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

Working Papers

2023

1. Deposit Franchise Runs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2020

2. Liquidity and Volatility
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2019

3. How Monetary Policy Shaped the Housing Boom
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2018

4. Banking on Deposits: Maturity Transformation without Interest Rate Risk
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)

2016

5. 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 (386) (2017)

2014

6. A Model of Monetary Policy and Risk Premia
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
7. The Macroeconomics of Shadow Banking
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (35)
   Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (24)

2013

8. 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 (126) (2016)

2012

9. 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

1. The Deposits Channel of Monetary Policy
   The Quarterly Journal of Economics, 2017, 132, (4), 1819-1876 View citations (386)
   See also Working Paper The Deposits Channel of Monetary Policy, NBER Working Papers (2016) View citations (24) (2016)

2016

2. Have financial markets become more informative?
   Journal of Financial Economics, 2016, 122, (3), 625-654 View citations (126)
   See also Working Paper Have Financial Markets Become More Informative?, NBER Working Papers (2013) View citations (38) (2013)

2014

3. The price of skill: Performance evaluation by households
   Journal of Financial Economics, 2014, 112, (2), 213-231 View citations (6)

2013

4. 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

5. Asset Pricing with Garbage
   Journal of Finance, 2011, 66, (1), 177-201 View citations (65)