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

14

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Top 3,391

in Total Papers Downloads

20,115

SSRN CITATIONS
Rank 610

SSRN RANKINGS

Top 610

in Total Papers Citations

2,014

CROSSREF CITATIONS

327

Scholarly Papers (14)

1.
Downloads 2,540 (10,580)
Citation 383

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 2,432 (11,129)
Citation 15

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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 Last Revised: 13 Jul 2023
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 108 (470,346)
Citation 92

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Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Number of pages: 92 Posted: 22 Mar 2017 Last Revised: 29 Jul 2020
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 2,136 (13,737)
Citation 10

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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 Last Revised: 03 Mar 2023
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 79 (578,884)
Citation 146

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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
Downloads 1 (1,195,424)
Citation 1
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banks, deposits, interest rate risk, maturity transformation

3.
Downloads 2,167 (13,662)
Citation 120

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 2,081 (14,290)
Citation 3

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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 Last Revised: 26 Jul 2023
Alan Moreira and Alexi Savov
University of Rochester - Simon Business School and New York University (NYU) - Department of Finance
Downloads 86 (549,021)
Citation 47

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4.

The Financial Origins of the Rise and Fall of American Inflation

NYU Stern School of Business
Number of pages: 77 Posted: 10 Mar 2020
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 2,028 (15,112)
Citation 4

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Inflation, monetary policy, banks, deposits, regulation Q

5.

SVB and Beyond: The Banking Stress of 2023

Number of pages: 261 Posted: 07 Aug 2023 Last Revised: 09 Aug 2023
New York University (NYU) - Leonard N. Stern School of Business, Department of Finance, Leonard N. Stern School of Business, New York University, New York University - Stern School of Business - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business, Leonard N. Stern School of Business, NYU, National Bureau of Economic Research (NBER)Brandeis International Business School, Columbia University - Columbia Business School, Baruch College, City University of New York, New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of EconomicsStern School of Business, New York University
Downloads 1,841 (17,666)
Citation 2

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Regional Banking Crisis, Uninsured Deposits, Bank Runs, Silicon Valley Bank, Signature Bank, First Republic Bank, Interest Rate Risk Management, Stagflation Stress Test, Deposit Insurance, Mark to Market Accounting, Federal Home Loan Banks, Bank Supervision

6.

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 1,718 (19,662)
Citation 40

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consumption-based asset pricing, equity premium, risk aversion

7.
Downloads 1,610 (21,709)
Citation 178

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 - McDonough School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,493 (23,941)
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 Last Revised: 07 Dec 2022
Jennie Bai, Thomas Philippon and Alexi Savov
Georgetown University - McDonough School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 117 (442,825)
Citation 38

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8.
Downloads 1,587 (22,193)
Citation 114

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 1,418 (25,856)
Citation 2

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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: 15 Jul 2023
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 169 (328,797)
Citation 28

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9.
Downloads 1,296 (30,126)
Citation 11

Banking on Uninsured Deposits

Number of pages: 51 Posted: 19 Apr 2023
Wharton School, Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 1,273 (30,357)
Citation 5

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Banking on Uninsured Deposits

NBER Working Paper No. w31138
Number of pages: 52 Posted: 17 Apr 2023 Last Revised: 28 Jun 2023
Wharton School, Department of Finance, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 23 (962,183)
Citation 7
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10.

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 1,144 (35,893)
Citation 33

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

11.
Downloads 977 (44,987)
Citation 5

Liquidity and Volatility

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 08 Mar 2018 Last Revised: 19 Oct 2021
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 911 (48,847)
Citation 4

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liquidity, volatility, reversals, VIX, variance premium

Liquidity and Volatility

NBER Working Paper No. w27959
Number of pages: 73 Posted: 19 Oct 2020 Last Revised: 25 May 2023
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 66 (641,152)

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12.
Downloads 654 (76,954)
Citation 24

How Monetary Policy Shaped the Housing Boom

NYU Stern School of Business
Number of pages: 68 Posted: 08 Mar 2019 Last Revised: 30 Apr 2021
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 624 (80,512)

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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 Last Revised: 30 Jan 2023
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 30 (893,684)

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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
Downloads 0
Citation 22
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banks, deposits, monetary policy, Mortgage lending, Private- label securitization, Securitization

13.

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 337 (168,610)
Citation 15

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

14.

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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