Details about Alexi Savov
Access statistics for papers by Alexi Savov.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: psa1271
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Working Papers
2023
- Deposit Franchise Runs
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
2020
- Liquidity and Volatility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2019
- How Monetary Policy Shaped the Housing Boom
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
2018
- Banking on Deposits: Maturity Transformation without Interest Rate Risk
NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)
2016
- The Deposits Channel of Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
See also Journal Article The Deposits Channel of Monetary Policy, The Quarterly Journal of Economics, President and Fellows of Harvard College (2017) View citations (380) (2017)
2014
- A Model of Monetary Policy and Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
- The Macroeconomics of Shadow Banking
2014 Meeting Papers, Society for Economic Dynamics View citations (24)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (35)
2013
- Have Financial Markets Become More Informative?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (38)
Also in Staff Reports, Federal Reserve Bank of New York (2012) View citations (3)
See also Journal Article Have financial markets become more informative?, Journal of Financial Economics, Elsevier (2016) View citations (123) (2016)
2012
- The Puzzle of Index Option Returns
Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz View citations (15)
Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2011) View citations (3)
See also Journal Article The Puzzle of Index Option Returns, The Review of Asset Pricing Studies, Society for Financial Studies (2013) View citations (39) (2013)
Journal Articles
2017
- The Deposits Channel of Monetary Policy
The Quarterly Journal of Economics, 2017, 132, (4), 1819-1876 View citations (380)
See also Working Paper The Deposits Channel of Monetary Policy, NBER Working Papers (2016) View citations (24) (2016)
2016
- Have financial markets become more informative?
Journal of Financial Economics, 2016, 122, (3), 625-654 View citations (123)
See also Working Paper Have Financial Markets Become More Informative?, NBER Working Papers (2013) View citations (38) (2013)
2014
- The price of skill: Performance evaluation by households
Journal of Financial Economics, 2014, 112, (2), 213-231 View citations (6)
2013
- The Puzzle of Index Option Returns
The Review of Asset Pricing Studies, 2013, 3, (2), 229-257 View citations (39)
See also Working Paper The Puzzle of Index Option Returns, Working Paper Series of the Department of Economics, University of Konstanz (2012) View citations (15) (2012)
2011
- Asset Pricing with Garbage
Journal of Finance, 2011, 66, (1), 177-201 View citations (65)
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