Alexi Savov
Personal Details
First Name: | Alexi |
Middle Name: | |
Last Name: | Savov |
Suffix: | |
RePEc Short-ID: | psa1271 |
[This author has chosen not to make the email address public] | |
http://pages.stern.nyu.edu/~asavov | |
Affiliation
Finance Department
Stern School of Business
New York University (NYU)
New York City, New York (United States)http://w4.stern.nyu.edu/finance/
RePEc:edi:fdnyuus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023. "Deposit Franchise Runs," NBER Working Papers 31138, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alan Moreira & Alexi Savov, 2020. "Liquidity and Volatility," NBER Working Papers 27959, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2019. "How Monetary Policy Shaped the Housing Boom," NBER Working Papers 25649, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018.
"Banking on Deposits: Maturity Transformation without Interest Rate Risk,"
NBER Working Papers
24582, National Bureau of Economic Research, Inc.
- Schnabl, Philipp & Savov, Alexi & Drechsler, Itamar, 2018. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," CEPR Discussion Papers 12950, C.E.P.R. Discussion Papers.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016.
"The Deposits Channel of Monetary Policy,"
NBER Working Papers
22152, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017. "The Deposits Channel of Monetary Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014.
"A Model of Monetary Policy and Risk Premia,"
NBER Working Papers
20141, National Bureau of Economic Research, Inc.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
- Alan Moreira & Alexi Savov, 2014.
"The Macroeconomics of Shadow Banking,"
NBER Working Papers
20335, National Bureau of Economic Research, Inc.
- Alexi Savov & Alan Moreira, 2014. "The Macroeconomics of Shadow Banking," 2014 Meeting Papers 254, Society for Economic Dynamics.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2012.
"Have financial markets become more informative?,"
Staff Reports
578, Federal Reserve Bank of New York.
- Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016. "Have financial markets become more informative?," Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011.
"The Puzzle of Index Option Returns,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-17, Department of Economics, University of Konstanz.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013. "The Puzzle of Index Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
Articles
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2017.
"The Deposits Channel of Monetary Policy,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1819-1876.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
- Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016.
"Have financial markets become more informative?,"
Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.
- Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013.
"The Puzzle of Index Option Returns,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2011-17, Department of Economics, University of Konstanz.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
- Alexi Savov, 2011. "Asset Pricing with Garbage," Journal of Finance, American Finance Association, vol. 66(1), pages 177-201, February.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (8) 2013-12-15 2014-05-24 2014-08-02 2014-09-05 2016-04-16 2018-06-11 2019-03-25 2020-11-09. Author is listed
- NEP-BAN: Banking (5) 2014-05-24 2014-08-02 2014-09-05 2016-04-16 2023-05-08. Author is listed
- NEP-CBA: Central Banking (5) 2014-05-24 2014-08-02 2016-04-16 2019-03-25 2023-05-08. Author is listed
- NEP-FMK: Financial Markets (4) 2012-11-11 2012-12-22 2013-12-15 2020-11-09
- NEP-MON: Monetary Economics (4) 2014-05-24 2014-08-02 2016-04-16 2019-03-25
- NEP-DGE: Dynamic General Equilibrium (2) 2014-05-24 2014-09-05
- NEP-RMG: Risk Management (2) 2020-11-09 2023-05-08
- NEP-CFN: Corporate Finance (1) 2011-05-30
- NEP-FDG: Financial Development and Growth (1) 2023-05-08
- NEP-FOR: Forecasting (1) 2013-12-15
- NEP-MIC: Microeconomics (1) 2011-05-30
- NEP-URE: Urban and Real Estate Economics (1) 2019-03-25
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