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 3,808

in Total Papers Downloads

14,203

SSRN CITATIONS
Rank 1,305

SSRN RANKINGS

Top 1,305

in Total Papers Citations

605

CROSSREF CITATIONS

327

Scholarly Papers (12)

1.
Downloads 2,147 ( 9,802)
Citation 152

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 2,087 (10,067)
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: 10 Jan 2022
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 60 (484,917)
Citation 92

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2.
Downloads 2,077 ( 10,311)
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 2,017 (10,626)
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 60 (480,935)
Citation 47

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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 1,859 (12,123)
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 2022
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 31 (626,378)
Citation 8

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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 (898,814)
Citation 2
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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 1,626 (15,271)
Citation 22

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consumption-based asset pricing, equity premium, risk aversion

5.
Downloads 1,424 ( 18,692)
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 1,348 (19,934)
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: 28 Nov 2021
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 (423,857)
Citation 38

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6.
Downloads 1,339 ( 20,474)
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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,236 (22,704)
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: 13 Jan 2022
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 103 (350,789)
Citation 28

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,066 (28,617)
Citation 4

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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
University of Chicago - Booth School of Business, University of Konstanz - Department of Economics and New York University (NYU) - Department of Finance
Downloads 1,065 (28,617)
Citation 33

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

9.
Downloads 725 ( 48,876)
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 712 (49,459)
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 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 13 (769,598)

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10.
Downloads 524 ( 74,054)
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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 507 (76,547)

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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: 19 Nov 2021
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 17 (733,745)

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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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Citation 2
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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 (130,666)
Citation 9

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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
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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