Market microstructure of equity, bond and futures markets, International finance, Financial crises, Linkages between asset markets
Asani Sarkar is a Research Officer with the Money and Payments Function of the Federal Reserve Bank of New York. He has written extensively on market microstructure topics. His recent research has focused on the relationship between macroeconomic factors and stock and bond market liquidity; the effect of macroeconomic announcements on the Treasury futures markets; the role of liquidity in explaining corporate bond yield spreads; and on developing new measures of liquidity for the equity markets. His publications have appeared in the Review of Financial Studies, the Journal of Business, the Journal of Financial and Quantitative Analysis, the Journal of Empirical Finance, the Journal of Financial Intermediation and the Journal of Futures Markets.
Asani Sarkar's CV 
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