International finance, Financial crises, Linkages between financial markets and macroeconomy, Funding liquidity and market liquidity
Asani Sarkar is a Visiting Lecturer at Princeton University and Research Officer with the Money and Payments Function of the Federal Reserve Bank of New York. His recent research has focused on evaluations of the Fed's liquidity programs during the financial crisis; deviations in Covered Interest Parity during the crisis; comovements around index additions; the effect of macroeconomic announcements on the Treasury futures markets; the role of liquidity in explaining corporate bond yield spreads; and the relationship between macroeconomic factors and stock and bond market liquidity. His publications have appeared in the Journal of Finance, the Review of Financial Studies, the Journal of Business, the Journal of Financial and Quantitative Analysis, the Journal of Empirical Finance, and the Journal of Financial Intermediation.
Asani Sarkar's CV 
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