Itamar Drechsler
Itamar Drechsler
Associate 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
11152014
What's vol got to do with it
I Drechsler, A Yaron
The Review of Financial Studies 24 (1), 1-45, 2011
6872011
Uncertainty, time‐varying fear, and asset prices
I Drechsler
The Journal of Finance 68 (5), 1843-1889, 2013
3562013
The deposits channel of monetary policy
I Drechsler, A Savov, P Schnabl
The Quarterly Journal of Economics 132 (4), 1819-1876, 2017
3412017
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
2152016
A model of monetary policy and risk premia
I Drechsler, A Savov, P Schnabl
The Journal of Finance 73 (1), 317-373, 2018
1672018
Banking on deposits: Maturity transformation without interest rate risk
I Drechsler, A Savov, P Schnabl
National Bureau of Economic Research Working Paper Series, 2018
1202018
The shorting premium and asset pricing anomalies
I Drechsler, QF Drechsler
National Bureau of Economic Research Working Paper Series, 2014
992014
A tale of two overhangs: the nexus of financial sector and sovereign credit risks
VV Acharya, I Drechsler, P Schnabl
Financial Stability Review, 2012
592012
Risk choice under high-water marks
I Drechsler
The Review of Financial Studies 27 (7), 2052-2096, 2014
452014
How monetary policy shaped the housing boom
I Drechsler, A Savov, P Schnabl
National Bureau of Economic Research Working Paper Series, 2019
232019
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
122018
Liquidity creation as volatility risk
I Drechsler, A Moreira, A Savov
Available at SSRN 3133291, 2018
102018
The Role of Payout Horizon in Determining the Risks and Returns of Claims to Aggregate Cash Flows
I Drechsler
Available at SSRN 968727, 2006
22006
The Financial Origins of the Rise and Fall of American Inflation
I Drechsler, A Savov, P Schnabl
Available at SSRN, 2020
2020
Comment on:“ambiguity shifts and the 2007–2008 financial crisis” by Nina Boyarchenko
I Drechsler
Journal of Monetary Economics 5 (59), 508-511, 2012
2012
DP8679 A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
VV Acharya, I Drechsler, P Schnabl
2011
Essays in asset pricing
I Drechsler
2009
Equilibrium Strategies for Jujitsu
R Sanwal, I Drechsler
2002
Internet Appendix for “Uncertainty, Time-Varying Fear, and Asset Prices”
I Drechsler
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Articles 1–20