|
|
Itamar Drechsler
Assistant
Professor of Finance NBER, Faculty
Research Fellow |
Areas of Research:
Asset Pricing, Macro-finance, Financial Intermediation
Publications:
- A
Pyrrhic Victory? Bank Bailouts and Sovereign
Credit Risk (with Viral Acharya and Philipp Schnabl)
Journal of Finance, forthcoming, [Internet Appendix]
- Glucksman
Institute Research Prize for best paper in finance at NYU Stern, 2011-2012
Review of Financial Studies, 27(7),
July 2014, 2052-2096, [Internet Appendix]
Journal of Finance, 68(5), October 2013,
1843-1889, [Internet Appendix]
- Winner
of the 2013 Amundi Smith Breeden Prize (Distinguished
Paper)
- What's Vol Got To Do With
It (with Amir Yaron)
Review of
Financial Studies, 24(1),
January 2011, 1-45. Lead Article
- Winner
of Best Paper Award at 2009 Utah Winter Finance Conference
Working
Papers:
- The
Shorting Premium and Asset Pricing Anomalies (with Qingyi
Freda Drechsler)
Updated June 2014
- A
Model of Monetary Policy and Risk Premia
(with Alexi Savov and Philipp Schnabl)
Revise
& Resubmit, Journal of Finance
Updated
March 2014
- Who Borrows
from the Lender of Last Resort? (with Thomas Drechsel,
David Marques-Ibanez, and Philipp Schnabl)
Revise
& Resubmit, Journal of Finance
Updated December 2013
Non-refereed
Publications:
- A
Tale of Two Overhangs: The Nexus of Financial Sector and Sovereign Credit
Risks (with Viral Acharya and Philipp Schnabl)
Banque de France Financial Stability Review,
16, April 2012.
Carnegie-Rochester
Series on Public Policy, Journal of Monetary Economics,
59(5), 508-511