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

DOWNLOADS
Rank 3,840

SSRN RANKINGS

Top 3,840

in Total Papers Downloads

14,399

SSRN CITATIONS
Rank 1,306

SSRN RANKINGS

Top 1,306

in Total Papers Citations

608

CROSSREF CITATIONS

324

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

The Deposits Channel of Monetary Policy

Downloads 2,174 ( 9,852)
Citation 152

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 2,113 (10,130)
Citation 15

Abstract:

Loading...

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 2022
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 61 (486,649)
Citation 92

Abstract:

Loading...

2.

The Macroeconomics of Shadow Banking

Downloads 2,090 ( 10,520)
Citation 77

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 2,025 (10,888)
Citation 2

Abstract:

Loading...

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: 25 Jul 2022
Alan Moreira and Alexi Savov
University of Rochester - Simon Business School and New York University (NYU) - Department of Finance
Downloads 65 (471,021)
Citation 47

Abstract:

Loading...

3.

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Downloads 1,905 ( 12,243)
Citation 20

Banking on Deposits: Maturity Transformation Without Interest Rate Risk

Number of pages: 92 Posted: 22 Mar 2017 Last Revised: 29 Jul 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 1,870 (12,368)
Citation 10

Abstract:

Loading...

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 2022
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 34 (620,316)
Citation 8

Abstract:

Loading...

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
Downloads 1 (931,728)
Citation 2
  • Add to Cart

Abstract:

Loading...

banks, deposits, interest rate risk, maturity transformation

4.

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 1,627 (15,683)
Citation 22

Abstract:

Loading...

consumption-based asset pricing, equity premium, risk aversion

5.

Have Financial Markets Become More Informative?

Downloads 1,427 ( 19,128)
Citation 76

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 1,351 (20,382)
Citation 1

Abstract:

Loading...

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: 29 May 2022
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 76 (432,773)
Citation 38

Abstract:

Loading...

6.

A Model of Monetary Policy and Risk Premia

Downloads 1,356 ( 20,601)
Citation 60

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 1,250 (22,922)
Citation 2

Abstract:

Loading...

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 2022
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 106 (351,318)
Citation 28

Abstract:

Loading...

7.

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 1,145 (26,467)
Citation 4

Abstract:

Loading...

Inflation, monetary policy, banks, deposits, regulation Q

8.

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 1,070 (29,192)
Citation 33

Abstract:

Loading...

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

9.

Liquidity and Volatility

Downloads 740 ( 48,676)
Citation 6

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 725 (49,324)
Citation 4

Abstract:

Loading...

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 2022
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 15 (770,040)

Abstract:

Loading...

10.

How Monetary Policy Shaped the Housing Boom

Downloads 546 ( 71,946)
Citation 2

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
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 528 (74,193)

Abstract:

Loading...

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: 01 Aug 2022
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 18 (742,423)

Abstract:

Loading...

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 2
  • Add to Cart

Abstract:

Loading...

banks, deposits, monetary policy, Mortgage lending, Private- label securitization, Securitization

11.

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 319 (133,701)
Citation 9

Abstract:

Loading...

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

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

Abstract:

Loading...