Working Papers

The US Dollar Funding Premium of Global Banks
With Warren Hrung
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Is There an S&P 500 Index Effect
With Maria Kasch
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Internet Appendix for "Is There an S&P 500 Index" 
With Maria Kasch

Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing During the Crisis
With Olivier Armantier, Eric Ghysels and Jeffrey Shrader
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Capital Constraints, Counterparty Risk and Deviations from Covered Interest Rate Parity 
With Niall Coffey and Warren Hrung
October 2009
48 pages / 458 kb
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Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes  
With Albert J. Menkveld, and Michel Van der Wel
May 2009
38 pages / 295 kb
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The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate
With James McAndrews and Zhenyu Wang
Federal Reserve Bank of New York Staff Reports 335,July 2008
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Two-Sided Markets and Intertemporal Trade Clustering: Insights into Trading Motives
With Robert A. Schwartz
The Federal Reserve Bank of New York
56 pages / 416 kb
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Conflict of Interest and Execution Quality of Futures Floor Traders 
With Lifan Wu
The Federal Reserve Bank of New York
39 pages / 136 kb

Asani Sarkar's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.