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Asani Sarkar

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This is information that was supplied by Asani Sarkar in registering through RePEc. If you are Asani Sarkar , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Asani
Middle Name:
Last Name: Sarkar
Suffix:

RePEc Short-ID: psa20

Email:
Homepage: http://www.newyorkfed.org/research/economists/sarkar/pub.html
Postal Address: Research & Statistics, Federal Reserve Bank of New York 33 Liberty Street New York, NY 10045
Phone: 212-720-8943

Affiliation

Research and Statistics Group
Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (more details at EDIRC)

Works

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Working papers

  1. Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani, 2014. "Dealer financial conditions and lender-of-last resort facilities," Staff Reports 673, Federal Reserve Bank of New York.
  2. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011. "Stigma in financial markets: evidence from liquidity auctions and discount window borrowing during the crisis," Staff Reports 483, Federal Reserve Bank of New York.
  3. Asani Sarkar & Jeffrey Shrader, 2010. "Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis," Staff Reports 431, Federal Reserve Bank of New York.
  4. Niall Coffey & Warren B. Hrung & Asani Sarkar, 2009. "Capital constraints, counterparty risk, and deviations from covered interest rate parity," Staff Reports 393, Federal Reserve Bank of New York.
  5. Michel van der Wel & Albert J. Menkveld & Asani Sarkar, 2009. "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports 395, Federal Reserve Bank of New York.
  6. Asani Sarkar, 2009. "Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis," Staff Reports 389, Federal Reserve Bank of New York.
  7. Jean Helwege & Samuel Maurer & Asani Sarkar & Yuan Wang, 2009. "Credit default swap auctions," Staff Reports 372, Federal Reserve Bank of New York.
  8. James McAndrews & Asani Sarkar & Zhenyu Wang, 2008. "The effect of the Term Auction Facility on the London Inter-Bank Offered Rate," Staff Reports 335, Federal Reserve Bank of New York.
  9. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2007. "The microstructure of cross-autocorrelations," Staff Reports 303, Federal Reserve Bank of New York.
  10. Asani Sarkar & Robert A. Schwartz, 2007. "Market sidedness: insights into motives for trade initiation," Staff Reports 292, Federal Reserve Bank of New York.
  11. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute.
  12. Asani Sarkar & Robert A. Schwartz, 2006. "Two-sided markets and intertemporal trade clustering: insights into trading motives," Staff Reports 246, Federal Reserve Bank of New York.
  13. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity," Staff Reports 164, Federal Reserve Bank of New York.
  14. Peter Antunovich & Asani Sarkar, 2003. "Fifteen minutes of fame? The market impact of internet stock picks," Staff Reports 158, Federal Reserve Bank of New York.
  15. Sugato Chakravarty & Asani Sarkar, 1999. "Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets," Staff Reports 73, Federal Reserve Bank of New York.
  16. Sandeep Patel & Asani Sarkar, 1998. "Stock market crises in developed and emerging markets," Research Paper 9809, Federal Reserve Bank of New York.
  17. Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York.
  18. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York.
  19. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Research Paper 9820, Federal Reserve Bank of New York.
  20. Sugato Chakravarty & Asani Sarkar, 1997. "Can competition between brokers mitigate agency conflicts with their customers?," Research Paper 9705, Federal Reserve Bank of New York.
  21. Sugato Chakravarty & Asani Sarkar, 1997. "A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales," Research Paper 9715, Federal Reserve Bank of New York.
  22. Sugato Chakravarty & Asani Sarkar, 1997. "Traders' broker choice, market liquidity and market structure," Staff Reports 28, Federal Reserve Bank of New York.
  23. Peter R. Locke & Asani Sarkar & Lifan Wu, 1997. "Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions," Research Paper 9721, Federal Reserve Bank of New York.
  24. Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1997. "Estimating the adverse selection cost in markets with multiple informed traders," Research Paper 9713, Federal Reserve Bank of New York.
  25. Peter R. Locke & Asani Sarkar, 1996. "Volatility and liquidity in futures markets," Research Paper 9612, Federal Reserve Bank of New York.

Articles

  1. Sarkar, Asani & Zhang, Lingjia, 2009. "Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 613-631, September.
  2. Niall Coffey & Warren B. Hrung & Hoai-Luu Nguyen & Asani Sarkar, 2009. "The global financial crisis and offshore dollar markets," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 15(Oct).
  3. Li, Kai & Sarkar, Asani & Wang, Zhenyu, 2003. "Diversification benefits of emerging markets subject to portfolio constraints," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 57-80, February.
  4. Linda Goldberg & John Kambhu & James M. Mahoney & Lawrence Radecki & Asani Sarkar, 2002. "Securities trading and settlement in Europe: issues and outlook," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 8(Apr).
  5. Asani Sarkar & Kai Li, 2002. "Should U.S. investors hold foreign stocks?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 8(Mar).
  6. Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan, 1998. "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, Elsevier, vol. 8(3-4), pages 325-356, December.
  7. Asani Sarkar & Michelle Tozzi, 1998. "Electronic trading on futures exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 4(Jan).
  8. Sara Borden & Asani Sarkar, 1996. "Securitizing property catastrophe risk," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 2(Aug).
  9. Sarkar Asani, 1995. "Dual Trading: Winners, Losers, and Market Impact," Journal of Financial Intermediation, Elsevier, vol. 4(1), pages 77-93, January.
  10. Sarkar Asani, 1994. "On the Equivalence of Noise Trader and Hedger Models in Market Microstructure," Journal of Financial Intermediation, Elsevier, vol. 3(2), pages 204-212, March.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2010-03-13
  2. NEP-BAN: Banking (2) 2010-03-13 2011-02-12
  3. NEP-BEC: Business Economics (1) 2010-03-13
  4. NEP-CBA: Central Banking (3) 2009-10-03 2010-03-13 2011-02-12
  5. NEP-CFN: Corporate Finance (2) .html">"> 1998-10-15
  6. NEP-ECM: Econometrics (1) 2009-10-31
  7. NEP-FIN: Finance (2) 1999-06-08 2003-05-08
  8. NEP-FMK: Financial Markets (5) 1998-10-15 2003-03-03 2003-05-08 2006-04-29 2009-07-11. Author is listed
  9. NEP-IFN: International Finance (3) 1998-10-15 2003-05-08 2009-10-03
  10. NEP-MAC: Macroeconomics (4) 2008-02-23 2008-08-06 2009-09-26 2010-03-13. Author is listed
  11. NEP-MON: Monetary Economics (5) 2008-08-06 2009-09-26 2009-10-03 2010-03-13 2011-02-12. Author is listed
  12. NEP-MST: Market Microstructure (4) 2007-08-08 2007-10-06 2008-02-23 2009-10-31. Author is listed
  13. NEP-RMG: Risk Management (2) 2003-05-08 2009-09-26

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