Asani Sarkar - Central Bank Research Hub

Papers by year: All | 2017 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

The Pre-Crisis Monetary Policy Implementation Framework

New York Fed Staff reports [View] (Paper: 809, 18.03.2017)

JEL: E52, E58, N10

Dealer Financial Conditions and Lender-of-Last-Resort Facilities

New York Fed Staff reports [View] (Paper: 673, 24.06.2014)

JEL: D44, E58, G01, G28

An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting

New York Fed Staff reports [View] (Paper: 557, 30.11.2012)

An Analysis of CDS Transactions: Implications for Public Reporting

New York Fed Staff reports [View] (Paper: 517, 27.09.2011)

Comovement Revisited

New York Fed Staff reports [View] (Paper: 484, 23.02.2011)

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)

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)

The Global Financial Crisis and Offshore Dollar Markets.

New York Fed Current issues [View] (Paper: ci15-06, 27.10.2009)

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

Capital Constraints, Counterparty Risk, and Deviationsfrom Covered Interest Rate Parity

New York Fed Staff reports [View] (Paper: 393, 11.09.2009)

Liquidity Risk, Credit Risk, and the Federal Reserve┬┐s Responses to the Crisis

New York Fed Staff reports [View] (Paper: 389, 04.09.2009)

Credit Default Swap Auctions

New York Fed Staff reports [View] (Paper: 372, 19.05.2009)

JEL: G10, G13, G33

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

The Microstructure of Cross-Autocorrelations

New York Fed Staff reports [View] (Paper: 303, 21.09.2007)

JEL: G10, G14

Market Sidedness: Insights into Motives for Trade Initiation

New York Fed Staff reports [View] (Paper: 292, 12.07.2007)

JEL: G10, G14, G34

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

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

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

Securities Trading and Settlement in Europe: Issues and Outlook

New York Fed Current issues [View] (Paper: ci08-04, 01.04.2004)

JEL: G15, G24

Should U.S. Investors Hold Foreign Stocks?

New York Fed Current issues [View] (Paper: ci08-03, 01.04.2004)

JEL: G11, G15

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

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

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