Asani Sarkar
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Asani |
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Sarkar |
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Affiliations
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Federal Reserve Bank of New York
/ Research and Statistics Group
Research profile
author of:
- Liquidity in U.S. Treasury Spot and Futures Markets (RePEc:bis:biscgc:11-11)
by Michael Fleming & Asani Sarkar - Financial innovation and corporate default rates (RePEc:bis:bisifc:31-23)
by Samuel Maurer & Luu Nguyen & Asani Sarkar & Chenyang Wei - Market Sidedness: Insights into Motives for Trade Initiation (RePEc:bla:jfinan:v:64:y:2009:i:1:p:375-423)
by Asani Sarkar & Robert A. Schwartz - The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms (RePEc:cdl:anderf:qt6z81z2wc)
by Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar - An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies (RePEc:cdl:anderf:qt9178v9kq)
by Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar - Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions (RePEc:cup:jfinqa:v:34:y:1999:i:01:p:57-88_00)
by Locke, Peter R. & Sarkar, Asani & Wu, Lifan - Liquidity Dynamics and Cross-Autocorrelations (RePEc:cup:jfinqa:v:46:y:2011:i:03:p:709-736_00)
by Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar - Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate (RePEc:cup:jfinqa:v:47:y:2012:i:04:p:821-849_00)
by Menkveld, Albert J. & Sarkar, Asani & Wel, Michel van der - Diversification benefits of emerging markets subject to portfolio constraints (RePEc:eee:empfin:v:10:y:2003:i:1-2:p:57-80)
by Li, Kai & Sarkar, Asani & Wang, Zhenyu - Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries (RePEc:eee:empfin:v:16:y:2009:i:4:p:613-631)
by Sarkar, Asani & Zhang, Lingjia - Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356)
by Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan - The effect of the term auction facility on the London interbank offered rate (RePEc:eee:jbfina:v:83:y:2017:i:c:p:135-152)
by McAndrews, James & Sarkar, Asani & Wang, Zhenyu - Discount window stigma during the 2007–2008 financial crisis (RePEc:eee:jfinec:v:118:y:2015:i:2:p:317-335)
by Armantier, Olivier & Ghysels, Eric & Sarkar, Asani & Shrader, Jeffrey - Dealer financial conditions and lender-of-last-resort facilities (RePEc:eee:jfinec:v:123:y:2017:i:1:p:81-107)
by Acharya, Viral V. & Fleming, Michael J. & Hrung, Warren B. & Sarkar, Asani - On the Equivalence of Noise Trader and Hedger Models in Market Microstructure (RePEc:eee:jfinin:v:3:y:1994:i:2:p:204-212)
by Sarkar Asani - Dual Trading: Winners, Losers, and Market Impact (RePEc:eee:jfinin:v:4:y:1995:i:1:p:77-93)
by Sarkar Asani - A model of broker's trading, with applications to order flow internalization (RePEc:eee:revfin:v:11:y:2002:i:1:p:19-36)
by Chakravarty, Sugato & Sarkar, Asani - Financial innovation and corporate default rates (RePEc:fip:fedfpr:y:2009:i:jan:x:8)
by Samuel Maurer & Hoai-Luu Nguyen & Asani Sarkar & Chenyang Wei - Liquidity and price shocks in futures markets (RePEc:fip:fedgpr:y:1995:p:273-294)
by Peter Locke & Asani Sarkar - Securitizing property catastrophe risk (RePEc:fip:fednci:y:1996:i:aug:n:v.2no.9)
by Sara Borden & Asani Sarkar - Electronic trading on futures exchanges (RePEc:fip:fednci:y:1998:i:jan:n:v.4no.1)
by Asani Sarkar & Michelle Tozzi - Securities trading and settlement in Europe: issues and outlook (RePEc:fip:fednci:y:2002:i:apr:n:v.8no.4)
by Linda S. Goldberg & John Kambhu & James M. Mahoney & Lawrence J. Radecki & Asani Sarkar - Should U.S. investors hold foreign stocks? (RePEc:fip:fednci:y:2002:i:mar:n:v.8no.3)
