15
H index
21
i10 index
1087
Citations
Federal Reserve Bank of New York | 15 H index 21 i10 index 1087 Citations RESEARCH PRODUCTION: 29 Articles 108 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Asani Sarkar. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Current Issues in Economics and Finance | 5 |
| Economic Policy Review | 5 |
| Journal of Financial and Quantitative Analysis | 3 |
| Journal of Financial Intermediation | 2 |
| Journal of Financial Economics | 2 |
| Journal of Empirical Finance | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Empirical Study on the Factors Influencing Stock Market Volatility in China. (2025). Zhang, Jingchu. In: Papers. RePEc:arx:papers:2501.08668. Full description at Econpapers || Download paper |
| 2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:134. Full description at Econpapers || Download paper |
| 2025 | A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32. Full description at Econpapers || Download paper |
| 2024 | Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198. Full description at Econpapers || Download paper |
| 2024 | The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114. Full description at Econpapers || Download paper |
| 2025 | Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_642. Full description at Econpapers || Download paper |
| 2024 | European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good. (2024). Wall, Larry ; Refait-Alexandre, Catherine. In: Working Papers. RePEc:crb:wpaper:2024-12. Full description at Econpapers || Download paper |
| 2025 | From purchases to exit: central bank interventions in corporate debt markets. (2025). Breckenfelder, Johannes ; Schepens, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20253055. Full description at Econpapers || Download paper |
| 2025 | Interest rate liberalization and the procyclicality of the bank liquidity buffer: Evidence from China. (2025). Zhang, Xiaolin ; Yuan, Chao ; Zhu, Yunfan ; Jiang, Hai. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000284. Full description at Econpapers || Download paper |
| 2024 | Does liquidity regulation affect commercial banks carbon bias? Evidence from China. (2024). Liu, Yan ; Zou, Xin ; Yuan, Wei ; Dai, Junxun. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001421. Full description at Econpapers || Download paper |
| 2024 | Reserves regulation and the risk-taking channel. (2024). Kokas, Sotirios ; Delis, Manthos ; Kontonikas, Alexandros. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001512. Full description at Econpapers || Download paper |
| 2024 | Regulatory Effects of the Combinations of Aggregate and Structural Monetary Policy Instruments: an application of New Keynesian DSGE model to China. (2024). Wang, Li-Hui ; Li, Fu-An. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1120-1143. Full description at Econpapers || Download paper |
| 2024 | Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Gossé, Jean-Baptiste ; Gosse, Jean-Baptiste ; Jehle, Camille. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816. Full description at Econpapers || Download paper |
| 2024 | The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165. Full description at Econpapers || Download paper |
| 2024 | Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608. Full description at Econpapers || Download paper |
| 2025 | Targeted monetary policy and household business credit access: Based on the credit asset pledge relending policy. (2025). Lin, Min ; Sun, Yanmei ; Zhang, Mingxin ; Wu, Weixing. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000378. Full description at Econpapers || Download paper |
| 2025 | CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052. Full description at Econpapers || Download paper |
| 2024 | Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595. Full description at Econpapers || Download paper |
| 2024 | The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market. (2024). Xu, Zhiwei ; Wang, Xuefei ; Zhang, Teng. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224037174. Full description at Econpapers || Download paper |
| 2024 | Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings. (2024). Lu, Shan ; Zhao, Jichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001364. Full description at Econpapers || Download paper |
| 2024 | Stock Liquidity Sidedness and Share Repurchase. (2024). Boubaker, Sabri ; Liu, Yifan ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004009. Full description at Econpapers || Download paper |
| 2024 | Pay inequality for stability? Investment preference of the national team intervention in Chinese stock market. (2024). Yuan, Jin ; Jin, Liwei ; Li, Peiran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005659. Full description at Econpapers || Download paper |
| 2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. Full description at Econpapers || Download paper |
| 2024 | Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261. Full description at Econpapers || Download paper |
| 2024 | Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970. Full description at Econpapers || Download paper |
| 2024 | The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124. Full description at Econpapers || Download paper |
| 2025 | Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125. Full description at Econpapers || Download paper |
| 2024 | Central bank liquidity facilities and market making. (2024). Cimon, David ; Walton, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724. Full description at Econpapers || Download paper |
| 2025 | Crowdedness, mispricing, crashes, and spikes. (2025). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625001050. Full description at Econpapers || Download paper |
| 2025 | Macroprudential assessment framework and firms’ access to bank credit: Evidence from China. (2025). Liu, Guanchun ; Wu, Jiaqi ; You, Linqing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002306. Full description at Econpapers || Download paper |
| 2025 | Signals and stigmas from banking interventions: Lessons from the Bank Holiday of 1933. (2025). Jaremski, Matthew ; Vossmeyer, Angela ; Richardson, Gary. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001910. Full description at Econpapers || Download paper |
| 2025 | Adverse selection in deposit insurance and government funding following the 2023 banking crisis. (2025). Huberdeau-Reid, David A ; Pennacchi, George G. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000336. Full description at Econpapers || Download paper |
