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Itamar Drechsler
Itamar Drechsler
Ervin Miller and Arthur M. Freedman Professor of Finance, Wharton, University of Pennsylvania
Verified email at wharton.upenn.edu - Homepage
Title
Cited by
Cited by
Year
A pyrrhic victory? Bank bailouts and sovereign credit risk
V Acharya, I Drechsler, P Schnabl
The Journal of Finance 69 (6), 2689-2739, 2014
15742014
The deposits channel of monetary policy
I Drechsler, A Savov, P Schnabl
The Quarterly Journal of Economics 132 (4), 1819-1876, 2017
10702017
What's vol got to do with it
I Drechsler, A Yaron
The Review of Financial Studies 24 (1), 1-45, 2011
8572011
Uncertainty, time‐varying fear, and asset prices
I Drechsler
The Journal of Finance 68 (5), 1843-1889, 2013
4912013
Banking on deposits: Maturity transformation without interest rate risk
I Drechsler, A Savov, P Schnabl
The Journal of Finance 76 (3), 1091-1143, 2021
4442021
A model of monetary policy and risk premia
I Drechsler, A Savov, P Schnabl
The Journal of Finance 73 (1), 317-373, 2018
3432018
Who borrows from the lender of last resort?
I Drechsler, T Drechsel, D Marques‐Ibanez, P Schnabl
The Journal of Finance 71 (5), 1933-1974, 2016
3352016
The shorting premium and asset pricing anomalies
I Drechsler, QF Drechsler
National Bureau of Economic Research, 2014
1632014
How monetary policy shaped the housing boom
I Drechsler, A Savov, P Schnabl
Journal of Financial Economics 144 (3), 992-1021, 2022
1012022
A tale of two overhangs: the nexus of financial sector and sovereign credit risks
VV Acharya, I Drechsler, P Schnabl
Financial Stability Review, 2012
722012
Risk choice under high-water marks
I Drechsler
The Review of Financial Studies 27 (7), 2052-2096, 2014
662014
Liquidity, risk premia, and the financial transmission of monetary policy
I Drechsler, A Savov, P Schnabl
Annual Review of Financial Economics 10, 309-328, 2018
562018
Banking on uninsured deposits
I Drechsler, A Savov, P Schnabl, O Wang
National Bureau of Economic Research, 2023
462023
Liquidity and volatility
I Drechsler, A Moreira, A Savov
National Bureau of Economic Research, 2020
28*2020
The financial origins of the rise and fall of American inflation
I Drechsler, A Savov, P Schnabl
NYU Stern School of Business, 2020
232020
Credit crunches and the great stagflation
I Drechsler, A Savov, P Schnabl
Working Paper, 2022
92022
The Role of Payout Horizon in Determining the Risks and Returns of Claims to Aggregate Cash Flows
I Drechsler
SSRN, 2012
22012
Comment on" MacroPru in the Shadow of Declining Balance Sheet Model of Banking" 2
I Drechsler
NBER Chapters, 2023
2023
A note on Begenau and Stafford (2022) Itamar Drechsler, Alexi Savov and Philipp Schnabl December 30, 2022
I Drechsler
2022
Comment on:“ambiguity shifts and the 2007–2008 financial crisis” by Nina Boyarchenko
I Drechsler
Journal of Monetary Economics 59 (5), 508-511, 2012
2012
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