by Kai Li & Asani Sarkar - The global financial crisis and offshore dollar markets (RePEc:fip:fednci:y:2009:i:oct:n:v.15no.6)
by Niall Coffey & Warren B. Hrung & Hoai-Luu Nguyen & Asani Sarkar - Components of U.S. financial sector growth, 1950-2013 (RePEc:fip:fednep:00011)
by Samuel Antill & David Hou & Asani Sarkar - The failure resolution of Lehman Brothers (RePEc:fip:fednep:00016)
by Michael J. Fleming & Asani Sarkar - The pre-crisis monetary policy implementation framework (RePEc:fip:fednep:00049)
by Alexander Kroeger & John McGowan & Asani Sarkar - The Term Asset-Backed Securities Loan Facility (RePEc:fip:fednep:94437)
by Elizabeth Caviness & Ankur Goyal & Woojung Park & Asani Sarkar - Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis (RePEc:fip:fednep:y:2010:i:aug:p:55-74:n:v.16no.1)
by Asani Sarkar & Jeffrey Shrader - Is There Stigma to Discount Window Borrowing? (RePEc:fip:fednls:86765)
by Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader - Did the Fed’s Term Auction Facility Work? (RePEc:fip:fednls:86769)
by James J. McAndrews & Asani Sarkar & Zhenyu Wang - How Might Increased Transparency Affect the CDS Market? (RePEc:fip:fednls:86777)
by Kathryn Chen & Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar - The Impact of Trade Reporting on the Interest Rate Derivatives Market (RePEc:fip:fednls:86801)
by Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel - The European Debt Crisis and the Dollar Funding Gap (RePEc:fip:fednls:86823)
by Jason Miu & Asani Sarkar & Alexander Tepper - Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 (RePEc:fip:fednls:86860)
by Neel Krishnan & Antoine Martin & Asani Sarkar - The Growth of Murky Finance (RePEc:fip:fednls:86931)
by Samuel Antill & David Hou & Asani Sarkar - The Failure Resolution of Lehman Brothers (RePEc:fip:fednls:86934)
by Michael J. Fleming & Asani Sarkar - History of Discount Window Stigma (RePEc:fip:fednls:87052)
by Olivier Armantier & Helene Lee & Asani Sarkar - Is Bitcoin Really Frictionless? (RePEc:fip:fednls:87109)
by Alexander Kroeger & Asani Sarkar - How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market (RePEc:fip:fednls:87111)
by Alex Entz & John McGowan & Asani Sarkar - Is There Discount Window Stigma in the United Kingdom? (RePEc:fip:fednls:87155)
by Helene Lee & Asani Sarkar - Why Did the Recent Oil Price Declines Affect Bond Prices of Non-Energy Companies? (RePEc:fip:fednls:87157)
by Brandon Li & Asani Sarkar - Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? (RePEc:fip:fednls:87193)
by Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar - The Role of Central Bank Lending Facilities in Monetary Policy (RePEc:fip:fednls:87201)
by Helene Lee & Asani Sarkar - Counterparty and Collateral Policies of Central Bank Lending Facilities (RePEc:fip:fednls:87210)
by Helene Lee & Asani Sarkar - Did Investor Sentiment Affect Credit Risk around the 2016 Election? (RePEc:fip:fednls:87229)
by Asani Sarkar - Options of Last Resort (RePEc:fip:fednls:87244)
by Erin Denison & Michael J. Fleming & Warren B. Hrung & Asani Sarkar - Is Stigma Attached to the European Central Bank's Marginal Lending Facility? (RePEc:fip:fednls:87252)
by Helene Lee & Asani Sarkar - Did Banks Subject to LCR Reduce Liquidity Creation? (RePEc:fip:fednls:87287)
by Daniel Roberts & Asani Sarkar & Or Shachar - Creditor Recovery in Lehman’s Bankruptcy (RePEc:fip:fednls:87303)
by Erin Denison & Michael J. Fleming & Asani Sarkar - How Much Value Was Destroyed by the Lehman Bankruptcy? (RePEc:fip:fednls:87304)
by Erin Denison & Michael J. Fleming & Asani Sarkar - Lehman's Bankruptcy Expenses (RePEc:fip:fednls:87305)
by Erin Denison & Michael J. Fleming & Asani Sarkar - Customer and Employee Losses in Lehman’s Bankruptcy (RePEc:fip:fednls:87306)
