330)

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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Citation 2
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banks, deposits, interest rate risk, maturity transformation

5.
Downloads 1,303 ( 15,183)
Citation 45

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 1,240 (16,052)
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 63 (365,919)
Citation 8

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6.
Downloads 1,174 ( 17,799)
Citation 39

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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,127 (18,558)
Citation 3

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 47 (420,886)
Citation 10

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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
University of Chicago - Booth School of Business, University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance
Downloads 974 (23,480)
Citation 25

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

8.

Liquidity Creation As Volatility Risk

Number of pages: 43 Posted: 08 Mar 2018
Itamar Drechsler, Alan Moreira and Alexi Savov
Wharton School, Department of Finance, University of Rochester - Simon Business School and New York University (NYU) - Department of Finance
Downloads 428 (69,953)

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liquidity, volatility, reversals, VIX, variance premium

9.

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 306 (102,651)
Citation 6

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

How Monetary Policy Shaped the Housing Boom

Number of pages: 51 Posted: 08 Mar 2019
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 257 (123,051)

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Monetary Policy, Mortgage Lending, Banks, Securitization, Deposits, Private-Label Securitization

How Monetary Policy Shaped the Housing Boom

NBER Working Paper No. w25649
Number of pages: 52 Posted: 19 Mar 2019
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 13 (608,330)
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How Monetary Policy Shaped the Housing Boom

CEPR Discussion Paper No. DP14252
Number of pages: 54 Posted: 14 Jan 2020
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
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banks, deposits, monetary policy, Mortgage lending, Private- label securitization, Securitization

11.

The Financial Origins of the Rise and Fall of American Inflation

Number of pages: 77
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 11

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Inflation, monetary policy, banks, deposits, regulation Q

12.

Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy

Annual Review of Financial Economics, Vol. 10, pp. 309-328, 2018
Posted: 08 Nov 2018
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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