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Details about Asani Sarkar

E-mail:
Homepage:http://www.newyorkfed.org/research/economists/sarkar/pub.html
Phone:212-720-8943
Postal address:Research & Statistics, Federal Reserve Bank of New York 33 Liberty Street New York, NY 10045
Workplace:Research and Statistics Group, Federal Reserve Bank of New York, (more information at EDIRC)

Access statistics for papers by Asani Sarkar.

Last updated 2011-06-07. Update your information in the RePEc Author Service.

Short-id: psa20


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Working Papers

2019

  1. Bank Liquidity Creation, Systemic Risk, and Basel Liquidity Regulations
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)

2018

  1. Is size everything?
    Staff Reports, Federal Reserve Bank of New York Downloads
  2. The pre-crisis monetary policy implementation framework
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
    See also Journal Article in Economic Policy Review (2018)

2015

  1. Discount window stigma during the 2007-2008 financial crisis
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (70)
  2. The effect of the Term Auction Facility on the London inter-bank offered rate
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (68)

2014

  1. Dealer financial conditions and lender-of-last resort facilities
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (13)

2012

  1. Is there an S&P 500 index effect?
    Staff Reports, Federal Reserve Bank of New York Downloads

2010

  1. Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (20)

2009

  1. Are market makers uninformed and passive? Signing trades in the absence of quotes
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  2. Capital constraints, counterparty risk, and deviations from covered interest rate parity
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (53)
  3. Credit default swap auctions
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)
  4. Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (23)

2007

  1. Market sidedness: insights into motives for trade initiation
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)
  2. The microstructure of cross-autocorrelations
    Staff Reports, Federal Reserve Bank of New York Downloads

2006

  1. Two-sided markets and intertemporal trade clustering: insights into trading motives
    Staff Reports, Federal Reserve Bank of New York Downloads

2003

  1. An empirical analysis of stock and bond market liquidity
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (77)
  2. Fifteen minutes of fame? The market impact of internet stock picks
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (2)

1999

  1. Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (36)

1998

  1. An analysis of brokers' trading with applications to order flow internalization and off-exchange sales
    Research Paper, Federal Reserve Bank of New York Downloads View citations (1)
  2. Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
    Research Paper, Federal Reserve Bank of New York Downloads View citations (1)
  3. Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
    Research Paper, Federal Reserve Bank of New York Downloads View citations (62)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1998)
  4. Stock market crises in developed and emerging markets
    Research Paper, Federal Reserve Bank of New York Downloads View citations (11)

1997

  1. A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales
    Research Paper, Federal Reserve Bank of New York Downloads
  2. Can competition between brokers mitigate agency conflicts with their customers?
    Research Paper, Federal Reserve Bank of New York Downloads
  3. Estimating the adverse selection cost in markets with multiple informed traders
    Research Paper, Federal Reserve Bank of New York Downloads
  4. Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions
    Research Paper, Federal Reserve Bank of New York Downloads View citations (1)
  5. Traders' broker choice, market liquidity and market structure
    Staff Reports, Federal Reserve Bank of New York Downloads

1996

  1. Volatility and liquidity in futures markets
    Research Paper, Federal Reserve Bank of New York Downloads View citations (2)

1995

  1. The costs and benefits of dual trading
    Staff Reports, Federal Reserve Bank of New York View citations (1)

Journal Articles

2018

  1. The pre-crisis monetary policy implementation framework
    Economic Policy Review, 2018, 38-70 Downloads View citations (1)
    See also Working Paper (2018)

2014

  1. Components of U.S. financial sector growth, 1950-2013
    Economic Policy Review, 2014, 59-83 Downloads

2013

  1. The failure resolution of Lehman Brothers
    Economic Policy Review, 2013, 175-206 Downloads View citations (2)

2009

  1. The global financial crisis and offshore dollar markets
    Current Issues in Economics and Finance, 2009, (oct) Downloads View citations (10)
  2. Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries
    Journal of Empirical Finance, 2009, 16, (4), 613-631 Downloads View citations (1)

2003

  1. Diversification benefits of emerging markets subject to portfolio constraints
    Journal of Empirical Finance, 2003, 10, (1-2), 57-80 Downloads View citations (74)

2002

  1. Securities trading and settlement in Europe: issues and outlook
    Current Issues in Economics and Finance, 2002, (apr) Downloads View citations (1)
  2. Should U.S. investors hold foreign stocks?
    Current Issues in Economics and Finance, 2002, (mar) Downloads View citations (1)

1998

  1. Electronic trading on futures exchanges
    Current Issues in Economics and Finance, 1998, (jan) Downloads View citations (6)
  2. Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (3-4), 325-356 Downloads View citations (64)
    See also Working Paper (1998)

1996

  1. Securitizing property catastrophe risk
    Current Issues in Economics and Finance, 1996, (aug) Downloads View citations (3)

1995

  1. Dual Trading: Winners, Losers, and Market Impact
    Journal of Financial Intermediation, 1995, 4, (1), 77-93 Downloads View citations (16)

1994

  1. On the Equivalence of Noise Trader and Hedger Models in Market Microstructure
    Journal of Financial Intermediation, 1994, 3, (2), 204-212 Downloads View citations (2)
 
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