by Erin Denison & Michael J. Fleming & Asani Sarkar - The Indirect Costs of Lehman’s Bankruptcy (RePEc:fip:fednls:87307)
by Erin Denison & Michael J. Fleming & Asani Sarkar - Dealer Participation in the TSLF Options Program (RePEc:fip:fednls:87318)
by Erin Denison & Michael J. Fleming & Warren B. Hrung & Asani Sarkar - Large Bank Cash Balances and Liquidity Regulations (RePEc:fip:fednls:87344)
by Jeffrey Levine & Asani Sarkar - How Do Large Banks Manage Their Cash? (RePEc:fip:fednls:87345)
by Jeffrey Levine & Asani Sarkar - The COVID-19 Pandemic and the Fed’s Response (RePEc:fip:fednls:87801)
by Michael J. Fleming & Asani Sarkar & Peter Van Tassel - MBS Market Dysfunctions in the Time of COVID-19 (RePEc:fip:fednls:88401)
by Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song - Securing Secured Finance: The Term Asset-Backed Securities Loan Facility (RePEc:fip:fednls:88523)
by Elizabeth Caviness & Asani Sarkar - Did Too-Big-To-Fail Reforms Work Globally? (RePEc:fip:fednls:88812)
by Asani Sarkar - Did Subsidies to Too-Big-To-Fail Banks Increase during the COVID-19 Pandemic? (RePEc:fip:fednls:89861)
by Asani Sarkar - Did Dealers Fail to Make Markets during the Pandemic? (RePEc:fip:fednls:90398)
by Jiakai Chen & Haoyang Liu & David Rubio & Asani Sarkar & Zhaogang Song - Who Received PPP Loans by Fintech Lenders? (RePEc:fip:fednls:92112)
by Jessica Battisto & Nathan Y. Godin & Claire Kramer Mills & Asani Sarkar - Who Benefited from PPP Loans by Fintech Lenders? (RePEc:fip:fednls:92113)
by Jessica Battisto & Nathan Y. Godin & Claire Kramer Mills & Asani Sarkar - Tailoring Regulations (RePEc:fip:fednls:92863)
by Rebecca Reubenstein & Asani Sarkar - The First Global Credit Crisis (RePEc:fip:fednls:94395)
by Stein Berre & Paul Kosmetatos & Asani Sarkar - Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms? (RePEc:fip:fednls:94429)
by Nathan Kaplan & Claire Kramer Mills & Asani Sarkar - How Do Natural Disasters Affect U.S. Small Business Owners? (RePEc:fip:fednls:94729)
by Martin Hiti & Claire Kramer Mills & Asani Sarkar - Small Business Recovery after Natural Disasters (RePEc:fip:fednls:94733)
by Martin Hiti & Claire Kramer Mills & Asani Sarkar - Can Decentralized Finance Provide More Protection for Crypto Investors? (RePEc:fip:fednls:95363)
by Agostino Capponi & Nathan Kaplan & Asani Sarkar - The Recent Rise in Discount Window Borrowing (RePEc:fip:fednls:95481)
by Helene Lee & Asani Sarkar - Financial Fragility without Banks (RePEc:fip:fednls:95976)
by Stein Berre & Asani Sarkar - What Drove Racial Disparities in the Paycheck Protection Program? (RePEc:fip:fednls:96273)
by Sergey V. Chernenko & Nathan Kaplan & Asani Sarkar & David Scharfstein - How Do Natural Disasters Affect Small Business Owners in the Fed’s Second District? (RePEc:fip:fednls:97312)
by Asani Sarkar - Small Business Recovery after Natural Disasters in the Fed’s Second District (RePEc:fip:fednls:97318)
by Asani Sarkar - Do Exchange‑Traded Products Improve Bitcoin Trading? (RePEc:fip:fednls:98297)
by Ken Armstrong & Leslie Conner Warren & Asani Sarkar - Are Nonbank Financial Institutions Systemic? (RePEc:fip:fednls:98893)
by Andres Fernandez & Martin Hiti & Asani Sarkar - Discount Window Stigma After the Global Financial Crisis (RePEc:fip:fednls:99466)
by Olivier Armantier & Marco Cipriani & Asani Sarkar - Nonbanks and Banks: Alone or Together? (RePEc:fip:fednls:99997)
by Nicola Cetorelli & Gonzalo Cisternas & Asani Sarkar - Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading (RePEc:fip:fednrp:9611)
by Peter Locke & Asani Sarkar & Lifan Wu - Volatility and liquidity in futures markets (RePEc:fip:fednrp:9612)
