Itamar Drechsler, Ph.D.

Affiliations: 
2009 University of Pennsylvania, Philadelphia, PA, United States 
Area:
Finance
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"Itamar Drechsler"

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Amir Yaron grad student 2009 Penn
 (Essays in asset pricing.)
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Publications

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Drechsler I, Savov A, Schnabl P. (2019) How Monetary Policy Shaped the Housing Boom National Bureau of Economic Research
Drechsler I, Savov A, Schnabl P. (2018) Banking on Deposits: Maturity Transformation Without Interest Rate Risk National Bureau of Economic Research
Drechsler I, Savov A, Schnabl P. (2018) Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy Review of Financial Economics. 10: 309-328
Drechsler I, Savov A, Schnabl P. (2018) A Model of Monetary Policy and Risk Premia Journal of Finance. 73: 317-373
Drechsler I, Savov A, Schnabl P. (2017) The Deposits Channel of Monetary Policy Quarterly Journal of Economics. 132: 1819-1876
Drechsler I, Drechsler QF. (2016) The Shorting Premium and Asset Pricing Anomalies National Bureau of Economic Research
Drechsler I, Drechsel T, Marques-Ibanez D, et al. (2016) Who Borrows from the Lender of Last Resort Journal of Finance. 71: 1933-1974
Drechsler I, Savov A, Schnabl P. (2015) A Model of Monetary Policy and Risk Premia National Bureau of Economic Research
Acharya V, Drechsler I, Schnabl P. (2014) A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk Journal of Finance. 69: 2689-2739
Drechsler I. (2014) Risk Choice under High-Water Marks Review of Financial Studies. 27: 2052-2096
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