Asani Sarkar - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Other author(s)
Abstract Full text	An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting New York Fed Staff reports [View] (Paper: 557, 30.11.2012)	Michael Fleming Patricia Zobel John Jackson Ada Li
Abstract Full text	An Analysis of CDS Transactions: Implications for Public Reporting New York Fed Staff reports [View] (Paper: 517, 27.09.2011)	Kathryn Chen Michael Fleming John Jackson Ada Li
Abstract Full text	Comovement Revisited New York Fed Staff reports [View] (Paper: 484, 23.02.2011)	Maria Kasch
Abstract Full text	Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the Crisis New York Fed Staff reports [View] (Paper: 483, 14.01.2011)	Olivier Armantier Eric Ghysels Jeffrey Shrader
Abstract Full text	Financial Amplification Mechanisms and the Federal Reserve’s Supply of Liquidity during the Crisis New York Fed Staff reports [View] (Paper: 431, 18.02.2010)	Jeffrey Shrader
Abstract Full text	The Global Financial Crisis and Offshore Dollar Markets. New York Fed Current issues [View] (Paper: ci15-06, 27.10.2009)	Warren B. Hrung Hoai-Luu Nguyen Niall Coffey
Abstract Full text	Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes New York Fed Staff reports [View] (Paper: 395, 26.09.2009) JEL: G10, G12, G14, G19	Albert J. Menkveld Michel van der Wel
Abstract Full text	Capital Constraints, Counterparty Risk, and Deviationsfrom Covered Interest Rate Parity New York Fed Staff reports [View] (Paper: 393, 11.09.2009)	Warren B. Hrung Niall Coffey
Abstract Full text	Liquidity Risk, Credit Risk, and the Federal Reserve’s Responses to the Crisis New York Fed Staff reports [View] (Paper: 389, 04.09.2009)
Abstract Full text	Credit Default Swap Auctions New York Fed Staff reports [View] (Paper: 372, 19.05.2009) JEL: G10, G13, G33	Yuan Wang Samuel Maurer Jean Helwege
Abstract Full text	The Effect of the Term Auction Facilityon the London Inter-Bank Offered Rate New York Fed Staff reports [View] (Paper: 335, 22.07.2008) JEL: G10, G12, G18, G19	James McAndrews Zhenyu Wang
Abstract Full text	The Microstructure of Cross-Autocorrelations New York Fed Staff reports [View] (Paper: 303, 21.09.2007) JEL: G10, G14	Avanidhar Subrahmanyam Tarun Chordia
Abstract Full text	Market Sidedness: Insights into Motives for Trade Initiation New York Fed Staff reports [View] (Paper: 292, 12.07.2007) JEL: G10, G14, G34	Robert A. Schwartz
Abstract Full text	Two-Sided Markets and Intertemporal Trade Clustering: Insights into Trading Motives New York Fed Staff reports [View] (Paper: 246, 01.05.2006) JEL: G10, G14	Robert A. Schwartz
Abstract Full text	The Joint Dynamics of Liquidity, Returns, and Volatility across Small and Large Firms New York Fed Staff reports [View] (Paper: 207, 21.04.2005) JEL: G10, G14	Avanidhar Subrahmanyam Tarun Chordia
Abstract Full text	Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries New York Fed Staff reports [View] (Paper: 181, 14.04.2004) JEL: G12, G15	Lingjia Zhang
Abstract Full text	Should U.S. Investors Hold Foreign Stocks? New York Fed Current issues [View] (Paper: ci08-03, 01.04.2004) JEL: G11, G15	Kai Li
Abstract Full text	Securities Trading and Settlement in Europe: Issues and Outlook New York Fed Current issues [View] (Paper: ci08-04, 01.04.2004) JEL: G15, G24	John Kambhu Lawrence Radecki James M. Mahoney Linda S. Goldberg
Abstract Full text	Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks New York Fed Staff reports [View] (Paper: 158, 25.03.2004) JEL: G10, G14	Peter Antunovich
Abstract Full text	An Empirical Analysis of Stock and Bond Market Liquidity New York Fed Staff reports [View] (Paper: 164, 25.03.2004) JEL: E52, G10, G14, G23	Avanidhar Subrahmanyam Tarun Chordia

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004