| 2024 | When local and foreign investors meet the Chinese governments risk perception about COVID-19. (2024). Hong, Yun ; Li, Shiyu ; Deng, Chao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000239. Full description at Econpapers || Download paper |
| 2025 | Who watches what and why it matters: Attention allocation, tug-of-war, and market resiliency: A pre-registered report. (2025). Kalev, Petko S ; Lee, Alex ; Tian, Xiao ; Marchetti, James. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000678. Full description at Econpapers || Download paper |
| 2025 | Understanding Bank-Level Uncertainty: New insights into banking activity and its macroeconomic impacts. (2025). Pathan, Shams ; Durand, Robert B ; Zheng, Chen ; Woahid, S M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004216. Full description at Econpapers || Download paper |
| 2025 | Preference for consumption predictability and the equity premium puzzle. (2025). Vázquez, Jesús ; Cassou, Steven P ; Vzquez, Jess. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005441. Full description at Econpapers || Download paper |
| 2024 | Impacts of population aging on bank loan portfolios: Evidence from China. (2024). Li, Zeguang ; Huang, Yuanbiao ; Hou, Keqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004222. Full description at Econpapers || Download paper |
| 2025 | Early warning system for Russian stock market crises: TCN-LSTM-Attention model using imbalanced data and attention mechanism. (2025). Kurkin, Aleksei ; Fayzulin, Maksim ; Teplova, Tamara. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:101:y:2025:i:c:s0038012125001417. Full description at Econpapers || Download paper |
| 2025 | Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-54. Full description at Econpapers || Download paper |
| 2025 | Fed Repo Operations and Dealer Intermediation. (2025). Carlson, Mark ; Saravay, Zack ; Tian, Mary. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-52. Full description at Econpapers || Download paper |
| 2025 | Pricing Tail Risks: Bank Equity Returns During the 2023 Bank Stress. (2025). Seay, Matthew P ; Kimble, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-78. Full description at Econpapers || Download paper |
| 2024 | Can Discount Window Stigma Be Cured? An Experimental Investigation. (2024). Holt, Charles ; armantier, olivier. In: Staff Reports. RePEc:fip:fednsr:98224. Full description at Econpapers || Download paper |
| 2025 | What is the Impact of a Major Unconventional Monetary Policy Intervention?. (2025). Sapriza, Horacio ; Marques-Ibanez, David ; Claessens, Stijn ; Cuadra, Gabriel ; Alcaraz, Carlo. In: Working Paper. RePEc:fip:fedrwp:101854. Full description at Econpapers || Download paper |
| 2025 | Resilience in Jordan’s Stock Market: Sectoral Volatility Responses to Financial, Political, and Health Crises. (2025). Alnatour, Abdulrahman. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:10:p:194-:d:1764798. Full description at Econpapers || Download paper |
| 2024 | Empirical Performance of an ESG Assets Portfolio from US Market. (2024). SADEFO KAMDEM, Jules ; Benhmad, Franois ; Pokou, Fredy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10491-3. Full description at Econpapers || Download paper |
| 2025 | Bank Relationships and the Geography of PPP Lending. (2025). Glancy, David. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:3:d:10.1007_s10693-024-00432-y. Full description at Econpapers || Download paper |
| 2025 | Taming the “Capital Flows-Credit Nexus”: A Sectoral Approach. (2025). Mercado, Rogelio ; Lepers, Etienne ; Carvalho, Daniel. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09762-9. Full description at Econpapers || Download paper |
| 2025 | Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z. Full description at Econpapers || Download paper |
| 2024 | Global Liquidity: Drivers, Volatility and Toolkits. (2024). Goldberg, Linda. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00208-9. Full description at Econpapers || Download paper |
| 2024 | The Bitcoin yield gap in Colombia: unraveling the influence of FX and Bitcoin convenience yields. (2024). Rendn, Jairo Andrs. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03872-y. Full description at Econpapers || Download paper |
| 2025 | Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551. Full description at Econpapers || Download paper |
| 2025 | Eliminating Discount Window Stigma: What Can We Learn from Abroad?. (2025). McLaughlin, Susan. In: Journal of Financial Crises. RePEc:ysm:ypfsfc:v:7:y:2025:i:1:p:690-706. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Liquidity in U.S. Treasury Spot and Futures Markets In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 8 |
| 2009 | Financial innovation and corporate default rates In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | Market Sidedness: Insights into Motives for Trade Initiation In: Journal of Finance. [Full Text][Citation analysis] | article | 47 |
| 2007 | Market sidedness: insights into motives for trade initiation.(2007) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2005 | The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 12 |
| 2005 | The joint dynamics of liquidity, returns, and volatility across small and large firms.(2005) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2001 | An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
| 1997 | Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Liquidity Dynamics and Cross-Autocorrelations In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 25 |
| 2012 | Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 16 |
| 2003 | Diversification benefits of emerging markets subject to portfolio constraints In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 96 |
| 2009 | Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 1998 | Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 104 |
| 1998 | Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares.(1998) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2017 | The effect of the term auction facility on the London interbank offered rate In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 111 |
| 2008 | The effect of the Term Auction Facility on the London inter-bank offered rate.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2015 | Discount window stigma during the 2007–2008 financial crisis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 91 |
| 2011 | Discount window stigma during the 2007-2008 financial crisis.(2011) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2017 | Dealer financial conditions and lender-of-last-resort facilities In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 44 |
| 2014 | Dealer financial conditions and lender-of-last resort facilities.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 1994 | On the Equivalence of Noise Trader and Hedger Models in Market Microstructure In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 3 |
| 1995 | Dual Trading: Winners, Losers, and Market Impact In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 10 |
| 2002 | A model of brokers trading, with applications to order flow internalization In: Review of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Financial innovation and corporate default rates In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 1995 | Liquidity and price shocks in futures markets In: Proceedings. [Citation analysis] | article | 0 |
| 1996 | Securitizing property catastrophe risk In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 1998 | Electronic trading on futures exchanges In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2002 | Securities trading and settlement in Europe: issues and outlook In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2002 | Securities trading and settlement in Europe: Issues and outlook.(2002) In: Journal of Financial Transformation. [Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2002 | Should U.S. investors hold foreign stocks? In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | The global financial crisis and offshore dollar markets In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 2014 | Components of U.S. financial sector growth, 1950-2013 In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2013 | The failure resolution of Lehman Brothers In: Economic Policy Review. [Full Text][Citation analysis] | article | 11 |
| 2014 | The Failure Resolution of Lehman Brothers.(2014) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2018 | The pre-crisis monetary policy implementation framework In: Economic Policy Review. [Full Text][Citation analysis] | article | 6 |
| 2017 | The pre-crisis monetary policy implementation framework.(2017) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2022 | The Term Asset-Backed Securities Loan Facility In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Financial amplification mechanisms and the Federal Reserve’s supply of liquidity during the crisis In: Economic Policy Review. [Full Text][Citation analysis] | article | 20 |
| 2010 | Financial amplification mechanisms and the Federal Reserves supply of liquidity during the crisis.(2010) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2025 | Reading the Panic: How Investors Perceived Bank Risk During the 2023 Bank Run In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Calming the Panic: Investor Risk Perceptions and the Fed’s Emergency Lending during the 2023 Bank Run In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Dutch Treat: The Netherlands’ Exorbitant Privilege in the Eighteenth Century In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Is There Stigma to Discount Window Borrowing? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Did the Fed’s Term Auction Facility Work? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | How Might Increased Transparency Affect the CDS Market? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Impact of Trade Reporting on the Interest Rate Derivatives Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The European Debt Crisis and the Dollar Funding Gap In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Pick Your Poison: How Money Market Funds Reacted to Financial Stress in 2011 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Growth of Murky Finance In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | History of Discount Window Stigma In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Is Bitcoin Really Frictionless? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Is There Discount Window Stigma in the United Kingdom? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Why Did the Recent Oil Price Declines Affect Bond Prices of Non-Energy Companies? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Role of Central Bank Lending Facilities in Monetary Policy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Counterparty and Collateral Policies of Central Bank Lending Facilities In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Did Investor Sentiment Affect Credit Risk around the 2016 Election? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Options of Last Resort In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Is Stigma Attached to the European Central Banks Marginal Lending Facility? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Did Banks Subject to LCR Reduce Liquidity Creation? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Creditor Recovery in Lehman’s Bankruptcy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2019 | How Much Value Was Destroyed by the Lehman Bankruptcy? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Lehmans Bankruptcy Expenses In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Customer and Employee Losses in Lehman’s Bankruptcy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Indirect Costs of Lehman’s Bankruptcy In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Dealer Participation in the TSLF Options Program In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Large Bank Cash Balances and Liquidity Regulations In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | How Do Large Banks Manage Their Cash? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2020 | The COVID-19 Pandemic and the Fed’s Response In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 6 |
| 2020 | MBS Market Dysfunctions in the Time of COVID-19 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Securing Secured Finance: The Term Asset-Backed Securities Loan Facility In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Did Too-Big-To-Fail Reforms Work Globally? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Did Subsidies to Too-Big-To-Fail Banks Increase during the COVID-19 Pandemic? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Did Dealers Fail to Make Markets during the Pandemic? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Who Received PPP Loans by Fintech Lenders? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Who Benefited from PPP Loans by Fintech Lenders? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Tailoring Regulations In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The First Global Credit Crisis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | How Do Natural Disasters Affect U.S. Small Business Owners? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Small Business Recovery after Natural Disasters In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Can Decentralized Finance Provide More Protection for Crypto Investors? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Recent Rise in Discount Window Borrowing In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Financial Fragility without Banks In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | What Drove Racial Disparities in the Paycheck Protection Program? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2023 | How Do Natural Disasters Affect Small Business Owners in the Fed’s Second District? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Small Business Recovery after Natural Disasters in the Fed’s Second District In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Do Exchange‑Traded Products Improve Bitcoin Trading? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Are Nonbank Financial Institutions Systemic? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Discount Window Stigma After the Global Financial Crisis In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Discount Window Stigma After the Global Financial Crisis.(2024) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2025 | Nonbanks and Banks: Alone or Together? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading In: Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Volatility and liquidity in futures markets In: Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 1997 | Traders broker choice, market liquidity and market structure In: Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Traders broker choice, market liquidity and market structure.(1997) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1997 | Can competition between brokers mitigate agency conflicts with their customers? In: Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Can competition between brokers mitigate agency conflicts with their customers?.(1997) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1997 | Estimating the adverse selection cost in markets with multiple informed traders In: Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 1997 | A general model of brokers trading, with applications to order flow internalization, insider trading and off-exchange block sales In: Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Stock market crises in developed and emerging markets In: Research Paper. [Full Text][Citation analysis] | paper | 36 |
| 1998 | An analysis of brokers trading with applications to order flow internalization and off-exchange sales In: Research Paper. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders In: Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows In: Staff Reports. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Fifteen minutes of fame? The market impact of internet stock picks In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks.(2006) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2003 | An empirical analysis of stock and bond market liquidity In: Staff Reports. [Full Text][Citation analysis] | paper | 78 |
| 2004 | Time-varying consumption correlation and the dynamics of the equity premium: evidence from the G-7 countries In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 1995 | The costs and benefits of dual trading In: Staff Reports. [Citation analysis] | paper | 1 |
| 2006 | Two-sided markets and intertemporal trade clustering: insights into trading motives In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The microstructure of cross-autocorrelations In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Credit default swap auctions In: Staff Reports. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Liquidity risk, credit risk, and the Federal Reserves responses to the crisis In: Staff Reports. [Full Text][Citation analysis] | paper | 32 |
| 2009 | Liquidity risk, credit risk, and the federal reserve’s responses to the crisis.(2009) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2009 | Capital constraints, counterparty risk, and deviations from covered interest rate parity In: Staff Reports. [Full Text][Citation analysis] | paper | 123 |
| 2009 | Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Is there an S&P 500 index effect? In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2011 | An analysis of CDS transactions: implications for public reporting In: Staff Reports. [Full Text][Citation analysis] | paper | 47 |
| 2012 | An analysis of OTC interest rate derivatives transactions: implications for public reporting In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets In: Staff Reports. [Full Text][Citation analysis] | paper | 37 |
| 2018 | Liquidity Regulations, Bank Lending, and Fire-Sale Risk In: Staff Reports. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Is size everything? In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Assessing the impact of short-sale constraints on the gains from international diversification In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2020 | COVID Response: The Term Asset-Backed Securities Loan Facility In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program? In: Staff Reports. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Applications or Approvals: What Drives Racial Disparities in the Paycheck Protection Program?.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Investor Attention to Bank Risk During the Spring 2023 Bank Run In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Coexistence of Banks and Non-Banks: Intermediation Functions and Strategies In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets. In: Purdue University Economics Working Papers. [Citation analysis] | paper | 0 |
| 2001 | A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market. In: Purdue University Economics Working Papers. [Citation analysis] | paper | 0 |
| 2007 | Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Liquidity supply and volatility: futures market evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 1998 | Do Brokers Misallocate Customer Trades? Evidence From Futures Markets In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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