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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, Forthcoming 38 pages / 411 kb Read the full text in SSRN››
The Microstructure of Cross Auto-Correlations With Tarun Chordia and Avanidhar Subrahmanyam Journal of Financial and Quantitative Analysis, 46, 3, pp. 709-736 43 pages / 393 kb Read the full text in SSRN››
Credit Default Swap Auctions With Jean Helwege, Samuel Maurer, and Yuan Wang Journal of Fixed Income, 19, 2, Fall 2009, 34-42 Read the full text in SSRN››
Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G7 Countries 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››
Market Sidedness: Insights into Motives for Trade Initiation With Robert A. Schwartz The Journal of Finance, 64, 1, February 2009 , pp. 375-423 Read the full text in SSRN››
Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks With Peter Antunovich Journal of Business,79, 6, November 2006, 3209-51 Read the full text in SSRN››
An Empirical Analysis of Stock and Bond Market Liquidity With Tarun Chordia and Avanidhar Subrahmanyam Review of Financial Studies,18, 1, Spring 2005 Read the full text in SSRN››
Trading Costs in Three U.S. Bond Markets With Sugato Chakravarty The Journal of Fixed Income13, 1, 39-48, June 2003 Read the full text in SSRN››
Diversification Benefits of Emerging Markets Subject to Portfolio Contstraints With Zhenyu Wang and Kai Li Journal of Empirical Finance10, 57-80, February 2003 Read the full text in SSRN››
Market Liquidity and Trader Welfare in Multiple Dealer Markets With Peter Locke and Lifan Wu Journal of Financial and Quantitative Analysis,34, 1, 57-88, 1999 Read the full text in SSRN››
Crises in Developed and Emerging Stock Markets With Sandeep Patel Financial Analysts Journal,November/December 1998 Read the full text in SSRN››
Information Asymmetry, Market Segmentation and the Pricing of Cross-Listed Stocks: Theory and Evidence From Chinese A and B Shares With Sugato Chakravarty and Lifan Wu Journal of International Financial Markets, Institutions and Money,8, 325-355, 1998 Read the full text in SSRN››
The Effect of Dual Trading on Market Depth in the S&P 500 Futures Market With Hun Park Research in FinanceAndrew H. Chen (ed.), Volume 17, 1999
Price Transmissions and Market Openness: A Comparative Analysis of Asian Stock Markets With Lifan Wu Review of Pacific Basin Journal,June 1998
Testing for Aggregation Bias in Efficiency Measurement With C.A.K.Lovell and R.C.Sickles Measurement in Economics,Wolfgang Eichorn ed., Physica Verlag, Heidelberg, 1987
Volatility and Price Shocks in Futures Markets. Proceedings of Research Conference on Risk Measurement and Systemic Risk With Peter Locke Federal Reserve Board, 1996
Joint Provision of Public Goods Economic Theory, Trade and Quantitative Economics,A.K. Banerjee and B. Chatterjee eds., University of Calcutta, December 1996
Asani Sarkar's CVThe 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.