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Details about Alexi Savov

Homepage:http://pages.stern.nyu.edu/~asavov
Workplace:Finance Department, Stern School of Business, New York University (NYU), (more information at EDIRC)

Access statistics for papers by Alexi Savov.

Last updated 2018-02-26. Update your information in the RePEc Author Service.

Short-id: psa1271


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Working Papers

2019

  1. How Monetary Policy Shaped the Housing Boom
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

  1. Banking on Deposits: Maturity Transformation without Interest Rate Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)

2016

  1. The Deposits Channel of Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in The Quarterly Journal of Economics (2017)

2014

  1. A Model of Monetary Policy and Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
  2. The Macroeconomics of Shadow Banking
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (23)

2013

  1. Have Financial Markets Become More Informative?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    Also in Staff Reports, Federal Reserve Bank of New York (2012) Downloads View citations (2)

    See also Journal Article in Journal of Financial Economics (2016)

2012

  1. The Puzzle of Index Option Returns
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads View citations (13)
    Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2011) Downloads View citations (3)

    See also Journal Article in Review of Asset Pricing Studies (2013)

Journal Articles

2017

  1. The Deposits Channel of Monetary Policy
    The Quarterly Journal of Economics, 2017, 132, (4), 1819-1876 Downloads View citations (23)
    See also Working Paper (2016)

2016

  1. Have financial markets become more informative?
    Journal of Financial Economics, 2016, 122, (3), 625-654 Downloads View citations (17)
    See also Working Paper (2013)

2014

  1. The price of skill: Performance evaluation by households
    Journal of Financial Economics, 2014, 112, (2), 213-231 Downloads

2013

  1. The Puzzle of Index Option Returns
    Review of Asset Pricing Studies, 2013, 3, (2), 229-257 Downloads View citations (9)
    See also Working Paper (2012)

2011

  1. Asset Pricing with Garbage
    Journal of Finance, 2011, 66, (1), 177-201 Downloads View citations (31)
 
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