by Peter Locke & Asani Sarkar - Traders' broker choice, market liquidity and market structure (RePEc:fip:fednrp:9701)
by Sugato Chakravarty & Asani Sarkar - Can competition between brokers mitigate agency conflicts with their customers? (RePEc:fip:fednrp:9705)
by Sugato Chakravarty & Asani Sarkar - Estimating the adverse selection cost in markets with multiple informed traders (RePEc:fip:fednrp:9713)
by Sugato Chakravarty & Asani Sarkar & Lifan Wu - A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales (RePEc:fip:fednrp:9715)
by Sugato Chakravarty & Asani Sarkar - Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions (RePEc:fip:fednrp:9721)
by Peter Locke & Asani Sarkar & Lifan Wu - Stock market crises in developed and emerging markets (RePEc:fip:fednrp:9809)
by Sandeep Patel & Asani Sarkar - An analysis of brokers' trading with applications to order flow internalization and off-exchange sales (RePEc:fip:fednrp:9813)
by Sugato Chakravarty & Asani Sarkar - Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders (RePEc:fip:fednrp:9814)
by Sugato Chakravarty & Asani Sarkar & Lifan Wu - Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (RePEc:fip:fednrp:9820)
by Sugato Chakravarty & Asani Sarkar & Lifan Wu - Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows (RePEc:fip:fednsr:141)
by Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam - Fifteen minutes of fame? The market impact of internet stock picks (RePEc:fip:fednsr:158)
by Peter Antunovich & Asani Sarkar - An empirical analysis of stock and bond market liquidity (RePEc:fip:fednsr:164)
by Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam - Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries (RePEc:fip:fednsr:181)
by Asani Sarkar & Lingjia Zhang - The costs and benefits of dual trading (RePEc:fip:fednsr:2)
by Hun Y. Park & Asani Sarkar & Lifan Wu - The joint dynamics of liquidity, returns, and volatility across small and large firms (RePEc:fip:fednsr:207)
by Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam - Two-sided markets and intertemporal trade clustering: insights into trading motives (RePEc:fip:fednsr:246)
by Asani Sarkar & Robert A. Schwartz - Can competition between brokers mitigate agency conflicts with their customers? (RePEc:fip:fednsr:25)
by Sugato Chakravarty & Asani Sarkar - Traders' broker choice, market liquidity and market structure (RePEc:fip:fednsr:28)
by Sugato Chakravarty & Asani Sarkar - Market sidedness: insights into motives for trade initiation (RePEc:fip:fednsr:292)
by Asani Sarkar & Robert A. Schwartz - The microstructure of cross-autocorrelations (RePEc:fip:fednsr:303)
by Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam - Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures (RePEc:fip:fednsr:307)
by Albert J. Menkveld & Asani Sarkar & Michel Van der Wel - The effect of the Term Auction Facility on the London inter-bank offered rate (RePEc:fip:fednsr:335)
by James J. McAndrews & Asani Sarkar & Zhenyu Wang - Credit default swap auctions (RePEc:fip:fednsr:372)
by Jean Helwege & Samuel Maurer & Asani Sarkar & Yuan Wang - Liquidity risk, credit risk, and the Federal Reserve's responses to the crisis (RePEc:fip:fednsr:389)
by Asani Sarkar - Capital constraints, counterparty risk, and deviations from covered interest rate parity (RePEc:fip:fednsr:393)
by Niall Coffey & Warren B. Hrung & Asani Sarkar - Are market makers uninformed and passive? Signing trades in the absence of quotes (RePEc:fip:fednsr:395)
by Albert J. Menkveld & Asani Sarkar & Michel Van der Wel - Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis (RePEc:fip:fednsr:431)
by Asani Sarkar & Jeffrey Shrader - Discount window stigma during the 2007-2008 financial crisis (RePEc:fip:fednsr:483)
by Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader - Is there an S&P 500 index effect? (RePEc:fip:fednsr:484)
by Maria Kasch & Asani Sarkar - An analysis of CDS transactions: implications for public reporting (RePEc:fip:fednsr:517)
by Kathryn Chen & Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar - An analysis of OTC interest rate derivatives transactions: implications for public reporting (RePEc:fip:fednsr:557)
by Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel - Dealer financial conditions and lender-of-last resort facilities (RePEc:fip:fednsr:673)
by Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar - Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets (RePEc:fip:fednsr:73)
by Sugato Chakravarty & Asani Sarkar - The pre-crisis monetary policy implementation framework (RePEc:fip:fednsr:809)
by Alexander Kroeger & John McGowan & Asani Sarkar - Liquidity Regulations, Bank Lending, and Fire-Sale Risk (RePEc:fip:fednsr:852)
by Daniel Roberts & Asani Sarkar & Or Shachar - Is size everything? (RePEc:fip:fednsr:864)
by Samuel Antill & Asani Sarkar - Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis (RePEc:fip:fednsr:88380)
by Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song - Assessing the impact of short-sale constraints on the gains from international diversification (RePEc:fip:fednsr:89)
by Kai Li & Asani Sarkar & Zhenyu Wang - COVID Response: The Term Asset-Backed Securities Loan Facility (RePEc:fip:fednsr:93074)
by Elizabeth Caviness & Ankur Goyal & Woojung Park & Asani Sarkar - Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? (RePEc:fip:fednsr:96161)
by Sergey V. Chernenko & Nathan Kaplan & Asani Sarkar & David Scharfstein - Investor Attention to Bank Risk During the Spring 2023 Bank Run (RePEc:fip:fednsr:98045)
by Natalia Fischl-Lanzoni & Martin Hiti & Nathan Kaplan & Asani Sarkar - Discount Window Stigma After the Global Financial Crisis (RePEc:fip:fednsr:99159)
by Olivier Armantier & Marco Cipriani & Asani Sarkar - Coexistence of Banks and Non-Banks: Intermediation Functions and Strategies (RePEc:fip:fednsr:99720)
by Nicola Cetorelli & Gonzalo Cisternas & Asani Sarkar - Liquidity risk, credit risk, and the federal reserve’s responses to the crisis (RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348)
by Asani Sarkar - Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? (RePEc:nbr:nberwo:31172)
by Sergey Chernenko & Nathan Kaplan & Asani Sarkar & David S. Scharfstein - Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets (RePEc:pur:prukra:1138)
by Chakravarty, Sugato & Sarkar, Asani - A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market (RePEc:pur:prukra:1148)
by Chakravarty, Sugato & Sarkar, Asani - Securities trading and settlement in Europe: Issues and outlook (RePEc:ris:jofitr:1293)
by Goldberg, Linda & Kambhu, John & Mahoney, James & Radecki, Lawrence & Sarkar, Asani - Macro News, Riskfree Rates, and the Intermediary (RePEc:tin:wpaper:20070086)
by Albert J. Menkveld & Asani Sarkar & Michel van der Wel - Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes (RePEc:tin:wpaper:20090046)
by Michel van der Wel & Albert Menkveld & Asani Sarkar - Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks (RePEc:ucp:jnlbus:v:79:y:2006:i:6:p:3209-3208)
by Peter Antunovich & Asani Sarkar - Liquidity supply and volatility: futures market evidence (RePEc:wly:jfutmk:v:21:y:2001:i:1:p:1-17)
by Peter R. Locke & Asani Sarkar - Do Brokers Misallocate Customer Trades? Evidence From Futures Markets (RePEc:wpa:wuwpfi:9801002)
by Hun Y. Park & Asani Sarkar & Lifan Wu - Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate (RePEc:zbw:cfswop:200847)
by Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel