ALEXI SAVOV


Assistant Professor of Finance

New York University Stern School of Business

asavov@stern.nyu.edu

Curriculum Vitae    Google Scholar

 

Research areas:

Macro finance, financial stability, monetary policy, empirical asset pricing

Working papers:

The Deposits Channel of Monetary Policy (BibTeX) - March 2015

(with Itamar Drechsler and Philipp Schnabl)

  1. -Winner, 2015 SFS Cavalcade Best Paper Prize in Corporate Finance

Publications:

The Macroeconomics of Shadow Banking (BibTeX) - April 2016

(with Alan Moreira)

   - The Journal of Finance, forthcoming

   - Slides

A Model of Monetary Policy and Risk Premia (BibTeX) - August 2015

(with Itamar Drechsler and Philipp Schnabl)

   - The Journal of Finance, forthcoming

   - Slides

Have Financial Markets Become More Informative? (BibTeX) - September 2015

(with Jennie Bai and Thomas Philippon)

   - Journal of Financial Economics, forthcoming

The Price of Skill: Performance Evaluation by Households (BibTeX)

   - Journal of Financial Economics 112 (2), May 2014, 213-231

   - Online appendix

Asset Pricing with Garbage (BibTeX)

   - The Journal of Finance 66 (1), January 2011, 177-201

   - Winner, 2011 Smith Breeden Prize (Distinguished Paper)

   - Online appendix

   - Wall Street Journal article

The Puzzle of Index Option Returns (BibTeX)

(with George Constantinides and Jens Jackwerth)

   - Review of Asset Pricing Studies 3 (2), June 2013, 229-257

   - Online appendix

   - Option portfolio data