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

12

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11,481

SSRN CITATIONS
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Top 1,821

in Total Papers Citations

320

CROSSREF CITATIONS

316

Scholarly Papers (12)

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1.

The Macroeconomics of Shadow Banking

Downloads 1,995 ( 8,139)
Citation 54

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 1,940 (8,368)
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 55 (408,184)
Citation 28

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2.

The Deposits Channel of Monetary Policy

Downloads 1,763 ( 9,968)
Citation 99

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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,718 (10,217)
Citation 11

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 45 (446,382)
Citation 55

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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 1,577 (11,889)
Citation 11

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consumption-based asset pricing, equity premium, risk aversion

4.

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Downloads 1,465 ( 13,366)
Citation 8

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Number of pages: 75 Posted: 22 Mar 2017 Last Revised: 02 Jan 2020
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,450 (13,319)
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
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 15 (618,014)

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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
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.

Have Financial Markets Become More Informative?

Downloads 1,324 ( 15,656)
Citation 55

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 1,260 (16,553)
Citation 2

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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 64 (377,950)
Citation 18

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6.

A Model of Monetary Policy and Risk Premia

Downloads 1,200 ( 18,193)
Citation 45

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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,142 (19,204)
Citation 4

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 58 (401,070)
Citation 19

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7.

The Puzzle of Index Option Returns

Fama-Miller Working Paper
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 985 (24,375)
Citation 28

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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 446 (69,903)
Citation 4

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liquidity, volatility, reversals, VIX, variance premium

9.

How Monetary Policy Shaped the Housing Boom

Downloads 318 (103,333)
Citation 2

How Monetary Policy Shaped the Housing Boom

NYU Stern School of Business
Number of pages: 51 Posted: 08 Mar 2019
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 305 (107,459)

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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
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 13 (632,867)
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How Monetary Policy Shaped the Housing Boom

CEPR Discussion Paper No. DP14252
Number of pages: 54 Posted: 14 Jan 2020
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 0
Citation 1
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banks, deposits, monetary policy, Mortgage lending, Private- label securitization, Securitization

10.

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 309 (106,486)
Citation 6

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

11.

The Financial Origins of the Rise and Fall of American Inflation

NYU Stern School of Business
Number of pages: 77 Posted: 10 Mar 2020
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 99 (288,950)

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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
Itamar Drechsler, Alexi Savov and Philipp Schnabl
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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