Asani Sarkar |
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Financial Research Advisor |
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The Term Asset-Backed Securities Loan Facility
With Elizabeth Caviness, Ankur Goyal, and Woojung Park Federal Reserve Bank of New York Economic Policy Review, Volume 28 Number 1, June 2022 The Pre-Crisis Monetary Policy Implementation Framework With Alexander Kroeger and John P. McGowan Federal Reserve Bank of New York Economic Policy Review, Volume 24 Number 2, October 2018 Dealer Financial Conditions and Lender-of-Last-Resort Facilities With Viral Acharya, Michael Fleming, and Warren B. Hrung Journal of Financial Economics, 123, no. 1 (January 2017): 81-107 See also ›› Federal Reserve Bank of New York Staff Report 673, May 2014 Read the full text in SSRN›› The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate With James McAndrews and Zhenyu Wang Journal of Banking and Finance, 83 (October 2017): 135-152 See also ›› Federal Reserve Bank of New York Staff Report 335, July 2008, Revised January 2017 Read the full text in SSRN›› Discount Window Stigma During the 2007-2008 Financial Crisis With Olivier Armantier, Eric Ghysels and Jeffrey Shrader Journal of Financial Economics, 2015. 118, pp. 317-335 Read the full text in SSRN ›› Appendix to: Discount Window Stigma During the 2007-2008 Financial Crisis Macro News, Riskfree Rates, and the Intermediary: Customer Orders for 30Y Treasury Futures With Albert J. Menkveld and Michel van der Wel Journal of Financial and Quantitative Analysis, 2012, 47, 4, pp. 821-849. 38 pages / 411 kb Read the full text in SSRN ›› With Tarun Chordia and Avanidhar Subrahmanyam Journal of Financial and Quantitative Analysis, 2011, 46, 3, pp. 709-736 43 pages / 393 kb Read the full text in SSRN ›› With Jean Helwege, Samuel Maurer, and Yuan Wang Journal of Fixed Income, 19, 2, Fall 2009, 34-42 Read the full text in SSRN ›› With Lingjia Wang The Journal of Empirical Finance, 16, 4, September 2009, 613-631 53 pages / 1,085 kb Read the full text in SSRN ›› With Robert A. Schwartz The Journal of Finance, 64, 1, February 2009 , pp. 375-423 Read the full text in SSRN ›› With Peter Antunovich Journal of Business,79, 6, November 2006, 3209-51 Read the full text in SSRN ›› With Tarun Chordia and Avanidhar Subrahmanyam Review of Financial Studies,18, 1, Spring 2005 Read the full text in SSRN ›› With Sugato Chakravarty The Journal of Fixed Income13, 1, 39-48, June 2003 Read the full text in SSRN ›› With Zhenyu Wang and Kai Li Journal of Empirical Finance10, 57-80, February 2003 Read the full text in SSRN ›› Liquidity Supply and Volatility: Futures Market Evidence With Peter Locke Journal of Futures Markets23, 1, 1-17, 2001 17 pages / 43 kb With Peter Locke and Lifan Wu Journal of Financial and Quantitative Analysis,34, 1, 57-88, 1999 Read the full text in SSRN ›› With Sandeep Patel Financial Analysts Journal,November/December 1998 Read the full text in SSRN ›› With Sugato Chakravarty and Lifan Wu Journal of International Financial Markets, Institutions and Money,8, 325-355, 1998 Read the full text in SSRN ›› Journal of Financial Intermediation4, 1995 Read the full text from ScienceDirect ›› Journal of Financial Intermediation3, 1994 Read the full text from ScienceDirect ›› Other Refereed A Model of Brokers' Trading, with Applications to Order Flow Internalization With Sugato Chakravarty Review of Financial Economics 11, 19-36, 2002 30 pages / 99 kb Loan Flows, Contagion Effects and the East Asian Crisis With Sunil K. Mohanty and Rama Seth Journal of Emerging Markets 6, 3, 42-54, Fall/Winter 2001 21 pages / 53 kb With Hun Park Research in FinanceAndrew H. Chen (ed.), Volume 17, 1999 With Lifan Wu Review of Pacific Basin Journal,June 1998 With C.A.K.Lovell and R.C.Sickles Measurement in Economics,Wolfgang Eichorn ed., Physica Verlag, Heidelberg, 1987 Non-Refereed With Peter Locke Federal Reserve Board, 1996 Economic Theory, Trade and Quantitative Economics,A.K. Banerjee and B. Chatterjee eds., University of Calcutta, December 1996 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. |